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To: Glenn D. Rudolph who wrote (19068)7/13/1998 10:40:00 PM
From: blankmind  Read Replies (2) | Respond to of 45548
 
glen,

thank you for the input again on options. i bet you get this treatment everywhere you go on your predictions based on oi? i remember how i scoffed at you originally on the asnd thread, until you kept hitting the number. who would have thunk that with the naz moving up, coms would move in the opposite direction?

keep us posted on oi if anything changes, besides coms share price heading towards 27 1/2.

if coms behaves like asnd, coms should rally after friday.



To: Glenn D. Rudolph who wrote (19068)7/14/1998 3:07:00 AM
From: chenys  Read Replies (1) | Respond to of 45548
 
Joel: I see your point, but isn't this assuming that all the OI's are caused by long calls and long puts? What if most of these calls and puts are shorts (sold to open)? The following numbers are calculated according to your argument-assuming all bought to open based on today's published July open interest. (closing $ -> MM's loss or long buyer's gain in dollars)($25 -> 119,238); ($26.25 ->117,666.25); ($27.5 -> 116,095); ($28.75 -> 135,727.50); ($30 -> 155,360). If the assumption of all long call/put is correct then 27.5 is closest to the most probable expiration price. However, if the assumption is wrong, then it would be open ended, to certain extent.



To: Glenn D. Rudolph who wrote (19068)7/14/1998 3:40:00 AM
From: chenys  Read Replies (1) | Respond to of 45548
 
The only disparity is that most indicators cry for a rally, but your long option OI theory (LOOIT) runs opposite to it. What is going on?



To: Glenn D. Rudolph who wrote (19068)7/14/1998 6:34:00 PM
From: chenys  Read Replies (1) | Respond to of 45548
 
Glenn: What kind of software or service did you use to calculate the most probable price at option expiration? I took me a while to input data in to a spreadsheet and do the the numbers etc. I'd appreciate some feedback.
PS: Earlier, I meant to respond to your post but address to others by mistake.


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