Replies to post #238480 on Zeev's Turnips Patch-No Politics (ZEEV)

[goulao]

Nancy, you were off quite a bit. <g>

As of today,

intc may max pain ~= (1560 x 22.5 + 22320 x 25 + 28242 x 27.5 + 19145 x 30 + 6572 x 32.5) / (1560 + 22320 + 28242 + 19145 + 6572) = 27.8

Note: I skipped the @20 calls because it's trivial.

I got the numbers from yahoo:

http://finance.yahoo.com/q/os?s=INTC&m=2004-05-21

It looks the same as your data.

In edit: I just realized that you were talking about amat (your link shows intc).

amat may max main ~= (2753 x 17.5 + 32342 x 20 + 12913 x 22.5 + 2009 x 25) / (2753 + 32342 + 12913 + 2009) = 20.4

per http://finance.yahoo.com/q/os?s=AMAT&m=2004-05-21

You were still off. <g>

[ajtj99]

I'm pretty certain it's 20. If you drop to 17.50, you put a lot of puts at 22.5 and 25 further in the money.