Market Data 
Markets
Replies to post #2787 on °¿°
10/03/08 11:35 AM
10/03/08 11:39 AM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask 21.30/22.80 10.40/11.80
Delta 0.5385 -0.3148
Expires (days) 14 14
Implied Vol. 49.22 49.33
1 Day Decay -0.7525 -0.6718
Intrinsic Val 2.51 0.00
Time Premium 19.54 11.10
Stk Price 542.51 542.51
Off-Target 2.99 2.99
Target 545.50 545.50
> 3.00 23.69 10.18
2.75 23.55 10.25
2.50 23.41 10.33
2.25 23.27 10.40
2.00 23.13 10.48
1.75 23.00 10.55
1.50 22.86 10.63
1.25 22.73 10.71
1.00 22.59 10.79
0.75 22.45 10.86
0.50 22.32 10.94
0.25 22.18 11.02
0.00 22.05 11.10
-0.25 21.92 11.18
-0.50 21.78 11.26
-0.75 21.65 11.34
-1.00 21.51 11.41
-1.25 21.38 11.50
-1.50 21.25 11.58
-1.75 21.11 11.66
-2.00 20.98 11.74
-2.25 20.85 11.82
-2.50 20.72 11.90
-2.75 20.59 11.98
-3.00 20.46 12.06
Loaded 10/3/2008 10/3/2008
8:37 AM 8:37 AM
10/03/08 11:48 AM
10/03/08 12:06 PM
10/03/08 12:37 PM
Symbol OEBJH oebvd
Type OEX Oct 08 OEX Oct 08
540 Call 520 Put
Bid/Ask 20.30/22.00 11.60/12.00
Delta 0.5199 -0.3315
Expires (days) 14 14
Implied Vol. 50.13 48.97
1 Day Decay -0.7514 -0.6832
Intrinsic Val 0.03 0.00
Time Premium 21.12 11.80
Stk Price 540.03 540.03
Off-Target 4.97 4.97
Target 545 545
> 5.00 23.82 10.21
4.50 23.55 10.36
4.00 23.27 10.51
3.50 23.00 10.67
3.00 22.73 10.83
2.50 22.46 10.98
2.00 22.20 11.14
1.50 21.93 11.31
1.00 21.67 11.47
0.50 21.41 11.63
0.00 21.15 11.80
-0.50 20.89 11.97
-1.00 20.63 12.13
-1.50 20.37 12.30
-2.00 20.12 12.47
-2.50 19.87 12.64
-3.00 19.61 12.82
-3.50 19.36 12.99
-4.00 19.12 13.17
-4.50 18.87 13.35
-5.00 18.63 13.53
Loaded 10/3/2008 10/3/2008
9:36 AM 9:36 AM
AI
