°¿°

[Myself °¿°]

in 4 XJZXJ Dec10p @.75 that's not how I imagined the remainder of the day unfolding.
Thought I would pick up that single call first #msg-32788841 and then an outside chance of rising to the put fill.
I guess I was asking for too much to unfold with limit orders.
Now I'm sitting negative on both sides. kinda sucks LOL xlf really took a jump... made for a bad entry on the puts.
See what Tues brings.


I/V drain whacks everything that much worse.
The last time I saw the I/V it was
* 113+ for the calls
* and 115+ for the puts
I tried to compensate in my head a bit higher vix for the call order
and a slightly lower drain on the way up for the put order
It obviously wasn't enough and/or the xlf shot up higher than I thought it would.
Is no way to make the calculator predict I/V movement It's just for the ball park

Table for: XJZLJ Dec10c, XJZLM Dec13c, xjzxj Dec10p

 
          Symbol       XJZLJ       XJZLM       xjzxj             
                                                     
            Type  XLF Dec 08  XLF Dec 08  XLF Dec 08 
                     10 Call     13 Call      10 Put 
                                                     
                                                     
         Bid/Ask   5.35/5.60   3.25/3.45   0.49/0.66 
           Delta      0.8676      0.7084     -0.1324 
                                                     
  Expires (days)          70          70          70 
    Implied Vol.       94.07       89.27      105.51 
     1 Day Decay     -0.0107     -0.0171     -0.0106 
                                                     
   Intrinsic Val        5.05        2.05        0.00 
    Time Premium        0.42        1.30        0.57 
                                                     
       Stk Price       15.05       15.05       15.05 
                                                     
      Off-Target       -2.85       -2.85       -2.85 
          Target       12.20       12.20       12.20 
                                                     
            3.00        8.16        5.61        0.26 
            2.75        7.93        5.41        0.28 
            2.50        7.70        5.21        0.30 
            2.25        7.47        5.01        0.32 
            2.00        7.24        4.82        0.34 
            1.75        7.02        4.63        0.37 
            1.50        6.79        4.44        0.39 
            1.25        6.57        4.25        0.42 
            1.00        6.34        4.06        0.44 
            0.75        6.13        3.88        0.48 
            0.50        5.91        3.70        0.51 
            0.25        5.69        3.53        0.54 
                                                     
            0.00        5.47        3.35        0.57 
                                                     
           -0.25        5.26        3.17        0.61 
           -0.50        5.04        3.00        0.64 
           -0.75        4.82        2.82        0.67 
           -1.00        4.61        2.64        0.71 
           -1.25        4.40        2.48        0.75 
           -1.50        4.19        2.31        0.79 
           -1.75        3.98        2.15        0.83 
           -2.00        3.77        1.98        0.87 
           -2.25        3.57        1.83        0.92 
           -2.50        3.38        1.68        0.98 
      >    -2.75        3.18        1.54        1.03 
           -3.00        2.98        1.39        1.08 
                                                     
          Loaded  10/11/2008  10/11/2008  10/11/2008 
                    12:19 AM    12:19 AM    12:19 AM