°¿°

[Myself °¿°]

calced @375 low intraday pivot+/- and possible SPX 02 low
Table for: oewxs Dec395p

 
          Symbol       oewxs 
                             
            Type  OEX Dec 08 
                     395 Put 
                             
                             
         Bid/Ask 37.70/39.70 
           Delta     -0.5264 
                             
  Expires (days)          29 
    Implied Vol.       71.61 
     1 Day Decay     -0.5493 
                             
   Intrinsic Val       13.99 
    Time Premium       24.71 
                             
       Stk Price      381.01 
                             
      Off-Target       -6.01 
          Target         375 
                             
           10.00       33.66 
            9.00       34.14 
            8.00       34.63 
            7.00       35.12 
            6.00       35.62 
            5.00       36.12 
            4.00       36.62 
            3.00       37.14 
            2.00       37.65 
            1.00       38.17 
                             
            0.00       38.70 
                             
           -1.00       39.23 
           -2.00       39.76 
           -3.00       40.29 
           -4.00       40.84 
           -5.00       41.38 
      >    -6.00       41.93 
           -7.00       42.49 
           -8.00       43.05 
           -9.00       43.62 
          -10.00       44.19 
                             
          Loaded  11/20/2008 
                     7:09 AM