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Strategies & Market Trends : Jim's Nasdaq100 Special as a basket. -- Ignore unavailable to you. Want to Upgrade?


To: OX who wrote (1441)10/26/1999 11:27:00 PM
From: Lee Lichterman III  Read Replies (1) | Respond to of 2103
 
I ran some early Max "uncomfortable" <g> numbers tonight and I got it around 677 on the OEX. There are a huge number of puts around 660, then 655 all the way down so the comfort zone should be to the high side around 680-685 if they are going to miss one way or the other.

For that reason, I think we will rally some time before expiration either way early to allow closing of contracts cheap or else as expiration gets close.

I know it is still way too early to read too much into it but thought I would let you know I came up with a number slightly higher than yours today. Of course there will be massive jockeying over the next couple weeks so I will take it more seriously later down the road,

EDIT - Sorry for the stretched out post, I must have bumped the fixed font without realizing it and it won't let me change it. Doh!!!

Good Luck,

Lee



To: OX who wrote (1441)10/27/1999 10:58:00 PM
From: OX  Read Replies (2) | Respond to of 2103
 
43.90 10MA BPNDX 47.00 45.00 34.00 36.00 36.00 39.00 49.00 51.00 53.00 49.00

32.17 10MA BPSPX 32.66 30.04 28.83 30.04 30.85 31.25 33.40 34.80 34.20 35.60

----- Top 10 NDX components (WEIGHTED) -----

Q 4016.32 (10)
MP 3813.50 (10)
which correlates to 2333/116.67 (for NDX/QQQ @ 2457/122.87)

----- ndx 1027 -----

NOV99 Total maximum Losers is 14493 strike 400.000
Total minimum Winners is 4853 strike 400.000

----- qqq 1027 -----

NOV99 Total maximum Losers is 43041 strike 120.000
Total minimum Winners is 8225 strike 120.000

----- spx 1027 -----

NOV99 Total maximum Losers is 247451 strike 300.000
Total minimum Winners is 75075 strike 300.000

----- oex 1027 -----

NOV99 Total maximum Losers is 183139 strike 670.000
Total minimum Winners is 30392 strike 670.000