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To: Ben Antanaitis who wrote (10320)7/3/1998 11:04:00 AM
From: Homer  Read Replies (1) | Respond to of 64865
 
Thank you for sharing your hard work. I do have a couple of questions.
i) when choosing the 'value' of the various options, do you use the 'raw' price difference, the 'last sale', bid. ask, or a split of the bid/ask?

ii) How do you account for the volume on the day (last night) you you prepare the chart since the only 'open intrest' data you have is what it was the day before (Wednesday's close)?

Thanks again