Abet Chichi2

[Myself °¿°]

Taking a small taste short here @.71 swgtu Aug99p
if I can get it.
It should be about spy 101.05

Table for: swgtu Aug99p, SWGHV Aug100c

 
          Symbol       swgtu       SWGHV 
            Type  SPY Aug 09  SPY Aug 09 
                      99 Put    100 Call 
                                         
         Bid/Ask   0.75/0.76   1.97/1.98 
       Stk Price      100.92      100.92 
           Delta     -0.2539      0.6270 
  Expires (days)           9           9 
    Implied Vol.       24.40       23.19 
     1 Day Decay     -0.0532     -0.0629 
   Intrinsic Val        0.00        0.92 
    Time Premium        0.76        1.06 
      Off-Target        0.13        0.13 
  
            1.00        0.50        2.60 
            0.90        0.53        2.54 
            0.80        0.55        2.48 
            0.70        0.58        2.41 
            0.60        0.60        2.35 
            0.50        0.63        2.29 
            0.40        0.65        2.23 
            0.30        0.68        2.16 
            0.20        0.70        2.10 
       >    0.10        0.73        2.04 
            0.00        0.76        1.98 
           -0.10        0.78        1.91 
           -0.20        0.81        1.85 
           -0.30        0.83        1.79 
           -0.40        0.86        1.72 
           -0.50        0.88        1.66 
           -0.60        0.91        1.60 
           -0.70        0.93        1.54 
           -0.80        0.96        1.47 
           -0.90        0.98        1.41 
           -1.00        1.01        1.35 
                                         
          Loaded   8/12/2009   8/12/2009 
                     7:47 AM     7:47 AM