°¿°

[Myself °¿°]

3scale now calcing it @ 545.50...
Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask 21.30/22.80 10.40/11.80 
           Delta      0.5385     -0.3148 
                                         
  Expires (days)          14          14 
    Implied Vol.       49.22       49.33 
     1 Day Decay     -0.7525     -0.6718 
                                         
   Intrinsic Val        2.51        0.00 
    Time Premium       19.54       11.10 
                                         
       Stk Price      542.51      542.51 
                                         
      Off-Target        2.99        2.99 
          Target      545.50      545.50 
                                         
       >    3.00       23.69       10.18 
            2.75       23.55       10.25 
            2.50       23.41       10.33 
            2.25       23.27       10.40 
            2.00       23.13       10.48 
            1.75       23.00       10.55 
            1.50       22.86       10.63 
            1.25       22.73       10.71 
            1.00       22.59       10.79 
            0.75       22.45       10.86 
            0.50       22.32       10.94 
            0.25       22.18       11.02 
                                         
            0.00       22.05       11.10 
                                         
           -0.25       21.92       11.18 
           -0.50       21.78       11.26 
           -0.75       21.65       11.34 
           -1.00       21.51       11.41 
           -1.25       21.38       11.50 
           -1.50       21.25       11.58 
           -1.75       21.11       11.66 
           -2.00       20.98       11.74 
           -2.25       20.85       11.82 
           -2.50       20.72       11.90 
           -2.75       20.59       11.98 
           -3.00       20.46       12.06 
                                         
          Loaded   10/3/2008   10/3/2008 
                     8:37 AM     8:37 AM