Market Data 
Markets
Replies to post #1007 on °¿°
09/21/07 2:26 PM
Symbol OEZJD OEZJE OEZJF oezve
Type OEX OEX OEX
OCT 2007 OCT 2007 OCT 2007
720 Call 725 Call 730 Call
Bid/Ask 9.70/10.30 7.00/7.70 4.90/5.50
Delta 0.4609 0.3875 0.3109
Gamma 0.0137 0.0140 0.0136
Expires (days) 28 28 28
Implied Vol. 14.6719 13.8718 13.1301
1 Day Decay -0.2472 -0.2226 -0.1920
Time Premium 10.00 7.35 5.20
Intrinsic Val 0.00 0.00 0.00
Stk Price 713.70 713.72 713.72
Off-Target 6.56 6.54 6.54
/\ 3.00 11.42 8.55 6.17
2.75 11.30 8.45 6.09
2.50 11.18 8.35 6.00
2.25 11.06 8.24 5.92
2.00 10.94 8.14 5.84
1.75 10.82 8.04 5.75
1.50 10.70 7.94 5.67
1.25 10.58 7.84 5.59
1.00 10.46 7.74 5.51
0.75 10.35 7.64 5.43
0.50 10.23 7.54 5.36
0.25 10.12 7.45 5.28
0.00 10.00 7.35 5.20
-0.25 9.88 7.25 5.12
-0.50 9.77 7.16 5.04
-0.75 9.65 7.06 4.97
-1.00 9.54 6.96 4.89
-1.25 9.43 6.87 4.81
-1.50 9.32 6.78 4.74
-1.75 9.20 6.68 4.67
-2.00 9.09 6.59 4.59
-2.25 8.98 6.50 4.52
-2.50 8.88 6.41 4.45
-2.75 8.77 6.32 4.38
-3.00 8.66 6.23 4.31
Loaded 2:23:51 2:23:57 2:24:04
PM ET PM ET PM ET
09/21/07 3:09 PM
09/28/07 9:50 AM
10/03/07 10:02 AM
Symbol OEZJE OEZJF
Type OEX OEX
OCT 2007 OCT 2007
725 Call 730 Call
Bid/Ask 6.70/7.10 4.40/4.70
Delta 0.4499 0.3507
Gamma 0.0182 0.0184
Expires (days) 16 16
Implied Vol. 14.4534 13.3873
1 Day Decay -0.3109 -0.2662
Time Premium 6.90 4.55
Intrinsic Val 0.00 0.00
Stk Price 719.70 719.70
Off-Target -0.97 -0.97
3.00 8.30 5.66
2.75 8.18 5.56
2.50 8.06 5.46
2.25 7.94 5.37
2.00 7.82 5.27
1.75 7.70 5.18
1.50 7.58 5.09
1.25 7.47 4.99
1.00 7.35 4.90
0.75 7.24 4.81
0.50 7.13 4.73
0.25 7.01 4.64
0.00 6.90 4.55
-0.25 6.79 4.46
-0.50 6.68 4.37
-0.75 6.56 4.29
> -1.00 6.45 4.20
-1.25 6.34 4.12
-1.50 6.23 4.03
-1.75 6.13 3.95
-2.00 6.02 3.87
-2.25 5.92 3.79
-2.50 5.81 3.71
-2.75 5.71 3.63
-3.00 5.60 3.55
Loaded 9:54:46 9:54:53
AM ET AM ET
10/04/07 10:13 AM
10/08/07 12:23 PM
10/10/07 1:35 PM
10/11/07 2:47 PM
10/15/07 11:14 AM
10/19/07 10:30 AM
AI
