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Replies to post #2669 on °¿°

Replies to #2669 on °¿°
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Myself °¿°

09/29/08 1:26 PM

#2684 RE: Myself °¿° #2669

paper out 10~xlfws Nov19p @1.60
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Myself °¿°

09/30/08 8:50 AM

#2698 RE: Myself °¿° #2669

Table for: XLFKW Nov23c, xlfws Nov19p

 
Symbol XLFKW xlfws

Type XLF Nov 08 XLF Nov 08
23 Call 19 Put


Bid/Ask * 0.60/0.84 * 2.13/2.37
Delta 0.3533 -0.4334

Expires (days) 52 52
Implied Vol. 69.01 78.08
1 Day Decay -0.0238 -0.0250

Intrinsic Val 0.00 0.06
Time Premium 0.72 2.19

Stk Price 18.95 18.94


Loaded 9/30/2008 9/30/2008
5:49 AM 5:50 AM
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Myself °¿°

10/01/08 11:48 AM

#2736 RE: Myself °¿° #2669

EDIT: paper trade asking .90 for XLFKW Nov23c simply because I don't like loosing even on paper.
I'll put the tiny paper gains of the combo in my little paper pocket and call it good.
We'll see if the bid hits .90 to confirm the paper trade.
Bid hit .90 paper combo closed
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Myself °¿°

10/02/08 12:25 PM

#2765 RE: Myself °¿° #2669

Table for: XLFKW Nov23c, xlfws Nov19p

 
Symbol XLFKW xlfws

Type XLF Nov 08 XLF Nov 08
23 Call 19 Put


Bid/Ask 0.83/0.88 1.52/1.58
Delta 0.4189 -0.3679

Expires (days) 50 50
Implied Vol. 62.18 71.56
1 Day Decay -0.0277 -0.0266

Intrinsic Val 0.00 0.00
Time Premium 0.86 1.55

Stk Price 20.10 20.10

Off-Target -1.10 -1.10
Target 19 19

3.00 2.27 0.60
2.75 2.14 0.66
2.50 2.01 0.73
2.25 1.88 0.80
2.00 1.75 0.87
1.75 1.63 0.95
1.50 1.51 1.02
1.25 1.39 1.10
1.00 1.27 1.18
0.75 1.17 1.27
0.50 1.06 1.37
0.25 0.96 1.46

0.00 0.85 1.55

-0.25 0.75 1.64
-0.50 0.65 1.73
-0.75 0.54 1.83
> -1.00 0.44 1.92
-1.25 0.35 2.02
-1.50 0.25 2.13
-1.75 0.16 2.23
-2.00 0.07 2.34
-2.25 0 2.46
-2.50 0 2.58
-2.75 0 2.70
-3.00 0 2.82

Loaded 10/2/2008 10/2/2008
9:22 AM 9:23 AM
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Myself °¿°

10/02/08 3:18 PM

#2768 RE: Myself °¿° #2669

Day limit for 10 XLFKW Nov23c @.60...
Table for: XLFKW Nov23c, xlfws Nov19p

 
Symbol XLFKW xlfws

Type XLF Nov 08 XLF Nov 08
23 Call 19 Put


Bid/Ask 0.75/0.79 1.71/1.75
Delta 0.3950 -0.3913

Expires (days) 50 50
Implied Vol. 64.03 72.05
1 Day Decay -0.0267 -0.0265

Intrinsic Val 0.00 0.00
Time Premium 0.77 1.73

Stk Price 19.6695 19.6695

Off-Target -0.47 -0.47
Target 19.20 19.20

1.00 1.17 1.34
0.90 1.13 1.38
0.80 1.09 1.42
0.70 1.05 1.46
0.60 1.01 1.50
0.50 0.97 1.53
0.40 0.93 1.57
0.30 0.89 1.61
0.20 0.85 1.65
0.10 0.81 1.69

0.00 0.77 1.73

-0.10 0.73 1.77
-0.20 0.69 1.81
-0.30 0.65 1.85
-0.40 0.61 1.89
> -0.50 0.57 1.93
-0.60 0.53 1.96
-0.70 0.49 2.00
-0.80 0.45 2.04
-0.90 0.41 2.08
-1.00 0.38 2.12

Loaded 10/2/2008 10/2/2008
12:16 PM 12:16 PM
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Myself °¿°

10/03/08 2:41 PM

#2810 RE: Myself °¿° #2669

day limit buy 5 XLFKW Nov23c .60 really shook me up. Late or early on the order.
5 ...yes, chicken! Still kinda shaken up over this sell the news thing.

Table for: XLFKW Nov23c, xlfws Nov19p

 
Symbol XLFKW xlfws

Type XLF Nov 08 XLF Nov 08
23 Call 19 Put


Bid/Ask 0.61/0.65 * 1.82/1.86
Delta 0.3707 -0.4162

Expires (days) 49 49
Implied Vol. 63.97 70.24
1 Day Decay -0.0262 -0.0269

Intrinsic Val 0.00 0.00
Time Premium 0.63 1.84

Stk Price 19.23 * 19.23


3.00 1.91 0.75
2.75 1.79 0.83
2.50 1.67 0.91
2.25 1.55 0.99
2.00 1.43 1.07
1.75 1.32 1.15
1.50 1.21 1.24
1.25 1.11 1.33
1.00 1.00 1.42
0.75 0.91 1.53
0.50 0.82 1.63
0.25 0.72 1.74

0.00 0.63 1.84

-0.25 0.54 1.94
-0.50 0.44 2.05
-0.75 0.35 2.15
-1.00 0.26 2.26
-1.25 0.18 2.37
-1.50 0.10 2.49
-1.75 0.02 2.61
-2.00 -0.06 2.73
-2.25 0 2.86
-2.50 0 3.00
-2.75 0 3.13
-3.00 0 3.27

Loaded 10/3/2008 10/3/2008
11:44 AM 11:44 AM


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Myself °¿°

10/03/08 2:52 PM

#2811 RE: Myself °¿° #2669

EDIT in 5 XLFKW Nov23c @.60 I just noticed the Volume on this. A boatload traded above me.
I hope thats not naked selling

Table for: XLFKW Nov23c, xlfws Nov19p

 
Symbol XLFKW xlfws

Type XLF Nov 08 XLF Nov 08
23 Call 19 Put


Bid/Ask 0.64/0.67 1.81/1.87
Delta 0.3753 -0.4116

Expires (days) 49 49
Implied Vol. 64.11 71.39
1 Day Decay -0.0264 -0.0270

Intrinsic Val 0.00 0.00
Time Premium 0.66 1.84

Stk Price 19.31 19.31


3.00 1.95 0.77
2.75 1.82 0.84
2.50 1.70 0.92
2.25 1.58 1.00
2.00 1.46 1.07
1.75 1.35 1.16
1.50 1.25 1.25
1.25 1.14 1.34
1.00 1.03 1.43
0.75 0.94 1.53
0.50 0.84 1.63
0.25 0.75 1.74

0.00 0.66 1.84

-0.25 0.56 1.94
-0.50 0.47 2.05
-0.75 0.37 2.15
-1.00 0.28 2.25
-1.25 0.20 2.37
-1.50 0.12 2.49
-1.75 0.04 2.60
-2.00 -0.04 2.72
-2.25 0 2.85
-2.50 0 2.99
-2.75 0 3.12
-3.00 0 3.25

Loaded 10/3/2008 10/3/2008
11:54 AM 11:54 AM


10/03/08	10:23:30	0.88	0.83	0.89	2500 
10/03/08 10:23:33 0.88 0.83 0.89 4900
10/03/08 10:24:40 0.88 0.85 0.88 10000
10/03/08 10:24:58 0.88 0.85 0.88 750
10/03/08 10:25:05 0.88 0.85 0.88 11250
10/03/08 10:30:43 0.88 0.85 0.88 600
10/03/08 10:31:08 0.88 0.85 0.88 51
10/03/08 10:34:05 0.89 0.88 0.89 10
10/03/08 10:40:56 0.88 0.88 0.90 2
10/03/08 10:51:13 0.88 0.86 0.90 11
10/03/08 10:58:53 0.92 0.88 0.92 2
10/03/08 11:00:13 0.90 0.88 0.93 2
10/03/08 11:01:48 0.92 0.92 0.95 7
10/03/08 11:09:56 0.88 0.87 0.92 7
10/03/08 11:15:21 0.90 0.87 0.90 16
10/03/08 11:18:50 0.89 0.87 0.91 100
10/03/08 11:28:40 0.90 0.87 0.91 126
10/03/08 11:30:05 0.90 0.87 0.91 200
10/03/08 11:31:07 0.90 0.87 0.90 10
10/03/08 11:33:16 0.90 0.87 0.90 10
10/03/08 11:35:46 0.91 0.87 0.91 100
10/03/08 11:41:08 0.90 0.88 0.92 10
10/03/08 11:45:25 0.92 0.92 0.93 3
10/03/08 11:45:41 0.92 0.90 0.93 23
10/03/08 11:47:04 0.92 0.90 0.92 26
10/03/08 11:48:53 0.92 0.90 0.92 26
10/03/08 11:50:42 0.90 0.89 0.90 46
10/03/08 11:57:11 0.90 0.88 0.90 50
10/03/08 11:58:37 0.90 0.89 0.90 150
10/03/08 11:58:55 0.91 0.89 0.91 3
10/03/08 11:59:22 0.90 0.88 0.90 10
10/03/08 12:16:14 0.90 0.89 0.91 10
10/03/08 12:17:48 0.90 0.89 0.91 4
10/03/08 12:23:57 0.89 0.89 0.90 2
10/03/08 12:26:09 0.89 0.89 0.90 4
10/03/08 12:28:15 0.90 0.89 0.90 54
10/03/08 12:28:39 0.90 0.89 0.90 50
10/03/08 12:30:30 0.90 0.89 0.90 104
10/03/08 12:40:46 0.92 0.91 0.93 21
10/03/08 12:51:20 0.96 0.95 0.96 4
10/03/08 12:51:41 0.95 0.95 0.96 5
10/03/08 12:52:46 0.95 0.95 0.96 2
10/03/08 12:54:50 0.95 0.95 0.96 10
10/03/08 12:57:26 0.96 0.95 0.96 20
10/03/08 12:58:00 0.96 0.95 0.96 20
10/03/08 12:59:57 0.97 0.96 0.98 2
10/03/08 13:02:58 0.97 0.95 0.97 8
10/03/08 13:04:57 0.98 0.95 0.98 3
10/03/08 13:09:37 0.99 0.97 1.00 30
10/03/08 13:10:01 0.95 0.95 1.00 2
10/03/08 13:15:45 0.95 0.95 0.98 37
10/03/08 13:18:06 0.96 0.96 0.97 82
10/03/08 13:18:42 0.96 0.93 0.96 5
10/03/08 13:21:49 0.96 0.97 1.00 87
10/03/08 13:23:22 0.97 0.93 0.97 2
10/03/08 13:28:48 0.87 0.86 0.90 100
10/03/08 13:31:13 0.85 0.85 0.90 59
10/03/08 13:31:51 0.85 0.85 0.90 3
10/03/08 13:36:32 0.80 0.80 0.84 117
10/03/08 13:38:44 0.80 0.80 0.82 50
10/03/08 13:41:54 0.81 0.80 0.85 2
10/03/08 13:43:08 0.80 0.78 0.83 2
10/03/08 13:48:39 0.78 0.78 0.79 73
10/03/08 13:50:45 0.80 0.80 0.85 82
10/03/08 13:54:46 0.79 0.77 0.81 50
10/03/08 14:01:16 0.79 0.73 0.79 299
10/03/08 14:02:40 0.72 0.73 0.77 10
10/03/08 14:03:48 0.72 0.71 0.74 1
10/03/08 14:07:01 0.72 0.72 0.76 351
10/03/08 14:07:36 0.72 0.73 0.76 416
10/03/08 14:16:33 0.75 0.72 0.75 3
10/03/08 14:19:25 0.71 0.71 0.73 65
10/03/08 14:24:24 0.70 0.67 0.72 10
10/03/08 14:25:12 0.72 0.68 0.72 28
10/03/08 14:30:02 0.68 0.61 0.64 105
10/03/08 14:30:06 0.63 0.61 0.64 1
10/03/08 14:30:29 0.64 0.62 0.64 50
10/03/08 14:32:09 0.60 0.58 0.62 8
10/03/08 14:34:42 0.59 0.55 0.59 29
10/03/08 14:35:06 0.60 0.55 0.60 14
10/03/08 14:36:20 0.62 0.60 0.62 12
10/03/08 14:37:29 0.64 0.60 0.64 261
10/03/08 14:40:04 0.66 0.63 0.66 1
10/03/08 14:44:11 0.65 0.61 0.65 8
10/03/08 14:46:43 0.65 0.60 0.64 8
10/03/08 14:47:08 0.60 0.60 0.64 85
10/03/08 14:50:55 0.60 0.61 0.64 20
10/03/08 14:52:15 0.60 0.63 0.65 593

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Myself °¿°

10/06/08 9:22 AM

#2858 RE: Myself °¿° #2669

XLFKT Nov20c, XLFKU Nov21c ~ xlf

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2mo Daily
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XLF - 6 Months





Understanding Implied and Historical Volatility