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Technology Stocks : All About Sun Microsystems -- Ignore unavailable to you. Want to Upgrade?

To: Alok Sinha who wrote (16572)	5/23/1999 11:12:00 AM
From: Haim R. Branisteanu	Read Replies (1) \| Respond to of 64865

Alok some SUNW option have an implied volatility of around 60% - which is relatively very high. Some info Delta Theta $1 per day SUQFL 0.54 .08 SUQFM 0.35 .073 SUQRL 0.46 .072 SUQRK 0.26 .062 Average price erosion is 1/8 to 3/16 per pair per day which equals to 2/3 of Delta. This is a quite decent ratio to write option not to buy them, or at least to build a spread. BWDIK Haim