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Here I elicite the option greek Omega which gives the percentage movement of the option to percentage movement of the stock. This has a bell curve. So there is limitation to how deep in the money an option can get and probability is high that it will go down much on expiration date. So depending on which part of the time period to expiry you make the decision. It will be during the middle period usually deep in the money charecteristics form after which it will come down. So writing call at this juncture is advised.

2006-12-11 03:25:52 · answer #1 · answered by Mathew C 5 · 0 0

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