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To: Lee who wrote (89859)	1/19/1999 9:48:00 AM
From: BGR	Respond to of 176387

Lee, Absolutely agreed. Volatility is key when trading options. If many want in, the volatility may increase as well. But I was assuming a simple model, that the options price is affected only by it's delta and not it's vega. -Apratim. PS: Definitions for those who might want: delta: rate of change in the value of the option wrt rate of change in the value of the underlying equity, other things remaining the same. vega: rate of change in the value of the option wrt rate of change in the volatility of the underlying equity, other things remaining the same.