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Re: [RT] next expiration 2/15 what are probablities

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Hello Clyde
if pivot is fri 1/25/08
and the close fri is 1295
what will the  cone looks like ?
when you have time
best regards
Ben
----- Original Message -----
From: Clyde Lee
Sent: Sunday, January 20, 2008 2:34 PM
Subject: Re: [RT] next expiration 2/15 what are probablities

and a little different look at the same problem
 
Recently prices have been following close to
the 95% line and if that holds then the price
indicated could be achieved.
 
Clyde
----- Original Message -----
From: Ben
Sent: Sunday, January 20, 2008 12:47 PM
Subject: [RT] next expiration 2/15 what are probablities

 
----- Original Message -----
From: Ben
Sent: Sunday, January 20, 2008 1:39 PM
Subject: [TimeandCycles] next expiration 2/15 what are probablities

the gif attached asumes vix comes back to 22  in the next 3-5 buss days
 
probability is low to close above or under the boundries i  input
Ben

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