[RT] GEN - expiration

["BobR" <bobrabcd@xxxxxxxxxxxxx>]

A trader sees the strangest things on the way to expiration.  This little
beasty indicator tries to zero in on the OEX as expiration approaches using
a combination of historical data and implied volatility and time decay.
Either the red line or the green line will zero in on that Friday close.  At
this point with 5 days to go my inclination is to vote for 780 only because
Clyde voted for the redline at 700 with his swing technique.

BR


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