SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: donald sew who wrote (40938)2/29/2000 5:57:00 PM
From: Gersh Avery  Read Replies (1) | Respond to of 44573
 
Thanks don ..

was just looking over the prices for OEX calls and saw something interesting.

It seems that someone is working at keeping the prem down.

Call OI has gone up and put OI has gone down.

Calculated fair value is currently much higher than the ask.

Example:

for the March 775 calls that I have the bid is currently 2 1/2 while the FV is 4.
I also have some 790 calls .. bid= 7/8 FV = 1.94

Change in OI since Friday:
strike OI calls OI puts call bid fair value

780 +903 -603 1 5/8 3.17
770 +1809 -183 3 3/8 5
760 +1361 -276 5 3/4 7.56
750 +1893 -319 7 1/2 9.17
740 +1980 -451 15 15.47
730 +2906 +2170 20 7/8 20.97