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To: ViperChick Secret Agent 006.9 who wrote (73335)10/20/1998 11:37:00 PM
From: jim kelley  Read Replies (1) | Respond to of 176387
 
The VIX may be around 30 now but DELL options are 60-70%.
They have been in the 90% volatility a few weeks ago.

I have RT feed and a BS program.

If you are writing calls you probably will get hit with increased volatility.
If you are selling puts you might want to wait for the juicy volatility premium. However, it is not a bad time to buy calls if you are going long. But it is not the best time with the VIX at 30 instead of 15-17%.



To: ViperChick Secret Agent 006.9 who wrote (73335)10/20/1998 11:38:00 PM
From: Stoctrash  Read Replies (1) | Respond to of 176387
 
The B&S Model has blewn up in regards to bond option and spread trading...see LCTM
.....I would write my own model.....as a guide of course.
Seat of pants is the only way with options...