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[Myself °¿°]

10~XLFKW Nov23c xlf 10~xlfws Nov19p

I wouldn't do this but I'll paper trade it just for fun

Layout
10~XLFKW Nov23c @1.14 ~b/a 1.05/1.14 could have filled @1.10
xlf
10~xlfws Nov19p @1.10

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2mo Daily
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XLF - 6 Months




Understanding Implied and Historical Volatility

Table for: XLFKW Nov23c, xlfws Nov19p

 
          Symbol       XLFKW       xlfws             
                                         
            Type  XLF Nov 08  XLF Nov 08 
                     23 Call      19 Put 
                                         
                                         
         Bid/Ask * 1.05/1.14 * 0.99/1.10 
           Delta      0.4766     -0.2934 
                                         
  Expires (days)          55          55 
    Implied Vol.       51.15       65.63 
     1 Day Decay     -0.0248     -0.0212 
                                         
   Intrinsic Val        0.00        0.00 
    Time Premium        1.10        1.05 
                                         
       Stk Price     * 21.45     * 21.45 
                                         
                                         
          Loaded   9/27/2008   9/27/2008 
                     7:05 PM     7:05 PM