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Re: Predicting Dow Jones at August Options Expirations



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Hmmm... I dunno how Matt did it,
but with inputs of July 11 Close,
Median Volatility of the past year 27.95%,
August 21 Target Date and 75% Probability = 8541.60

Ron Archer


Neal T. Weintraub wrote:
> 
> I do not believe so. Maybe the folks on this chat line would be interested
> how you arrived at your projection.
<snip>

> >Neal,
> >
> >At the end of the seminar on July 11th, we filled out a form with our
> >predictions where Dow Jones Ind. cash index would close on August 21st,
> i.e.
> >options expiration.  My prediction was 8600 and as you know the Dow closed
> at
> >8533.6, about 64 points shy of my prediction.  Is there anyone else with a
> >prediction closer than 64 points?
> >
> >Matt Ozan