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Strategies & Market Trends : Help with OEX trading for Master's Thesis -- Ignore unavailable to you. Want to Upgrade?

To: Kenneth Little who wrote (2)	1/19/1999 12:18:00 AM
From: Jon Koplik	Respond to of 13

To any "lurkers" - sorry, but my response was via a private message. Jon.

To: Kenneth Little who wrote (2)	2/1/1999 2:51:00 PM
From: David Penfield	Read Replies (2) \| Respond to of 13

So far I have been analyzing the monthly movement range of the OEX to see if a put call strangle at the +-6% range would generate cash flow on a consistent basis. I have finished my analysis yet so I do not know if that is a viable concept yet. I have started doing the same sort of analysis and think that OEX options in general are overpriced, with the at the call strikes the most overpriced in dollar terms. I think selling a straddle every month (and maybe buying way out of the money strikes to limit losses on big moves) would generate the most income. I think Don Fishback's (sp.) ODDS system does something similar to this.