i have .01 avg on those.....when/if F gets to 11....prolly see .06-.08 according to black scholes calc we'll see http://www.cboe.com/framed/IVolframed.aspx?content=http%3a%2f%2fcboe.ivolatility.com%2fcalc%2findex.j%3fcontract%3dF7ED399C-0378-46A4-A1F7-A07B4794A30C§ionName=SEC_TRADING_TOOLS&title=CBOE%20-%20IVolatility%20Services