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Strategies & Market Trends : John Pitera's Market Laboratory -- Ignore unavailable to you. Want to Upgrade?

To: OX who wrote (5863)	3/20/2002 2:49:44 PM
From: John Pitera	Read Replies (1) \| Respond to of 33421

Hi OX, very low 90 day TBILL rates have contributed to lower option premiums since the risk free interest rate ise one of the 5 or so components in the Black Scholes Option valuation model. I believe that the CBOE started publishing the VIX in 1993, back in 1987, very very few people actually had access to a VIX reading or knew what it was. I had been told at one time that Bloomberg terminals had the VIX on them back in 1987. I was in an FX dealing room back then and did not have access to it on Reuters, Tradecenter etc. John