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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 (44039)	5/29/1998 10:02:00 AM
From: jjs_ynot	Respond to of 58727

TO: ALL What do you think are the best tools (shareware if possible) for computing option characteristics (delta,gamma,theta) and parity levels? I have been using "seat of the pants" and some simple hand calculations to date. Thanks in advance. Dave

To: ViperChick Secret Agent 006.9 who wrote (44039)	5/29/1998 10:13:00 AM
From: Patrick Slevin	Read Replies (2) \| Respond to of 58727

Crudele's observation that "...price of the December S&P futures contract to jump a massive 35 points over the value of the S&P 500 index. The fair value between these two indices should be only 4.75 points - when you take into account that the futures can be purchased with only 10 percent down but someone buying them forfeits dividends." appears a bit obtuse. If you look at the spread between the Dec (SP8Z) and the cash it is currently 28 points, as SP8Z is trading at 1130.