Message-ID: <3587272.1075857650705.JavaMail.evans@thyme> Date: Fri, 4 May 2001 02:46:00 -0700 (PDT) From: john.arnold@enron.com To: john.disturnal@enron.com, john.griffith@enron.com, mike.maggi@enron.com Subject: option candlesticks technical paper Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: John Arnold X-To: John Disturnal, John Griffith, Mike Maggi X-cc: X-bcc: X-Folder: \John_Arnold_Jun2001\Notes Folders\'sent mail X-Origin: Arnold-J X-FileName: Jarnold.nsf ---------------------- Forwarded by John Arnold/HOU/ECT on 05/04/2001 09:40 AM --------------------------- SOblander@carrfut.com on 05/04/2001 09:31:27 AM To: soblander@carrfut.com cc: Subject: option candlesticks technical paper Several people have asked how to read the Carr Futures option candlestick charts. Attached is a research note discussing tracking and trading option volatility. (See attached file: Tracking and Trading Nat Gas Vols.pdf) Carr Futures 150 S. Wacker Dr., Suite 1500 Chicago, IL 60606 USA Tel: 312-368-6149 Fax: 312-368-2281 soblander@carrfut.com http://www.carrfut.com - Tracking and Trading Nat Gas Vols.pdf