Some SPX stats from TheOptionClub.com

holzie said: "By the way, if you guys have not yet joined this group of professional options traders and options academics, I urge you to do so. The discussions we have in this group is endless and you will benefit whether you are a "pro" or just beginning. One of the member worked this SPX stat and shared with the group, I thought you guys would find it interesting as well. [QUOTE]If you play spreads, condors, butterflies, or any other combinations on the SPX. Here are some findings that might be helpful. I ran some statistics on the SPX for 51 months. from 11/02- 01/07. A month = from settlement to settlement. out of the 51 months the index finished up 32 months and down 19 months. average monthly move (up and down) = 26.96 points average monthly move on upside (32 months)= 29.99 points avergae monthly move on the downside (19 months)= 21.86 points The biggest 5 monthly moves to the upside were: 78.28, 71.06, 64.70, 57.94, 53.47 points. The biggest 5 monthly moves to the downside were: 67.35, 55.99, 49, 39.15, 31.85 points. Out of the 51 months the index moved (up or down) as follow: 0- 10 points = 12 months 10 -20 points = 11 months 20-30 points = 8 months 30-40 points = 7 months 40- 50 points = 6 months 50 - 60 points = 3 months 60- 70 points = 2 months 70-80 points = 2 months 80- 90 = 0 If any is interested I got similar statistics on the, OEX, DIA, SPY. Labib Imtanes [/QUOTE]"

drdan said: "Do you ever post on there Holz? I have been a member for only a couple weeks or so. It seems like a good bunch of guys."

holzie said: "Yeah, every now and then I do, but overall I am very passive on that board. I mainly heed what comes across my email. These guys are way out of my league :) A few of them have PhD in finance and teach options, several are full blown option traders with professional accounts, not retail accounts, etc etc. Extreme quality guys but always ready to help out. Holz."