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Myself °¿°

09/30/08 10:29 AM

#2703 RE: Myself °¿° #2702

Day limit for oebvd Oct520p @11.30...
Trying to ensure a fill while compensating for the falling I/V during my walk to the bus stop
kind of tough balancing act
Hope it reaches the target, fills my order and backs off while I'm gone.
Hope nothing politically changes.

Table for: OEBJH Oct540c, oebvd Oct520p

 
Symbol OEBJH oebvd

Type OEX Oct 08 OEX Oct 08
540 Call 520 Put


Bid/Ask 17.70/19.00 14.00/15.50
Delta 0.4736 -0.3775

Expires (days) 17 17
Implied Vol. 46.11 46.11
1 Day Decay -0.6243 -0.5944

Intrinsic Val 0.00 0.00
Time Premium 18.35 14.75

Stk Price 533.76 533.76

Off-Target 9.74 9.74
Target 543.5 543.5

> 10.00 23.42 11.29
9.00 22.88 11.60
8.00 22.35 11.93
7.00 21.82 12.25
6.00 21.30 12.59
5.00 20.79 12.93
4.00 20.29 13.28
3.00 19.79 13.64
2.00 19.30 14.00
1.00 18.82 14.37

0.00 18.35 14.75

-1.00 17.88 15.13
-2.00 17.41 15.51
-3.00 16.95 15.90
-4.00 16.50 16.30
-5.00 16.06 16.71
-6.00 15.62 17.12
-7.00 15.19 17.54
-8.00 14.77 17.97
-9.00 14.36 18.41
-10.00 13.95 18.85

Loaded 9/30/2008 9/30/2008
7:17 AM 7:17 AM
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Myself °¿°

10/01/08 12:22 PM

#2738 RE: Myself °¿° #2702

considering 11.00 or under top 30m Bband Table for: OEBJH Oct540c, oebvd Oct520p

 
Symbol OEBJH oebvd

Type OEX Oct 08 OEX Oct 08
540 Call 520 Put


Bid/Ask 21.50/22.80 11.40/12.40
Delta 0.5362 -0.3239

Expires (days) 16 16
Implied Vol. 46.66 47.80
1 Day Decay -0.6958 -0.6278

Intrinsic Val 2.15 0.00
Time Premium 20.00 11.90

Stk Price 542.15 542.15

Off-Target 2.85 2.85
Target 545 545

3.00 23.78 10.95
> 2.75 23.64 11.03
2.50 23.50 11.10
2.25 23.37 11.18
2.00 23.23 11.26
1.75 23.09 11.34
1.50 22.96 11.42
1.25 22.82 11.50
1.00 22.69 11.58
0.75 22.55 11.66
0.50 22.42 11.74
0.25 22.28 11.82

0.00 22.15 11.90

-0.25 22.02 11.98
-0.50 21.88 12.06
-0.75 21.75 12.14
-1.00 21.61 12.22
-1.25 21.48 12.31
-1.50 21.35 12.39
-1.75 21.22 12.47
-2.00 21.08 12.55
-2.25 20.95 12.64
-2.50 20.82 12.72
-2.75 20.69 12.81
-3.00 20.56 12.89

Loaded 10/1/2008 10/1/2008
9:19 AM 9:19 AM