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To: 10K a day who wrote (66165)2/7/2000 12:05:00 PM
From: Wyätt Gwyön  Respond to of 152472
 
impristine, many ways to skin a cat, but make sure the cat is real first. I see put/call OI at .42 (compared to JDSU's .24), volume at .36 (compared to JDSU's .19)...is this so far off the "mean" for this stock? Rather, I find the following of more interest:
IV average
10 weeks: 83.7%
6 weeks: 86.9%
3 weeks: 97.2%
Today: 74.9%
Options are "cheaper" than they have been in the past. I think the irrational exuberance you are looking for was much more pronounced a month ago (when IV was over 100%).
Mucho Bean Counter



To: 10K a day who wrote (66165)2/7/2000 12:45:00 PM
From: Didi  Respond to of 152472
 
impristine & Mucho

Hi!

You've contributed excellent facts and data, very helpful with various analyses.

Data can be manipulated to support anyone's assumption. Please allow your fellow posters and lurkers to interpret your invaluable information.

Thanks zillions for your generous efforts. Keep them coming.

di