Market Data 
Markets
Replies to post #2703 on °¿°
09/30/08 11:58 AM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask 18.90/20.00 12.90/13.60
Delta 0.4931 -0.3592
Expires (days) 17 17
Implied Vol. 45.71 44.92
1 Day Decay -0.6286 -0.5876
Intrinsic Val 0.00 0.00
Time Premium 19.45 13.25
Stk Price 536.35 536.35
Off-Target 7.15 7.15
Target 543.5 543.5
10.00 24.71 9.96
9.00 24.15 10.26
8.00 23.60 10.57
> 7.00 23.06 10.88
6.00 22.52 11.20
5.00 21.99 11.52
4.00 21.47 11.85
3.00 20.95 12.19
2.00 20.44 12.54
1.00 19.94 12.89
0.00 19.45 13.25
-1.00 18.96 13.61
-2.00 18.47 13.98
-3.00 17.99 14.35
-4.00 17.52 14.73
-5.00 17.06 15.12
-6.00 16.60 15.51
-7.00 16.16 15.91
-8.00 15.72 16.32
-9.00 15.28 16.74
-10.00 14.86 17.17
Loaded 9/30/2008 9/30/2008
8:56 AM 8:56 AM
09/30/08 1:31 PM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask 19.40/20.50 11.90/13.10
Delta 0.5088 -0.3444
Expires (days) 17 17
Implied Vol. 44.49 44.84
1 Day Decay -0.6310 -0.5811
Intrinsic Val 0.00 0.00
Time Premium 19.95 12.50
Stk Price 538.48 538.48
Off-Target 5.02 5.02
Target 543.5 543.5
/\ 5.00 22.57 10.85
4.50 22.30 11.00
4.00 22.03 11.16
3.50 21.76 11.33
3.00 21.50 11.49
2.50 21.24 11.65
2.00 20.98 11.82
1.50 20.72 11.99
1.00 20.46 12.16
0.50 20.20 12.33
0.00 19.95 12.50
-0.50 19.70 12.67
-1.00 19.44 12.84
-1.50 19.19 13.02
-2.00 18.94 13.20
-2.50 18.69 13.37
-3.00 18.45 13.55
-3.50 18.20 13.74
-4.00 17.96 13.92
-4.50 17.72 14.11
-5.00 17.48 14.29
Loaded 9/30/2008 9/30/2008
10:29 AM 10:29 AM
09/30/08 1:35 PM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask 20.00/21.50 11.30/12.50
Delta 0.5248 -0.3298
Expires (days) 17 17
Implied Vol. 43.79 45.10
1 Day Decay -0.6326 -0.5738
Intrinsic Val 0.64 0.00
Time Premium 20.11 11.90
Stk Price 540.64 540.64
Off-Target 2.86 2.86
Target 543.5 543.5
3.00 22.35 10.93
> 2.75 22.21 11.01
2.50 22.08 11.09
2.25 21.94 11.17
2.00 21.81 11.25
1.75 21.67 11.33
1.50 21.54 11.41
1.25 21.41 11.49
1.00 21.27 11.57
0.75 21.14 11.65
0.50 21.01 11.74
0.25 20.88 11.82
0.00 20.75 11.90
-0.25 20.62 11.98
-0.50 20.49 12.06
-0.75 20.36 12.15
-1.00 20.23 12.23
-1.25 20.10 12.31
-1.50 19.97 12.40
-1.75 19.84 12.48
-2.00 19.71 12.57
-2.25 19.58 12.65
-2.50 19.45 12.74
-2.75 19.33 12.82
-3.00 19.20 12.91
Loaded 9/30/2008 9/30/2008
10:34 AM 10:34 AM
09/30/08 1:46 PM
09/30/08 2:30 PM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask 20.70/22.00 11.00/11.50
Delta 0.5287 -0.3263
Expires (days) 17 17
Implied Vol. 44.72 43.93
1 Day Decay -0.6327 -0.5718
Intrinsic Val 1.16 0.00
Time Premium 20.19 11.25
Stk Price 541.16 541.16
Off-Target 2.34 2.34
Target 543.5 543.5
3.00 22.96 10.29
2.75 22.82 10.37
2.50 22.69 10.45
> 2.25 22.55 10.53
2.00 22.41 10.60
1.75 22.28 10.68
1.50 22.15 10.76
1.25 22.01 10.84
1.00 21.88 10.92
0.75 21.75 11.01
0.50 21.61 11.09
0.25 21.48 11.17
0.00 21.35 11.25
-0.25 21.22 11.33
-0.50 21.09 11.41
-0.75 20.95 11.49
-1.00 20.82 11.58
-1.25 20.69 11.66
-1.50 20.56 11.74
-1.75 20.43 11.83
-2.00 20.30 11.91
-2.25 20.17 11.99
-2.50 20.04 12.08
-2.75 19.91 12.16
-3.00 19.79 12.25
Loaded 9/30/2008 9/30/2008
11:29 AM 11:29 AM
09/30/08 4:19 PM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask* 21.90/23.20* 10.60/11.80
Delta 0.5457 -0.3110
Expires (days) 17 17
Implied Vol. 44.63 45.67
1 Day Decay -0.6329 -0.5628
Intrinsic Val 3.49 0.00
Time Premium 19.06 11.20
Stk Price * 543.49 * 543.49
Off-Target 0.01 0.01
Target 543.5 543.5
20.00 34.80 6.12
18.00 33.45 6.53
16.00 32.13 6.96
14.00 30.84 7.41
12.00 29.57 7.88
10.00 28.33 8.37
8.00 27.12 8.89
6.00 25.93 9.43
4.00 24.78 9.99
2.00 23.65 10.58
> 0.00 22.55 11.20
-2.00 21.47 11.83
-4.00 20.41 12.48
-6.00 19.39 13.17
-8.00 18.39 13.88
-10.00 17.43 14.61
-12.00 16.49 15.38
-14.00 15.58 16.18
-16.00 14.71 17.00
-18.00 13.86 17.86
-20.00 13.05 18.74
Loaded 9/30/2008 9/30/2008
1:20 PM 1:20 PM
10/01/08 9:31 AM
AI
