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That's close Clyde. Now as price migrates, add a trend component to the
probability curve and you should zero in on the expriation price.
BR
----- Original Message -----
From: Clyde Lee <clydelee@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, March 11, 2000 9:40 AM
Subject: [RT] GEN - expiration
> If you were selling options for premiums you might look at
> something like the attached.
>
> You can also use this as an indicator of the probability of
> direction of price movement whenever prices move out
> of the "anticipated" zone of prices.
>
> This fires off at expiration and expects prices to return to
> the same price the next expiration but allows some
> latitude along the way.
>
> Clyde
>
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> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: <clydelee@xxxxxxx>
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> ----- Original Message -----
> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Friday, March 10, 2000 19:48
> Subject: [RT] GEN - expiration
>
>
> > 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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