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To: sergiotenenbaum who wrote (40577)4/21/2000 10:09:00 PM
From: multicollinearity  Read Replies (1) | Respond to of 93625
 
Hello sergiotenenbaum, re <May put & call: Adding the two would suggest a 66% chance of a move up or down of about 60 points from the current level> Would you provide some insight into how you arrived at the 66% probability, and also the 60 points?
Thanks,
Multico