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To: MonsieurGonzo who wrote (5236)1/26/1999 7:50:00 PM
From: Gersh Avery  Read Replies (1) | Respond to of 11051
 
INQBI .. very nice call!

Gersh



To: MonsieurGonzo who wrote (5236)1/26/1999 9:52:00 PM
From: Gersh Avery  Read Replies (1) | Respond to of 11051
 
<G>

#reply-7500277




To: MonsieurGonzo who wrote (5236)1/26/1999 10:39:00 PM
From: Gersh Avery  Read Replies (2) | Respond to of 11051
 
OOPS .. inside out ..

Same set of runs, inside out MO.

ie: double contracts as strike moves against you and half the number of contracts as it moves in your favor .. results:

75,80,85,80,75 = %90.77 of premium being kept.
75,80,85,80 = %89.29
75,80,85,90 = %34.52
75,80,85,80,75,80,85,90,95,90,85 = %81.88

Unreal!

Gersh


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