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Strategies & Market Trends : Nasdaq 100 Analysis -- Ignore unavailable to you. Want to Upgrade?

To: justwhatuwant who wrote (96)	4/28/2002 11:01:15 AM
From: Steve Lee	Read Replies (1) \| Respond to of 238

My previous max pain observations have only been occasional. It seemed to work but that could just have been me picking up on the times it did and ignoring when it didn't. Hence this recent attempt to make a more scientific study. As max pain theory is all about what is at stake for options writers then it seems sensible that there must be a certain amount at stake before any expiry related price manipulation, if it exists, is entered into. Some improvements to the project for subsequent expiries might be: 1) Including more stocks (especially QQQ) 2) Noting the amount of absolute $$ at stake 3) Watching the two weeks prior to expiry rather than just one week I keep daily records and analysis of the movements and valuation and growth data for all NDX 100 stocks. Along with trading and keeping up with economic and sentiment data, this keeps me fairly busy so am not sure if I will be able to make all the enhancements to my max pain watching for May expiry. I am automating the info gathering process day by day, so eventually hope to report comprehensive max pain and valuation and growth data on all NDX 100 stocks. I'd be interested to learn about the max pain analysis you have done, and what your other "pains" are (I assume they are stock related <g>?)