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Technology Stocks : Identix (IDNX) -- Ignore unavailable to you. Want to Upgrade?

To: marvin smith who wrote (4329)10/21/1997 9:27:00 PM
From: RMP  Respond to of 26039
 
E-Trade option analysis using the Black-Scholes model.

CALL LEVERAGE ANALYSIS

IDENTIX INC 0 13/16
# CALL PRICE VOLUME LEVERAGE

1 NOV 7 1/2 4 0 22 %
2 NOV 10 1 1/4 21 50 %
3 NOV 12 1/2 3/8 60 60 %
4 DEC 7 1/2 3 3/4 4 22 %
5 DEC 10 1 1/2 0 40 %
6 DEC 12 1/2 11/16 19 45 %
7 MAR 7 1/2 3 3/8 0 23 %
8 MAR 10 2 1/4 0 27 %
9 MAR 12 1/2 1 1/8 0 37 %
10 JUN 7 1/2 No Prc 0 N/A
11 JUN 10 2 3/8 0 26 %
12 JUN 12 1/2 2 5 23 %

Stock volatility: 0.70
Quarterly dividend: 0.00
Next ex-dividend date: N/A
Interest rate to MAR: 5.14%
Interest rate to JUN: 5.34%
Interest rate to NOV: 4.56%
Interest rate to DEC: 4.50%

CALL PRICE ANALYSIS

IDENTIX INC 0 13/16
# CALL PRICE BLK-SCH DIFF

1 NOV 7 1/2 4 3 3/8 + 5/8
2 NOV 10 1 1/4 1 5/16 - 1/16
3 NOV 12 1/2 3/8 3/8 ......
4 DEC 7 1/2 3 3/4 3 1/2 + 1/4
5 DEC 10 1 1/2 1 5/8 - 1/8
6 DEC 12 1/2 11/16 11/16 ......
7 MAR 7 1/2 3 3/8 3 7/8 - 1/2
8 MAR 10 2 1/4 2 3/8 - 1/8
9 MAR 12 1/2 1 1/8 1 7/16 - 5/16
10 JUN 7 1/2 No Prc 4 1/4 N/A
11 JUN 10 2 3/8 2 15/16 - 9/16
12 JUN 12 1/2 2 2 ......



To: marvin smith who wrote (4329)10/21/1997 9:40:00 PM
From: RMP  Read Replies (1) | Respond to of 26039
 
E-Trade option analysis using the Black-Scholes model.
(separate e-mail re: Black-Scholes model sent)

CALL LEVERAGE ANALYSIS

IDENTIX INC 0 13/16
# CALL PRICE VOLUME LEVERAGE

1 NOV 7 1/2 4 0 22 %
2 NOV 10 1 1/4 21 50 %
3 NOV 12 1/2 3/8 60 60 %
4 DEC 7 1/2 3 3/4 4 22 %
5 DEC 10 1 1/2 0 40 %
6 DEC 12 1/2 11/16 19 45 %
7 MAR 7 1/2 3 3/8 0 23 %
8 MAR 10 2 1/4 0 27 %
9 MAR 12 1/2 1 1/8 0 37 %
10 JUN 7 1/2 No Prc 0 N/A
11 JUN 10 2 3/8 0 26 %
12 JUN 12 1/2 2 5 23 %

Stock volatility: 0.70
Quarterly dividend: 0.00
Next ex-dividend date: N/A
Interest rate to MAR: 5.14%
Interest rate to JUN: 5.34%
Interest rate to NOV: 4.56%
Interest rate to DEC: 4.50%

PRICE ANALYSIS

IDENTIX INC 0 13/16
# CALL PRICE BLK-SCH DIFF

1 NOV 7 1/2 4 3 3/8 + 5/8
2 NOV 10 1 1/4 1 5/16 - 1/16
3 NOV 12 1/2 3/8 3/8 ......
4 DEC 7 1/2 3 3/4 3 1/2 + 1/4
5 DEC 10 1 1/2 1 5/8 - 1/8
6 DEC 12 1/2 11/16 11/16 ......
7 MAR 7 1/2 3 3/8 3 7/8 - 1/2
8 MAR 10 2 1/4 2 3/8 - 1/8
9 MAR 12 1/2 1 1/8 1 7/16 - 5/16
10 JUN 7 1/2 No Prc 4 1/4 N/A
11 JUN 10 2 3/8 2 15/16 - 9/16
12 JUN 12 1/2 2 2 ......

Black-Scholes calculations assume:

Stock volatility: 0.70
Quarterly dividend: 0.00
Next ex-dividend date: N/A
Interest rate to MAR: 5.14%
Interest rate to JUN: 5.34%
Interest rate to NOV: 4.56%
Interest rate to DEC: 4.50%



To: marvin smith who wrote (4329)10/22/1997 12:17:00 AM
From: J L Segal  Read Replies (2) | Respond to of 26039
 
Marvin, how much are you willing to risk? Have you traded options
before? Are you thinking of a very short term gamble, to play the
upcoming earnings announcement? -or are you looking to "invest" in
longer term in-the-money calls? FWIW, I have been most successful
at trading further out in-the-money options. The "cheap" current
month options can be tempting, especially in the current IDX
situation.

JL


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