°¿°

[Myself °¿°]

in 3 xjzxm Dec13p @.90 as an add to my 12 of the other strike


Table for: XJZLJ Dec10c, XJZLM Dec13c, xjzxj Dec10p, xjzxm Dec13p

 
          Symbol       XJZLJ       XJZLM       xjzxj       xjzxm             
                                                                 
            Type  XLF Dec 08  XLF Dec 08  XLF Dec 08  XLF Dec 08 
                     10 Call     13 Call      10 Put      13 Put 
                                                                 
                                                                 
         Bid/Ask   6.00/6.30   3.60/3.85   0.29/0.33   0.79/0.91 
           Delta      0.8809      0.7434     -0.1191     -0.2566 
                                                                 
  Expires (days)          64          64          64          64 
    Implied Vol.       89.94       80.86       96.22       82.43 
     1 Day Decay     -0.0124     -0.0200     -0.0123     -0.0199 
                                                                 
   Intrinsic Val        5.90        2.90        0.00        0.00 
    Time Premium        0.25        0.83        0.31        0.85 
                                                                 
       Stk Price       15.90       15.90       15.90       15.90 
                                                                 
      Off-Target       -2.90       -2.90       -2.90       -2.90 
          Target          13          13          13          13 
                                                                 
            3.00        8.86        6.07        0.02        0.19 
            2.75        8.63        5.86        0.04        0.24 
            2.50        8.40        5.66        0.06        0.28 
            2.25        8.17        5.46        0.08        0.33 
            2.00        7.94        5.25        0.10        0.38 
            1.75        7.71        5.06        0.12        0.43 
            1.50        7.48        4.86        0.14        0.49 
            1.25        7.26        4.66        0.17        0.54 
            1.00        7.03        4.47        0.19        0.59 
            0.75        6.81        4.28        0.22        0.66 
            0.50        6.59        4.10        0.25        0.72 
            0.25        6.37        3.91        0.28        0.79 
                                                                 
            0.00        6.15        3.73        0.31        0.85 
                                                                 
           -0.25        5.93        3.54        0.34        0.91 
           -0.50        5.71        3.35        0.37        0.98 
           -0.75        5.49        3.17        0.40        1.04 
           -1.00        5.27        2.98        0.43        1.11 
           -1.25        5.06        2.81        0.47        1.18 
           -1.50        4.84        2.63        0.50        1.26 
           -1.75        4.63        2.45        0.54        1.33 
           -2.00        4.41        2.28        0.57        1.40 
           -2.25        4.21        2.12        0.62        1.49 
           -2.50        4.00        1.95        0.66        1.58 
           -2.75        3.80        1.79        0.71        1.67 
      >    -3.00        3.60        1.63        0.76        1.75 
                                                                 
          Loaded  10/16/2008  10/16/2008  10/16/2008  10/16/2008 
                     1:08 PM     1:08 PM     1:08 PM     1:08 PM