°¿°

[Myself °¿°]

5scale
Table for: oewxs Dec395p

 
          Symbol       oewxs 
                             
            Type  OEX Dec 08 
                     395 Put 
                             
                             
         Bid/Ask 39.30/41.30 
           Delta     -0.5358 
                             
  Expires (days)          29 
    Implied Vol.       73.13 
     1 Day Decay     -0.5455 
                             
   Intrinsic Val       15.86 
    Time Premium       24.44 
                             
       Stk Price      379.14 
                             
      Off-Target       -4.14 
          Target         375 
                             
            5.00       37.67 
            4.50       37.93 
            4.00       38.19 
            3.50       38.45 
            3.00       38.71 
            2.50       38.97 
            2.00       39.23 
            1.50       39.50 
            1.00       39.76 
            0.50       40.03 
                             
            0.00       40.30 
                             
           -0.50       40.57 
           -1.00       40.84 
           -1.50       41.11 
           -2.00       41.38 
           -2.50       41.65 
           -3.00       41.92 
           -3.50       42.20 
      >    -4.00       42.47 
           -4.50       42.75 
           -5.00       43.03 
                             
          Loaded  11/20/2008 
                     7:20 AM