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Politics : Formerly About Applied Materials -- Ignore unavailable to you. Want to Upgrade?


To: Sam Citron who wrote (58957)1/17/2002 1:31:34 AM
From: StanX Long  Read Replies (3) | Respond to of 70976
 
Sam,you posted Fortunately it is pretty easy to
calculate a more accurate estimate of maxpain.


Would that be by using the daily volume of the CBOE
and adding up the ratio of the puts and calls ?
How do you add the many strike prices ?

Here is the site I use. Below the link is two strike
price spreadsheet.

Stan

quote.cboe.com

02 Jan 40.00 (ANQ AH-E) 2.10 -3.40 1.90 2.20 87 14735 02 Jan 40.00 (ANQ MH-E) 0.40 +0.20 0.35 0.40 400 14674
02 Jan 40.00 (ANQ AH-A) 2.20 -2.80 1.80 2.05 118 14735 02 Jan 40.00 (ANQ MH-A) 0.35 +0.15 0.35 0.45 328 14674



To: Sam Citron who wrote (58957)1/17/2002 8:39:28 AM
From: willcousa  Respond to of 70976
 
Sam, I saw the two price points, 40 and 42.5, as being very close together on the chart. I am guessing it did not take much change to make the swing. Again, this shows that the point, in itself, is not meaningful - one need to look at the slope of the curves. If you look at intel (intc) max pain chart you can read the meaningful range to be from 26-34, a range of 8 points. See what you think on this. Will