Market Data 
Markets
Replies to post #2356 on °¿°
08/26/08 1:34 PM
Symbol OEYIT OEBIS
Type OEX Sep 08 OEX Sep 08
6 Call 595 Call
Bid/Ask 4.60/5.10 6.10/6.80
Delta 1.0000 0.3963
Expires (days) 24 24
Implied Vol. 0.01 18.05
1 Day Decay -0.0001 -0.2932
Intrinsic Val 578.08 0.00
Time Premium -573.23 6.45
Stk Price 584.08 584.08
Off-Target -2.08 -2.08
Target 582 582
3.00 7.84 7.67
2.75 7.59 7.57
2.50 7.34 7.46
2.25 7.10 7.36
2.00 6.85 7.25
1.75 6.60 7.15
1.50 6.35 7.05
1.25 6.10 6.95
1.00 5.85 6.85
0.75 5.60 6.75
0.50 5.35 6.65
0.25 5.10 6.55
0.00 4.85 6.45
-0.25 4.60 6.35
-0.50 4.35 6.25
-0.75 4.10 6.15
-1.00 3.85 6.05
-1.25 3.60 5.96
-1.50 3.35 5.86
-1.75 3.10 5.76
> -2.00 2.85 5.67
-2.25 2.60 5.57
-2.50 2.36 5.48
-2.75 2.11 5.39
-3.00 1.86 5.29
Loaded 8/26/2008 8/26/2008
10:34 AM 10:34 AM
08/26/08 1:58 PM
Symbol OEBIS
Type OEX Sep 08
595 Call
Bid/Ask 6.30/7.10
Delta 0.3997
Expires (days) 24
Implied Vol. 18.57
1 Day Decay -0.2941
Intrinsic Val 0.00
Time Premium 6.70
Stk Price 584.40
Off-Target -3.40
Target 581
5.00 8.81
4.50 8.58
4.00 8.36
3.50 8.15
3.00 7.93
2.50 7.72
2.00 7.51
1.50 7.30
1.00 7.10
0.50 6.90
0.00 6.70
-0.50 6.50
-1.00 6.30
-1.50 6.11
-2.00 5.91
-2.50 5.72
-3.00 5.53
> -3.50 5.35
-4.00 5.16
-4.50 4.99
-5.00 4.81
Loaded 8/26/2008
10:58 AM
08/26/08 2:28 PM
Symbol OEBIS
Type OEX Sep 08
595 Call
Bid/Ask 6.10/6.50
Delta 0.3833
Expires (days) 24
Implied Vol. 18.70
1 Day Decay -0.2898
Intrinsic Val 0.00
Time Premium 6.30
Stk Price 582.86
Off-Target -2.86
Target 580
3.00 7.48
2.75 7.38
2.50 7.28
2.25 7.18
2.00 7.08
1.75 6.98
1.50 6.88
1.25 6.78
1.00 6.68
0.75 6.59
0.50 6.49
0.25 6.40
0.00 6.30
-0.25 6.20
-0.50 6.11
-0.75 6.01
-1.00 5.92
-1.25 5.82
-1.50 5.73
-1.75 5.64
-2.00 5.54
-2.25 5.45
-2.50 5.36
> -2.75 5.27
-3.00 5.18
Loaded 8/26/2008
11:27 AM
