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Strategies & Market Trends : Stock Attack -- A Complete Analysis -- Ignore unavailable to you. Want to Upgrade?

To: Robert Graham who wrote (11764)7/10/1998 3:18:00 PM
From: Electric  Read Replies (1) | Respond to of 42787
 
Robert,

I am sure that the full equation of option pricing is for that very reason, there are so many variables that can effect the price.

I tend to agree with you that a heavy portion of the equation is weighted in the implied volitility, or delta right?

That to me seems to be the greatest factor that can change and changes the entire equation so heavily..

I would like to see DELL close at high levels for the day, I tend to think this weekend might be revealing of somthing that will cause a turbulent Monday..

Just a gut feeling..



To: Robert Graham who wrote (11764)7/10/1998 4:11:00 PM
From: Judy  Read Replies (2) | Respond to of 42787
 
When the purchasing demand for the option continues ...

The mm's often widen the spread for in-the-money options. I was watching DELL Aug 95c during the last 1/2 hour of market, the spread varied between 1/8 and 5/8 with the bid fixed at 11 and the ask moving. Mm's were making the most of retail buyers watching DELL close over 100 today to buy calls. The fluctuation in the equity during that time was nil.


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