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Re: Stock post# 47046

Friday, 05/11/2007 9:20:40 AM

Friday, May 11, 2007 9:20:40 AM

Post# of 69601
but trying to calculate an opening bid using pre-market data

doing the same with spy



 
Symbol OEYEQ

Type OEX
MAY 2007
685 Call

Bid/Ask 4.80/5.00
Delta 0.4859
Gamma 0.0307

Expires (days) 7
Implied Vol. 13.7065
1 Day Decay -0.4167

Time Premium 4.90
Intrinsic Val 0.00

Stk Price * 683.73
Off-Target 2.72

3.00 6.45
> 2.75 6.31
2.50 6.18
2.25 6.04
2.00 5.90
1.75 5.77
1.50 5.64
1.25 5.52
1.00 5.39
0.75 5.26
0.50 5.14
0.25 5.02

0.00 4.90

-0.25 4.78
-0.50 4.66
-0.75 4.54
-1.00 4.41
-1.25 4.30
-1.50 4.19
-1.75 4.07
-2.00 3.96
-2.25 3.85
-2.50 3.75
-2.75 3.64
-3.00 3.53


Loaded 9:20:02
AM ET

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