°¿°

[Myself °¿°]

calced @545
Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask 20.30/22.00 11.60/12.00 
           Delta      0.5199     -0.3315 
                                         
  Expires (days)          14          14 
    Implied Vol.       50.13       48.97 
     1 Day Decay     -0.7514     -0.6832 
                                         
   Intrinsic Val        0.03        0.00 
    Time Premium       21.12       11.80 
                                         
       Stk Price      540.03      540.03 
                                         
      Off-Target        4.97        4.97 
          Target         545         545 
                                         
       >    5.00       23.82       10.21 
            4.50       23.55       10.36 
            4.00       23.27       10.51 
            3.50       23.00       10.67 
            3.00       22.73       10.83 
            2.50       22.46       10.98 
            2.00       22.20       11.14 
            1.50       21.93       11.31 
            1.00       21.67       11.47 
            0.50       21.41       11.63 
                                         
            0.00       21.15       11.80 
                                         
           -0.50       20.89       11.97 
           -1.00       20.63       12.13 
           -1.50       20.37       12.30 
           -2.00       20.12       12.47 
           -2.50       19.87       12.64 
           -3.00       19.61       12.82 
           -3.50       19.36       12.99 
           -4.00       19.12       13.17 
           -4.50       18.87       13.35 
           -5.00       18.63       13.53 
                                         
          Loaded   10/3/2008   10/3/2008 
                     9:36 AM     9:36 AM