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Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe -- Ignore unavailable to you. Want to Upgrade?

To: alanrs who wrote (29)	8/12/2001 4:50:38 PM
From: Dan Duchardt	Read Replies (2) \| Respond to of 1064

ARS, I hope the above #'s are correct and not the result of some computer error The volatilities are close to what I get, and my machine seems to be OK :)) I also compared the prices to a fair value calculation on my quote server that is now using 94% volatility, and the 7.5 and the 10 are offered at a slight discount. 10.90 for the 5 is above fair value. All this supports your numbers as being about right. I did however notice that the best ask on the 5 is 10.50, with 10.90 being the highest, and at that price all three are in 85% territory LEAP ASK Intrin value Time prem Implied Vol Jan 04 5 $10.90 $8.91 $2.90 100% Jan 04 7.5 $9.30 $6.41 $2.89 83% Jan 04 10 $8.40 $3.91 $4.49 83% FYI.. If you feel like you want to take the trouble, you can format a table as above in SI if you click the "Use Fixed Font" box below the compose message window. The only problem is you then have to do your own line formatting => or things run off the screen like this. Also, what you see in preview is not what you get when you post. Keep it narrow. Dan