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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?

To: Aaron Weiss who wrote (170)	6/25/1998 11:18:00 AM
From: Jim Snyder	Respond to of 2317

Aaron, Great analysis on the 'literal' definition of the 2 sigma. Schiller used the maximum up and maximum down for each expiration month, then took the standard deviation of those for the past 13 months. His 2 sigma on the up side was 22 points and the down side was 19 points. Just dawned on me that the OEX is rapidly approaching the 560 strike (from previous post). Only 3 points away, and only l3 trading days until expiration. Hopefully I would have been smart enough to see some kind of support down in the 530's and only get into the put side. I like the "stunts" you're pulling in your previous post...looks like you're having a very profitable and fun time! Good Luck! Jim