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To: Tushar Patel who wrote (83805)6/18/1999 12:30:00 PM
From: Ben Antanaitis  Read Replies (1) | Respond to of 186894
 
Tushar,

The max-pain point would then be the strike where the sum of the values of the calls and puts is the lowest. Exactly.

The curve of the sum is what you look at. I just show the components for info. The method is explained in the example.

Ben A.
ez-pnf.com



To: Tushar Patel who wrote (83805)6/18/1999 2:20:00 PM
From: Gottfried  Respond to of 186894
 
T.P., your questions on max-pain[tm] should be directed to Ben
Antanaitis.

Gottfried