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Math Junkie

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Re: ajtj99 post# 47309

Tuesday, 04/19/2005 7:06:32 PM

Tuesday, April 19, 2005 7:06:32 PM

Post# of 148479
OK, I've looked at the methodology, and it turns out that options are only counted for those prices that put them in the money. That means that options that are $20 out-of-the-money are not going to affect the results at all, unless the underlying stock price moves by $20 or more.
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