Delta Stuff
SO WHAT DOES THIS MEAN TO ME?
SO, next time you are tempted to purchase a cheap option, look at the chart. Next time you are tempted to purchase an expensive, deep in-the-money option, look at the chart. Next time you are tempted to hold overnight - talk to Mrs. Toad!
Some of the above numbers are skewed by very low option volume. Also, note that the calculations are what if calculations - today the OEX never had the 660 to 670 range shown in the chart above.
Hope this helps. It will be in the book!