Replies to post #2702 on °¿°

[Myself °¿°]

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 
 

[Myself °¿°]

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