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To: chenys who wrote (19141)7/15/1998 12:45:00 PM
From: Glenn D. Rudolph  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.


q,

I did nothing sophisticated. I just pull the option chain and look at the OI. I then add the dollars to be gained by the MM s expiration at different strikes. The price at which is most profitable to the MMs was/is 27 1/2. I see the stock moving up strongly today. May be a carry over from ASND. I have not followed it closely so do not have current news. A 30 expiry would be fine with me even if that makes me incorrect:-)

Glenn