Replies to post #303073 on Zeev's Turnips Patch-No Politics (ZEEV)

[Zeev Hed]

We had some nice plunges in October, 87, 97, 98, and particularly, 02, come to mind.

[The Freep]

<<Historically, there has not been delta hedging of
options during the month of October.>>


AJ -- you got ANY statistics that can prove that??? You have any statistics, and I'm talking hard facts, that show which months have delta hedging and which don't? I'd love to see it.

the freep