°¿°

[Myself °¿°]

ODV5$ 20scale calced to 350...
Table for: oewxs Dec395p, oewxl Dec360p, oewxm Dec365p

 
          Symbol       oewxs       oewxl       oewxm 
                                                     
            Type  OEX Dec 08  OEX Dec 08  OEX Dec 08 
                     395 Put     360 Put     365 Put 
                                                     
                                                     
         Bid/Ask 44.40/46.40 25.40/27.40 27.70/29.70 
           Delta     -0.5984     -0.4266     -0.4520 
                                                     
  Expires (days)          28          28          28 
    Implied Vol.       68.37       73.25       72.53 
     1 Day Decay     -0.5399     -0.5476     -0.5529 
                                                     
   Intrinsic Val       28.92        0.00        0.00 
    Time Premium       16.48       26.40       28.70 
                                                     
       Stk Price      366.08      366.08      366.08 
                                                     
      Off-Target      -16.08      -16.08      -16.08 
          Target         350         350         350 
                                                     
           20.00     3436.00     1878.00     2059.00 
           18.00     3538.00     1946.00     2132.00 
           16.00     3641.00     2016.00     2206.00 
           14.00     3747.00     2087.00     2282.00 
           12.00     3854.00     2160.00     2360.00 
           10.00     3964.00     2236.00     2440.00 
            8.00     4075.00     2313.00     2522.00 
            6.00     4188.00     2391.00     2606.00 
            4.00     4304.00     2472.00     2692.00 
            2.00     4421.00     2555.00     2780.00 
                                                     
            0.00     4540.00     2640.00     2870.00 
                                                     
           -2.00     4660.00     2726.00     2961.00 
           -4.00     4782.00     2814.00     3054.00 
           -6.00     4906.00     2904.00     3149.00 
           -8.00     5032.00     2996.00     3246.00 
          -10.00     5160.00     3090.00     3345.00 
          -12.00     5290.00     3186.00     3446.00 
          -14.00     5422.00     3284.00     3550.00 
     >    -16.00     5556.00     3384.00     3655.00 
          -18.00     5692.00     3487.00     3763.00 
          -20.00     5830.00     3591.00     3873.00 
                                                     
          Loaded  11/21/2008  11/21/2008  11/21/2008 
                     7:57 AM     7:57 AM     7:57 AM