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Re: Myself °¿° post# 2669

Thursday, 10/02/2008 3:18:02 PM

Thursday, October 02, 2008 3:18:02 PM

Post# of 4839
Day limit for 10 XLFKW Nov23c @.60...
Table for: XLFKW Nov23c, xlfws Nov19p

 
Symbol XLFKW xlfws

Type XLF Nov 08 XLF Nov 08
23 Call 19 Put


Bid/Ask 0.75/0.79 1.71/1.75
Delta 0.3950 -0.3913

Expires (days) 50 50
Implied Vol. 64.03 72.05
1 Day Decay -0.0267 -0.0265

Intrinsic Val 0.00 0.00
Time Premium 0.77 1.73

Stk Price 19.6695 19.6695

Off-Target -0.47 -0.47
Target 19.20 19.20

1.00 1.17 1.34
0.90 1.13 1.38
0.80 1.09 1.42
0.70 1.05 1.46
0.60 1.01 1.50
0.50 0.97 1.53
0.40 0.93 1.57
0.30 0.89 1.61
0.20 0.85 1.65
0.10 0.81 1.69

0.00 0.77 1.73

-0.10 0.73 1.77
-0.20 0.69 1.81
-0.30 0.65 1.85
-0.40 0.61 1.89
> -0.50 0.57 1.93
-0.60 0.53 1.96
-0.70 0.49 2.00
-0.80 0.45 2.04
-0.90 0.41 2.08
-1.00 0.38 2.12

Loaded 10/2/2008 10/2/2008
12:16 PM 12:16 PM

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