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Strategies & Market Trends : Tech Stock Options -- Ignore unavailable to you. Want to Upgrade?


To: ViperChick Secret Agent 006.9 who wrote (35878)3/3/1998 2:15:00 PM
From: Nemer  Read Replies (1) | Respond to of 58727
 
CaTbabe:

the little duck is busy today......

he has sent me a signal that 1052 will be the ceiling for the next hour or forty five minutes.

guess I scared him with the talk of the duck stew.....ggg

Regards---OldMcdonaldNemer



To: ViperChick Secret Agent 006.9 who wrote (35878)3/3/1998 3:34:00 PM
From: Electric  Read Replies (1) | Respond to of 58727
 
Lisa,

I did the StocksMart thing a while back and tested the calculator there, but it seemed I had to enter too many parameters to make the calculator work. I am not 100% positive what the sigma of any stock will be, that and assessing the beta are the challanges.

I still stand firm to the point of calls are sufficient to make this hypotheses work, since in all actuality the put is merely the inverse of the call. I still dont think the ratios of puts to calls is accurate to draw the conclusion that one needs the other to validate the theory.

I will see what this does, I tend to think the only immediate moves will be if the position is severely over-valued (Or better put places with a volatile sigma) and how it reacts to that..

If it means anything, DELL is moving sharply lower, and it was highly overvalued on the call side... CPQ has been trading flat all day, INTC is flat since then to slightly lower, the DOW is slightly higher to flat... seemingly in tune with the hypothesis..

E