SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : Amazon.com, Inc. (AMZN) -- Ignore unavailable to you. Want to Upgrade?


To: umbro who wrote (22066)10/17/1998 6:46:00 PM
From: zax  Read Replies (1) | Respond to of 164684
 
Recommended reading: :)

Message 6056225



To: umbro who wrote (22066)10/19/1998 5:17:00 PM
From: umbro  Read Replies (1) | Respond to of 164684
 
AMZN options report for 10/19/98
AMZN price: 105.750
Options Study for: NOV
put break-even: 88.00 OI = 5976 VOL = 1167
call break-even: 115.80 OI = 6598 VOL = 1774
max. pain: 95.04 R = 0.9 R = 0.7
Options Study for: JAN
put break-even: 84.26 OI = 6598 VOL = 177
call break-even: 124.29 OI = 6766 VOL = 247
max. pain: 99.93 R = 1.0 R = 0.7
Options Study for: APR
put break-even: 80.72 OI = 1406 VOL = 8
call break-even: 132.70 OI = 1379 VOL = 55
max. pain: 109.96 R = 1.0 R = 0.1
net long/short: 0.08 mil.
i.v. for NOV = 0.92
i.v. for JAN = 0.94
i.v. for APR = 0.81

Quiet day, options-wise for Amazon. Implied vols. dropped off a bit.
This implies some of the nervousness about a sell-off (due to
the Bert, or Walmart news) has lightened up.

Sill, 90% is a high volatility, showing that premiums remain high.
The Nov. 105 straddle has a break-even at 82 on the downside and 128 on the upside; that should give you an idea of the premiums priced
into the market.

Overall, the put/call ratios have retreated to more/less normal,
slightly bullish levels.