°¿°

[Myself °¿°]

Looking at a high risk possible 2+/-hr day trade...
from 545.60 to 533.5 short


Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask 21.70/23.50 10.10/11.50 
           Delta      0.5452     -0.3087 
                                         
  Expires (days)          14          14 
    Implied Vol.       49.17       49.10 
     1 Day Decay     -0.7524     -0.6674 
                                         
   Intrinsic Val        3.41        0.00 
    Time Premium       19.19       10.80 
                                         
       Stk Price      543.41      543.41 
                                         
      Off-Target        2.19        2.19 
          Target      545.60      545.60 
                                         
           10.00       28.38        8.00 
            9.00       27.77        8.25 
            8.00       27.17        8.51 
            7.00       26.57        8.77 
            6.00       25.98        9.04 
            5.00       25.40        9.32 
            4.00       24.83        9.60 
            3.00       24.26        9.89 
       >    2.00       23.70       10.19 
            1.00       23.15       10.49 
                                         
            0.00       22.60       10.80 
                                         
           -1.00       22.05       11.11 
           -2.00       21.52       11.42 
           -3.00       20.99       11.75 
           -4.00       20.46       12.07 
           -5.00       19.95       12.41 
           -6.00       19.44       12.75 
           -7.00       18.94       13.10 
           -8.00       18.45       13.46 
           -9.00       17.96       13.82 
          -10.00       17.49       14.20 
                                         
          Loaded   10/3/2008   10/3/2008 
                     8:18 AM     8:18 AM