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In a message dated 97-12-31 12:49:52 EST, you write:
<< Jim,
My understanding is that an at the money option generally has a delta of .5,
which can be thought of as a 50% probability of finishing in the money.
>>
I may not be a great student of this, but I operate on the assumtion that the
probability of finishing in the money or out of the money has to do with the
accurancy of your prediction of the underlying.
Jim
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