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Strategies & Market Trends : Zeev's Turnips - No Politics -- Ignore unavailable to you. Want to Upgrade?


To: mishedlo who wrote (36853)3/4/2002 1:49:31 PM
From: dwayanu  Respond to of 99280
 
I would like to see a spreadsheet on this. Your calc does not look right still.


Open ITM Total Value ITM Total Value
Strike Int At 37 At 37 At 40 At 40
------ ---- ----- ----------- ----- -----------

....calls....

30 10 7 70 10 100
31 3 6 18 9 27
32 28 5 140 8 224
33 22 4 88 7 154
34 40 3 120 6 240
35 93 2 186 5 465
36 63 1 63 4 240
--- ----- -----
259 685 1,462

37 100 0 0 3 300
38 80 0 0 2 160
39 52 0 0 1 52
--- ----- -----
232 0 512

....puts....

38 70 1 70 0 0
39 57 2 114 0 0
40 96 3 288 0 0
--- ----- -----
223 472 0

41 16 4 64 1 16
42 6 5 30 2 12
43 5 6 30 3 15
44 1 7 7 4 4
45 2 8 16 5 10
46-49 0 9-12 0 6-9 0
50 4 13 52 10 40
--- ----- -----
34 199 97

Total Value All ITM Put and Call Contracts @ QQQ 37:
685
0
472
199
-----
1,356

Total Value All ITM Put and Call Contracts @ QQQ 40:
1,462
512
0
97
-----
2,071


- dway

re-edit: got it, thanks