Wednesday, March 21, 2007

3/21/2007

Wow, what a market...

The market tends to move dramatically these days. Option sellers are not
charging enough for the premiums :-(

10d,Theta
10d,65%VAR
10d,95%VAR
10d,99%VAR
3.5%
1.4%
12.0%
42.5%



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