°¿°

[Myself °¿°]

Sliding strike i/v is not helping me... vix is...
quickly approaching shoulder



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   6.60/7.05   4.10/4.20   0.17/0.22 
           Delta      0.8979      0.7674     -0.1018 
                                                     
  Expires (days)          65          65          65 
    Implied Vol.      103.91       78.88       88.15 
     1 Day Decay     -0.0110     -0.0189     -0.0109 
                                                     
   Intrinsic Val        6.47        3.47        0.00 
    Time Premium        0.36        0.68        0.20 
                                                     
       Stk Price       16.47       16.47       16.48 
                                                     
      Off-Target       -3.47       -3.47       -3.48 
          Target          13          13          13 
                                                     
            5.00       11.48        8.29           0 
            4.50       11.00        7.85           0 
            4.00       10.52        7.41           0 
            3.50       10.05        6.99           0 
            3.00        9.58        6.56           0 
            2.50        9.11        6.14           0 
            2.00        8.64        5.72        0.01 
            1.50        8.18        5.32        0.05 
            1.00        7.72        4.92        0.09 
            0.50        7.27        4.53        0.14 
                                                     
            0.00        6.83        4.15        0.20 
                                                     
           -0.50        6.38        3.77        0.25 
           -1.00        5.93        3.38        0.30 
           -1.50        5.49        3.02        0.36 
           -2.00        5.05        2.65        0.42 
           -2.50        4.63        2.31        0.50 
           -3.00        4.21        1.98        0.58 
      >    -3.50        3.81        1.66        0.68 
           -4.00        3.41        1.35        0.78 
           -4.50        3.04        1.08        0.91 
           -5.00        2.66        0.80        1.03 
                                                     
          Loaded  10/15/2008  10/15/2008  10/15/2008 
                     8:04 AM     8:04 AM     8:04 AM