°¿°

[Myself °¿°]

looking long if things hold, then short...
Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask   3.90/4.90 30.00/32.50 
           Delta      0.1876     -0.6687 
                                         
  Expires (days)          10          10 
    Implied Vol.       51.62       57.63 
     1 Day Decay     -0.5630     -0.7575 
                                         
   Intrinsic Val        0.00       20.40 
    Time Premium        4.40       10.85 
                                         
       Stk Price      499.60      499.60 
                                         
      Off-Target       -2.10       -2.10 
          Target      497.50      497.50 
                                         
           20.00        9.52       19.59 
           18.00        8.87       20.59 
           16.00        8.25       21.63 
           14.00        7.66       22.70 
           12.00        7.11       23.81 
           10.00        6.58       24.96 
            8.00        6.09       26.15 
            6.00        5.63       27.37 
            4.00        5.19       28.63 
            2.00        4.78       29.92 
                                         
            0.00        4.40       31.25 
                                         
      >    -2.00        4.03       32.60 
           -4.00        3.69       33.98 
           -6.00        3.37       35.39 
           -8.00        3.07       36.84 
          -10.00        2.79       38.31 
          -12.00        2.54       39.82 
          -14.00        2.30       41.36 
          -16.00        2.09       42.93 
          -18.00        1.89       44.53 
          -20.00        1.70       46.15 
                                         
          Loaded   10/7/2008   10/7/2008 
                     8:18 AM     8:18 AM