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Strategies & Market Trends : Stock Attack -- A Complete Analysis -- Ignore unavailable to you. Want to Upgrade?


To: OX who wrote (23162)5/18/2000 2:52:00 PM
From: Gersh Avery  Read Replies (1) | Respond to of 42787
 
Thanks OX

I took my snapshots at ~11:50 today

The delta numbers have been spoonfed to me by MyTrack.

The QQQ at the moment that I snapped it was at 86 15/16 and the delta listed for the June 86 at that moment (~11:55) was 44.
For the SPX trading at the time of the snapshot at 1443.4. Strike of 1445 showed a delta of 47 (~11:48)
The OEX was at 769.6. Strike of 770 showed a delta of 46 (~11:58)

I also used the fair values from those shots.

Is the OEX a european style of option?