Replies to post #1002 on °¿°

[Myself °¿°]

calc target 720. Still off the scale of +$3/-$3 option view

 
          Symbol       oezvb       oezvc       oezvd       oezve       oezvf        
                                                                             
            Type         OEX         OEX         OEX         OEX         OEX 
                    OCT 2007    OCT 2007    OCT 2007    OCT 2007    OCT 2007 
                     710 Put     715 Put     720 Put     725 Put     730 Put 
                                                                             
         Bid/Ask 10.00/10.40 11.60/12.10 13.50/14.10 15.80/16.70 18.50/19.50 
           Delta     -0.4056     -0.4603     -0.5225     -0.5880     -0.6525 
           Gamma      0.0113      0.0120      0.0127      0.0128      0.0124 
                                                                             
  Expires (days)          28          28          28          28          28 
    Implied Vol.     17.2602     16.6436     15.8396     15.3406     15.0403 
     1 Day Decay     -0.1975     -0.1892     -0.1727     -0.1543     -0.1333 
                                                                             
    Time Premium       10.20       11.85        8.92        6.37        4.12 
   Intrinsic Val        0.00        0.00        4.88        9.88       14.88 
                                                                             
       Stk Price      715.10      715.10      715.12      715.12      715.12 
      Off-Target        4.90        4.90        4.88        4.88        4.88 
                                                                             
     /\     3.00        9.02       10.51       12.27       14.52       17.08 
            2.75        9.11       10.61       12.39       14.66       17.24 
            2.50        9.21       10.72       12.52       14.81       17.39 
            2.25        9.30       10.83       12.64       14.95       17.55 
            2.00        9.40       10.94       12.77       15.09       17.71 
            1.75        9.50       11.05       12.90       15.23       17.87 
            1.50        9.60       11.17       13.02       15.37       18.03 
            1.25        9.70       11.28       13.15       15.52       18.19 
            1.00        9.79       11.39       13.28       15.66       18.35 
            0.75        9.90       11.50       13.41       15.81       18.51 
            0.50       10.00       11.62       13.54       15.96       18.67 
            0.25       10.10       11.73       13.67       16.10       18.84 
                                                                             
            0.00       10.20       11.85       13.80       16.25       19.00 
                                                                             
           -0.25       10.30       11.97       13.93       16.40       19.16 
           -0.50       10.40       12.08       14.06       16.54       19.33 
           -0.75       10.50       12.20       14.19       16.69       19.49 
           -1.00       10.61       12.31       14.32       16.84       19.65 
           -1.25       10.71       12.43       14.46       16.99       19.82 
           -1.50       10.81       12.55       14.59       17.14       19.98 
           -1.75       10.92       12.66       14.72       17.29       20.15 
           -2.00       11.02       12.78       14.86       17.44       20.32 
           -2.25       11.13       12.90       14.99       17.59       20.49 
           -2.50       11.24       13.02       15.13       17.75       20.66 
           -2.75       11.34       13.15       15.27       17.90       20.83 
           -3.00       11.45       13.27       15.41       18.05       20.99 
                                                                             
                                                                             
          Loaded    11:57:22    11:57:27    11:57:33    11:57:40    11:57:47 
                       AM ET       AM ET       AM ET       AM