°¿°

[Myself °¿°]

Table for: XJZLJ Dec10c, xjzxj Dec10p, xjzxm Dec13p

 
          Symbol       XJZLJ       xjzxj       xjzxm             
                                                     
            Type  XLF Dec 08  XLF Dec 08  XLF Dec 08 
                     10 Call      10 Put      13 Put 
                                                     
                                                     
         Bid/Ask * 5.65/5.90 * 0.26/0.33 * 0.81/0.92 
           Delta      0.8677     -0.1323     -0.2795 
                                                     
  Expires (days)          63          63          63 
    Implied Vol.      101.95       90.81       77.32 
     1 Day Decay     -0.0129     -0.0129     -0.0202 
                                                     
   Intrinsic Val        5.35        0.00        0.00 
    Time Premium        0.43        0.30        0.87 
                                                     
       Stk Price       15.35       15.35       15.35 
                                                     
      Off-Target       -2.35       -2.35       -2.35 
          Target          13          13          13 
                                                     
            5.00       10.32           0           0 
            4.50        9.85           0           0 
            4.00        9.38           0           0 
            3.50        8.92           0        0.06 
            3.00        8.45           0        0.15 
            2.50        8.00        0.02        0.25 
            2.00        7.54        0.06        0.35 
            1.50        7.09        0.11        0.47 
            1.00        6.64        0.16        0.59 
            0.50        6.21        0.23        0.73 
                                                     
            0.00        5.78        0.29        0.86 
                                                     
           -0.50        5.34        0.36        1.00 
           -1.00        4.91        0.43        1.14 
           -1.50        4.49        0.51        1.31 
           -2.00        4.07        0.59        1.47 
      >    -2.50        3.67        0.69        1.66 
           -3.00        3.27        0.79        1.85 
           -3.50        2.90        0.92        2.07 
           -4.00        2.53        1.05        2.30 
           -4.50        2.19        1.21        2.56 
           -5.00        1.84        1.36        2.81 
                                                     
          Loaded  10/17/2008  10/17/2008  10/17/2008 
                     1:09 PM     1:09 PM     1:09 PM