Institute For Options Research Inc.
Institute For Options Research Inc.

    "Hot Option Plays" Newsletter  

                    This shows Ken Trester's picks, tricks and more!      

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 This email service discloses the HOTTEST options plays that Ken is taking right now! With option writing strategies winning 85% of the time for over 47 years, you'll be glad you chose it!    


Dear Mr. Trester,
I am ever so grateful for your Max. option service which I have subscribed for now almost 20 years. I subscribed to your service originally many years ago when Louis Navellier (whose service I have been subscribing for 20+ years) once commented that the only option player he would trust and recommend would be you! Among so many services which I have subscribed yours is by far the most profitable for the price you charged us. Like a master, you kept things so simple and easy to understand yet so very profitable. Similar to one of your subscribers that you have eluded to, I only played your credit spreads as they really were sure bets. I saw your many years of records with credit spreads which I kept diligently. Once when you said that you never had a losing year since 1973, I became very curious as to how you did that. And you pulled that off because of your credit spreads! And since then I became a believer. I can't believe how well you did this for us and at such a discounted subscription price. I have learned a lot from you over the years and have applied the knowledge to other trades successfully. I am grateful not only to the valued service but also for the teachings you gave in your weekly commentary and from your well-written books which I treasure a lot.
Frankly speaking, I was depressed for a few days when I received your email that you were hanging your hat after so many years! I felt like I l lost a good friend, a mentor, and a well-wisher. I salute you and wish you the best in your future endeavors.
I only wish you could have prepared, or coached your torch bearer who could keep your work and service going for us. But perhaps that is wishing too much.
I would be honored and grateful to be able to be in touch with you or your programs if you are conducting any. If so, please give me that opportunity.
Thank you and God bless you and your family for your service to average investors like me. You were incredibly upfront, and honest who gave us a deeply discounted valued service. Really sorry to see you go and perhaps I am still in denial!


The Institute for Options Research, Inc Web Site is rich with resources for serious options traders. Home of Ken Trester's Option Master, Put and Call Tactician and The Complete Option Player. Free options trading advice, information and newsletter service. We publish software, books, video and audio home study courses and newsletters on stock, index and commodity options. (From Ken Trester, nationally renowned options expert.)

Ken Trester has been trading options since the first exchanges opened in 1973. He's probably the nation's best -known options advisor, and he also actively trades his own account.

In addition to writing The Complete Option Report, he has written two books on options. The Complete Option Player, now in its third edition, is among the best selling options books ever.

As a computer science professor at Golden West College in Huntington Beach, CA, Ken also taught a popular course on options trading. In addition, he teaches a limited number of individuals through intensive options seminars. Many former students have been very successful using the strategies he espouses.

He has earned considerable respect as a financial advisor and is a popular lecturer at investment gatherings throughout the United States. He is also widely quoted in publications like Technical Analysis of Stocks & Commodities, and Barrons. Ken has an MBA and has worked as a stock broker and an investment manager. He developed an economical software program for personal computers, OPTION MASTER®, that allows small investors to easily determine an option's true theoretical value.

Understanding ETF Options



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