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 : Options -- Ignore unavailable to you. Want to Upgrade?


To: YlangYlangBreeze who wrote (6799)4/21/2000 10:46:00 AM
From: Poet  Respond to of 8096
 
Damn! I've been obsessing about this as I've been cleaning bathrooms. <gg> You don't remember something about the fact that, due to the interest rate factor (?) in Black Scholes, calls are skewed toward being more expensive than puts? I wish I still had my notebook from the conference. i'll have to ask salini to send it to me. This was a topic on the first day of the conference.

I've been reading with Tim O. and ed have been saying about synthetic shorts. I would think that the market's bias upward would indeed make a synthetic short a risky trade.

Hey, shouldn't you be packing for your time in Paradise? <g>