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To: arthur pritchard who wrote (14386)4/17/2000 10:31:00 AM
From: CAtechTrader  Read Replies (3) | Respond to of 35685
 
Delta is the % an option moves relative to a given move in the underlying stock.



To: arthur pritchard who wrote (14386)4/17/2000 10:59:00 AM
From: Cosmo Daisey  Read Replies (1) | Respond to of 35685
 
Arthur,
Delta is a function having the value of zero except at zero, the value infinity at zero, and a intregal of minus infinity to plus infinity of one. Therefore we can use delta and binominal probability distribution to find extremes if we know the norm. The norm delta of comp/QQQ is 40. Today the value is 33 indicating a stronger QQQ than the comp. Hope this helps.
Cosmo


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