Replies to post #2738 on °¿°

[Myself °¿°]

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 11.40/12.00 
           Delta      0.5365     -0.3237 
                                         
  Expires (days)          16          16 
    Implied Vol.       46.53       47.38 
     1 Day Decay     -0.6959     -0.6277 
                                         
   Intrinsic Val        2.20        0.00 
    Time Premium       19.95       11.70 
                                         
       Stk Price      542.20      542.20 
                                         
      Off-Target        2.80        2.80 
          Target         545         545 
                                         
            3.00       23.78       10.75 
       >    2.75       23.64       10.83 
            2.50       23.51       10.90 
            2.25       23.37       10.98 
            2.00       23.23       11.06 
            1.75       23.09       11.14 
            1.50       22.96       11.22 
            1.25       22.82       11.30 
            1.00       22.69       11.38 
            0.75       22.55       11.46 
            0.50       22.42       11.54 
            0.25       22.28       11.62 
                                         
            0.00       22.15       11.70 
                                         
           -0.25       22.02       11.78 
           -0.50       21.88       11.86 
           -0.75       21.75       11.94 
           -1.00       21.61       12.02 
           -1.25       21.48       12.11 
           -1.50       21.35       12.19 
           -1.75       21.22       12.27 
           -2.00       21.08       12.35 
           -2.25       20.95       12.44 
           -2.50       20.82       12.52 
           -2.75       20.69       12.61 
           -3.00       20.56       12.69 
                                         
          Loaded   10/1/2008   10/1/2008 
                     9:24 AM     9:24 AM