SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Stock Attack -- A Complete Analysis -- Ignore unavailable to you. Want to Upgrade?


To: Judy who wrote (6277)2/20/1998 1:10:00 AM
From: Electric  Respond to of 42787
 
Judy,

The last line is how the option is priced versus the block schedule.

So as per the Black Scholes model it is how the current price relates, either above or below the scheduled value.

Here are the calls.

1 FEB 55 No Prc 67 3/4 N/A
2 FEB 57 1/2 No Prc 65 1/4 N/A
3 FEB 60 No Prc 62 3/4 N/A
4 FEB 62 1/2 No Prc 60 1/4 N/A
5 FEB 65 No Prc 57 3/4 N/A
6 FEB 67 1/2 No Prc 55 1/4 N/A
7 FEB 70 53 52 3/4 + 1/4
8 FEB 72 1/2 51 3/8 50 1/4 + 1 1/8
9 FEB 75 47 1/2 47 3/4 - 1/4
10 FEB 80 44 5/8 42 3/4 + 1 7/8
11+FEB 80 No Prc 42 3/4 N/A
12 FEB 85 38 3/8 37 3/4 + 5/8
13 FEB 90 33 1/4 32 3/4 + 1/2
14 FEB 95 28 27 3/4 + 1/4
15 FEB100 23 22 3/4 + 1/4
16 FEB105 18 1/4 17 3/4 + 1/2
17 FEB110 12 7/8 12 3/4 + 1/8
18 FEB115 8 1/8 7 3/4 + 3/8
19 MAR 75 No Prc 47 3/4 N/A
20 MAR 80 No Prc 42 3/4 N/A
21 MAR 85 39 1/8 37 7/8 + 1 1/4
22 MAR 90 33 33 ......
23 MAR 95 No Prc 28 1/4 N/A
24 MAR100 24 1/2 23 5/8 + 7/8
25 MAR105 20 1/8 19 1/2 + 5/8
26 MAR110 14 3/4 15 1/2 - 3/4
27 MAR115 11 3/8 12 1/4 - 7/8
28 MAR120 8 1/8 9 3/8 - 1 1/4
29 MAR125 No Prc 6 7/8 N/A
30 MAR130 No Prc 5 1/4 N/A
31 MAR135 No Prc 3 5/8 N/A
32 MAY 65 No Prc 57 7/8 N/A
33 MAY 70 No Prc 53 N/A
34 MAY 75 No Prc 48 1/8 N/A
35 MAY 80 46 43 1/2 + 2 1/2
36 MAY 85 40 3/4 39 + 1 3/4
37 MAY 90 36 7/8 34 5/8 + 2 1/4
38 MAY 95 31 30 5/8 + 3/8
39 MAY100 26 3/4 26 3/4 ......
40 MAY105 23 23 3/8 - 3/8
41 MAY110 19 1/2 20 1/4 - 3/4
42 MAY115 16 3/4 17 3/8 - 5/8
43 MAY120 13 3/4 14 7/8 - 1 1/8
44 MAY125 No Prc 12 5/8 N/A
45 MAY130 No Prc 10 5/8 N/A
46 MAY135 No Prc 8 7/8 N/A
47 AUG 70 No Prc 54 1/4 N/A
48 AUG 75 No Prc 50 N/A
49 AUG 80 47 3/8 45 3/4 + 1 5/8
50 AUG 85 42 7/8 41 7/8 + 1
51 AUG 90 38 3/4 38 1/4 + 1/2
52 AUG 95 No Prc 34 7/8 N/A
53 AUG100 31 1/8 31 1/2 - 3/8
54 AUG105 28 7/8 28 3/4 + 1/8
55 AUG110 26 1/4 26 + 1/4
56 AUG115 22 1/2 23 1/2 - 1
57 AUG120 19 21 1/8 - 2 1/8
58 AUG125 No Prc 19 N/A
59 AUG130 No Prc 17 1/8 N/A
60 AUG135 No Prc 15 3/8 N/A
61+JAN165 No Prc 14 3/8 N/A

The puts arent that easy, there isnt a tool on my account to calculate the put value vs block schedule.. but the leverage is available:# PUT
PRICE VOLUME LEVERAGE

1 FEB 55 1/16 0 -57 %
2 FEB 57 1/2 1/8 0 -29 %
3 FEB 60 1/8 0 -29 %
4 FEB 62 1/2 1/16 0 -57 %
5 FEB 65 1/16 0 -57 %
6 FEB 67 1/2 1/16 0 -57 %
7 FEB 70 1/4 0 -15 %
8 FEB 72 1/2 1/16 16 -57 %
9 FEB 75 1/4 0 -15 %
10 FEB 80 1/16 0 -57 %
11+FEB 80 No Prc 0 N/A
12 FEB 85 1/16 20 -57 %
13 FEB 90 1/16 70 -57 %
14 FEB 95 1/16 30 -57 %
15 FEB100 1/16 95 -57 %
16 FEB105 1/16 1324 -57 %
17 FEB110 1/16 983 -57 %
18 FEB115 1/16 1830 -39 %
19 MAR 75 1/4 0 -15 %
20 MAR 80 3/8 41 -10 %
21 MAR 85 7/16 8 -7 %
22 MAR 90 5/16 115 -5 %
23 MAR 95 3/8 118 2 %
24 MAR100 1 1/16 1146 4 %
25 MAR105 7/8 2569 11 %
26 MAR110 1 3/4 3807 9 %
27 MAR115 2 7/8 1719 8 %
28 MAR120 5 2919 6 %
29 MAR125 No Prc 0 N/A
30 MAR130 No Prc 0 N/A
31 MAR135 No Prc 0 N/A
32 MAY 65 3/8 42 -9 %
33 MAY 70 11/16 0 -4 %
34 MAY 75 9/16 25 -3 %
35 MAY 80 13/16 29 0 %
36 MAY 85 1 218 2 %
37 MAY 90 1 3/8 54 4 %
38 MAY 95 2 1/16 537 4 %
39 MAY100 2 7/8 405 4 %
40 MAY105 3 1/2 265 5 %
41 MAY110 5 240 4 %
42 MAY115 7 1/8 244 3 %
43 MAY120 9 1/8 301 3 %
44 MAY125 No Prc 0 N/A
45 MAY130 No Prc 0 N/A
46 MAY135 No Prc 0 N/A
47 AUG 70 No Prc 0 N/A
48 AUG 75 1 3/4 20 1 %
49 AUG 80 2 9 2 %
50 AUG 85 2 3/4 56 2 %
51 AUG 90 3 1/4 6 3 %
52 AUG 95 4 1/8 109 3 %
53 AUG100 5 5/8 131 2 %
54 AUG105 7 1/2 100 2 %
55 AUG110 9 166 2 %
56 AUG115 11 1/8 40 1 %
57 AUG120 13 1/8 41 1 %
58 AUG125 No Prc 0 N/A
59 AUG130 No Prc 0 N/A
60 AUG135 No Prc 0 N/A
* OPTION ROOT SYMBOL: DLQ

Judy, I am liking the Aug 120.. it seems that ANY option priced within 15 points of the current price on any month is being toyed with, and I tend to think that the stock will move outside that boundary before August, and regain the lost value, so the Aug 120 look good to me, thats what I plan on playing sometime tomorrow.

What is your input?