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[Myself °¿°]

Table for: oewxs Dec395p, oxbwc Nov415p

 
          Symbol       oewxs       oxbwc 
                                         
            Type  OEX Dec 08  OEX Nov 08 
                     395 Put     415 Put 
                                         
                                         
         Bid/Ask 22.00/24.00 13.30/14.90 
           Delta     -0.3775     -0.5142 
                                         
  Expires (days)          31           3 
    Implied Vol.       66.49       87.68 
     1 Day Decay     -0.5617     -1.8971 
                                         
   Intrinsic Val        0.00        2.01 
    Time Premium       23.00       12.09 
                                         
       Stk Price      412.99      412.99 
                                         
      Off-Target       -7.99       -7.99 
          Target         405         405 
                                         
           10.00       19.41        9.58 
            9.00       19.75        9.97 
            8.00       20.09       10.37 
            7.00       20.44       10.79 
            6.00       20.80       11.22 
            5.00       21.15       11.67 
            4.00       21.51       12.13 
            3.00       21.88       12.60 
            2.00       22.25       13.09 
            1.00       22.62       13.59 
                                         
            0.00       23.00       14.10 
                                         
           -1.00       23.38       14.61 
           -2.00       23.76       15.14 
           -3.00       24.14       15.68 
           -4.00       24.53       16.24 
           -5.00       24.93       16.81 
           -6.00       25.33       17.39 
           -7.00       25.73       17.99 
      >    -8.00       26.14       18.60 
           -9.00       26.55       19.23 
          -10.00       26.96       19.87 
                                         
          Loaded  11/18/2008  11/18/2008 
                     8:27 AM     8:27 AM