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To: yard_man who wrote (131609)10/29/2001 12:22:45 PM
From: Haim R. Branisteanu  Read Replies (1) | Respond to of 436258
 
tippet, the options expire on Nov. 19 if the € is within this range I pocket around $12,000 rolling theme over now to let say for additional 3 weeks will bring in around €2,600 in additional premium.

The option pair "Theta" at around €185 per day (on €500,000 contracts). At the moment I am trying to grasp the trading range until mid December.

But I think a better idea we will get this Friday

Haim

BTW I am long the cash Euro