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To: Sam Citron who wrote (110859)9/22/2000 3:58:53 PM
From: John Walliker  Read Replies (1) | Respond to of 186894
 
Sam,

such growth is not priced into normal Black-Scholes option pricing formula, since LEAPS didn't exist when the formula was invented.

But warrants did and they often have a life of 5 years or so.

John



To: Sam Citron who wrote (110859)9/22/2000 5:10:09 PM
From: Paul Engel  Read Replies (1) | Respond to of 186894
 
Sam - re: "I sold naked Jan 2003 INTC 40 LEAP puts at 7 today. I tend to look at surprises like we had yesterday as opportunities."

Good luck - I hope this works out well for you.

Paul



To: Sam Citron who wrote (110859)9/22/2000 9:39:48 PM
From: nihil  Read Replies (1) | Respond to of 186894
 
Do you actually have a broker who lets you sell naked puts without margin?


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