°¿°

[Myself °¿°]

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   6.55/6.80   4.15/4.25   0.17/0.21 
           Delta      0.8986      0.7685     -0.1014 
                                                     
  Expires (days)          65          65          65 
    Implied Vol.       85.55       80.23       87.58 
     1 Day Decay     -0.0110     -0.0188     -0.0109 
                                                     
   Intrinsic Val        6.50        3.50        0.00 
    Time Premium        0.17        0.70        0.19 
                                                     
       Stk Price       16.50       16.50       16.50 
                                                     
      Off-Target       -3.50       -3.50       -3.50 
          Target          13          13          13 
                                                     
            5.00       11.33        8.34           0 
            4.50       10.85        7.91           0 
            4.00       10.38        7.47           0 
            3.50        9.90        7.04           0 
            3.00        9.43        6.61           0 
            2.50        8.96        6.19           0 
            2.00        8.49        5.78        0.01 
            1.50        8.03        5.37        0.05 
            1.00        7.57        4.97        0.09 
            0.50        7.12        4.58        0.14 
                                                     
            0.00        6.67        4.20        0.19 
                                                     
           -0.50        6.23        3.82        0.24 
           -1.00        5.78        3.43        0.29 
           -1.50        5.34        3.07        0.35 
           -2.00        4.90        2.70        0.41 
           -2.50        4.48        2.36        0.49 
           -3.00        4.06        2.02        0.57 
      >    -3.50        3.66        1.71        0.67 
           -4.00        3.26        1.40        0.77 
           -4.50        2.88        1.12        0.90 
           -5.00        2.51        0.84        1.02 
                                                     
          Loaded  10/15/2008  10/15/2008  10/15/2008 
                     8:31 AM     8:31 AM     8:31 AM