May Day — Can We Get Any Follow Through?

As you read this, know that Europeans are
prancing around waving red flags and probably trying to burn down various
symbols of capitalism. The markets there are closed, and the traders responsible
for covering the Americas are already in the pub. It might be a slower than
usual day today.

The futures have given back some of their pre-market gains, particularly the
Nasdaq futures. A Sun Microsystems
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conference call in which
they announced the retirement of the COO, and a Wells Fargo downgrade of Applied
Materials
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is weighing on tech stocks. DJI futures are up 25, and
S&P futures are up 1.80 at the moment.

Sometimes the first day of the month can be just as telling as the last day of
the month, as portfolios are readjusted, and funds try to unload stocks they
artificially boosted the previous day. Sometimes the party continues for a
couple of days.

SOX Is The Key

What this market has really lacked
on the upside has been follow through. Several technical indicators show that we
are due for a bounce, but other than for daytraders, what good is a bounce if it
only lasts for one or two days? I think the key is the
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index. The
SOX index has now bounced off of approximately the 500 level six times
since last October. If they can’t power the SOX up to at least 550, then it
looks increasing probable that a rupture of 500 will be coming. The question is
whether we chop sideways for a while first…

Volatility

Volatility got crushed yesterday. Volatility levels came crashing down
as the market seemingly pulled back from the brink. The VIX dropped 2.60 to
close at 23.51, the VXN dropped 1.36 to close at 43.76, and the QQV fell 1.81 to
close at 37.24. There is plenty of room for volatility to go lower if the market
continues higher (the million dollar question).

General Outlook

Show Me! The default direction is down, and until this market proves it
can hold its nose above water for more than a day or two, we are buyers of puts
on rallies. I REALLY, REALLY want to get some bearish strategies on in the
broker-dealer, software and biotech areas.

Trade Updates (4/30/02)

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— We bought the DJX June 100 puts at $3.00 (50%).

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— We sold the DJX May 100 puts at $2.00 (50%) to close.

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— We bought the QQQ June 33 puts at $2.20 (25%) — not $2.10 as we
mistakenly reported earlier.

Working Orders (Old Recommendations)

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— Sell all of the July 50 calls at $1.00 to close position.

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— If you did not buy any June 100 puts today, continue to work to
sell half of the May 100 puts at $3.00.

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— Sell all of the May 25 calls at $.50 to close position.

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— Buy the May/July 40 put calendar spread at $1.25 (50%).

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— Buy the May/July 50 put calendar (buy the July puts, sell
the May puts) at $1.25 (50%).

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— Sell half of the May 40 puts at $1.80.

New Actions (New Recommendations)


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— Buy the October 20 buy-write at
$16.30 (50%).

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— Holders of the HAL July 20 buy-write, work to sell the HAL July
17.5/20 call spread at $1.00. This will "roll" the position into the
July 17.5 buy-write.

[QQQ|QQQ] —
Buy the June 33 puts (25%) against the $33.30 level.

Rolls/Adjustments

None.

On The Horizon…

Biotech shorts on a bounce.

Recap of open trades

Long-term

Reverse Collars

None.

Buy-writes


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— Long the August 25 buy-write at $22.00 (50%).


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— Long the July 22.5 buy-write at
$19.40 (50%).


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— Long the July 20 buy-write at $15.00
(50%).


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HAL |
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— Long the July 17.5 buy-write at
$14.50 (50%).


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— Long the August 27.5 buy-write at
$23.00 (50%).

Proxy buy-writes


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— Long the January 15/June 20 proxy buy-write at $3.20 (50%).

Complex Strategies

None.

Directional Positions


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— Long the January 60 puts at $3.30
(50%).

Short-term

Call Positions


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— Long the May 60 calls at $1.50 (100%).


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— Long the July 50 calls at $3.30
(50%).


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— Long the May 15 calls at $.40 (50%).


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— Long the May 25 calls at $2.40
(50%).

Call Spread Positions

None.

Put Positions


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— Long the August 65 puts at $3.00 (25%) — part of a spread
"leg" to be completed later.


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— Long the May 100 puts at $1.50
(50%).


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— Long the May 40 puts at $.90 (100%).
Holding.


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— Long the June 60 puts at $2.50
(37.5%).

Spread Positions


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— Long the August/May 65 put calendar at $1.50 (50%).

Stops

None.

  • Options trading involves substantial risk and
    is not suitable for all Investors.

  • Also note that spread strategies involve
    multiple commissions and are not risk-free. Most spreads must be done in a
    margin account.

  • Because of the importance of tax
    considerations to all options transactions, the investor considering options
    should consult with a tax advisor as to how taxes may affect the outcome of
    contemplated options transactions.

  • Supporting documentation for claims,
    comparisons, recommendations, statistics or other technical data will be
    furnished upon request. One or more of the contributors to these
    commentaries may have a position in one or more of the securities mentioned.

  • It is important to note that the options
    strategies discussed herein are not suitable to all investors. Options are
    complex investment tools and involve substantial risk. Moreover spreading
    strategies do not eliminate risk and involve multiple commissions.

  • Note: All individuals must have read the ODD
    carefully before trading options. To obtain the document, click on the OCC
    link: https://www.theocc.com/publications/risks/riskchap1.jsp