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Re: Myself °¿° post# 3098

Tuesday, 10/28/2008 4:01:25 PM

Tuesday, October 28, 2008 4:01:25 PM

Post# of 4839
didn't even come close to getting the i/v slide I expected

Table for: xjzxm Dec13p

 
Symbol xjzxm

Type XLF Dec 08
13 Put


Bid/Ask 0.98/1.03
Delta -0.2940

Expires (days) 52
Implied Vol. 87.02
1 Day Decay -0.0212

Intrinsic Val 0.00
Time Premium 1.00

Stk Price 14.95

Off-Target
Target

3.00 0.27
2.75 0.32
2.50 0.37
2.25 0.42
2.00 0.47
1.75 0.53
1.50 0.59
1.25 0.65
1.00 0.71
0.75 0.78
0.50 0.86
0.25 0.93

0.00 1.00

-0.25 1.08
-0.50 1.15
-0.75 1.23
-1.00 1.30
-1.25 1.39
-1.50 1.47
-1.75 1.56
-2.00 1.65
-2.25 1.75
-2.50 1.86
-2.75 1.96
-3.00 2.06

Loaded 10/28/2008
12:59 PM

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