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To: Neal davidson who wrote (2260)3/17/1998 7:35:00 AM
From: ccryder  Read Replies (1) | Respond to of 10852
 
The price drop in time value is a little perplexing to me since it was so fast. Other options I have looked at seem to retain their time premium jumps longer. I really don't know what the "time constant" (filter theory term) is in the time value--that is, how long the effect of a pop in share prices remains in the time value.