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To: BGR who wrote (89854)	1/19/1999 9:41:00 AM
From: Lee	Read Replies (1) \| Respond to of 176387

Morning Apratim,..Re:.The entry cost is elevated in an absolute basis but not wrt the underlying equity if market arbitrage forces are in effect. Apratim, it is my understanding that many factors play into the option costs, not the least of which is volatility. Therefore, buying either options or leaps gets one a better entry price when volatility is very low. When buying bond calls, I try to get in soon after a big sell-off, (or opposite for puts). These big moves strip both premium and volatility and allow better entry. However, when selling these same options, I try to sell calls on the heels of a big move up. A good site for anyone interested in further option information is listed below. cboe.com cboe.com cboe.com Regards, Lee