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Re: Myself °¿° post# 2703

Tuesday, 09/30/2008 1:35:37 PM

Tuesday, September 30, 2008 1:35:37 PM

Post# of 4839
3 scale Table for: OEBJH Oct540c, oebvd Oct520p

 
Symbol OEBJH oebvd

Type OEX Oct 08 OEX Oct 08
540 Call 520 Put


Bid/Ask 20.00/21.50 11.30/12.50
Delta 0.5248 -0.3298

Expires (days) 17 17
Implied Vol. 43.79 45.10
1 Day Decay -0.6326 -0.5738

Intrinsic Val 0.64 0.00
Time Premium 20.11 11.90

Stk Price 540.64 540.64

Off-Target 2.86 2.86
Target 543.5 543.5

3.00 22.35 10.93
> 2.75 22.21 11.01
2.50 22.08 11.09
2.25 21.94 11.17
2.00 21.81 11.25
1.75 21.67 11.33
1.50 21.54 11.41
1.25 21.41 11.49
1.00 21.27 11.57
0.75 21.14 11.65
0.50 21.01 11.74
0.25 20.88 11.82

0.00 20.75 11.90

-0.25 20.62 11.98
-0.50 20.49 12.06
-0.75 20.36 12.15
-1.00 20.23 12.23
-1.25 20.10 12.31
-1.50 19.97 12.40
-1.75 19.84 12.48
-2.00 19.71 12.57
-2.25 19.58 12.65
-2.50 19.45 12.74
-2.75 19.33 12.82
-3.00 19.20 12.91

Loaded 9/30/2008 9/30/2008
10:34 AM 10:34 AM

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