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


To: jjs_ynot who wrote (380)5/17/2000 1:16:00 AM
From: Mark Z  Read Replies (1) | Respond to of 10876
 
I did a statistical study of this effect about a year ago. The most pronounced affect is when the underlying security is between 2 and 4 strike prices from the parity (Max Pain) value.

Am I safe in assuming that the effect in this instance (2-4 strikes away) is a move towards parity? I've looked at Max Pain but I can't see any patterns which probably indicates I'm not looking deep enough.