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Technology Stocks : INTEL TRADER -- Ignore unavailable to you. Want to Upgrade?

To: MonsieurGonzo who wrote (2402)	4/17/1998 5:10:00 PM
From: smolejv@gmx.net	Read Replies (1) \| Respond to of 11051

<<re Intel calls>> I guess the situation was like this: a) Intel flat or projected flat for the short term b) high-volatility phase past and the market easing out This meant, the volatility would go down and this also means the calls values,with the underlying staying put and no time influence (Tau) at work, would drop. Anything with implied volatility beyond 30 has to have mightly good reasons to get bought. Pls note Im talking from my penalty box and this means dont assume you can dothis in your homes. Re Excel spreadsheet - you're getting it anyways, maybe Lotus will be able to handle it. It is in German (!...) but I'll translate the texts. The beauty is in understanding the math - but then Math is in German VBA also ..., which thank god runs in english version Excel as well. Bottomline: I dont think we have a chance in hell you'll be able to use. But lets try. Janko Re Greeks: you get them alright. At least delta is in there dont know the rest. See, second order derivatives for the tortoise like me dont play any role. Rho? at 3.5% interest? And tau, with 2 years to go?