Replies to post #46984 on S&P 500 & Nasdaq Analysis and Trends

[Myself °¿°]

well I don't like the ratio... not that it matters ~if it goes up
delta of .59
1 day decay is .31

 
          Symbol       CNMFT             
                             
            Type         CME 
                    JUN 2007 
                    500 Call 
                             
         Bid/Ask 25.40/26.30 
           Delta      0.5919 
           Gamma      0.0075 
                             
  Expires (days)          36 
    Implied Vol.     32.3710 
     1 Day Decay     -0.3173 
                             
    Time Premium       18.35 
   Intrinsic Val        7.50 
                             
       Stk Price      507.50 
                             
            3.00       27.65 
            2.75       27.50 
            2.50       27.34 
            2.25       27.19 
            2.00       27.04 
            1.75       26.89 
            1.50       26.74 
            1.25       26.59 
            1.00       26.44 
            0.75       26.29 
            0.50       26.15 
            0.25       26.00 
                             
            0.00       25.85 
                             
           -0.25       25.70 
           -0.50       25.55 
           -0.75       25.41 
           -1.00       25.26 
           -1.25       25.11 
           -1.50       24.97 
           -1.75       24.82 
           -2.00       24.67 
           -2.25       24.53 
           -2.50       24.39 
           -2.75       24.24 
           -3.00       24.10 
                             
                             
          Loaded    10:08:10 
                       AM ET 
                             
 

[Stock]

CNMFT from 19 to 30 -- that's really cool