Replies to post #2797 on °¿°

[Myself °¿°]

642.50 Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask 20.90/22.00 11.20/12.40 
           Delta      0.5314     -0.3211 
                                         
  Expires (days)          14          14 
    Implied Vol.       48.81       50.29 
     1 Day Decay     -0.7523     -0.6763 
                                         
   Intrinsic Val        1.57        0.00 
    Time Premium       19.88       11.80 
                                         
       Stk Price      541.57      541.57 
                                         
      Off-Target        0.93        0.93 
          Target       542.5       542.5 
                                         
            1.00       21.98       11.48 
       >    0.90       21.93       11.51 
            0.80       21.88       11.54 
            0.70       21.82       11.58 
            0.60       21.77       11.61 
            0.50       21.72       11.64 
            0.40       21.66       11.67 
            0.30       21.61       11.70 
            0.20       21.56       11.74 
            0.10       21.50       11.77 
                                         
            0.00       21.45       11.80 
                                         
           -0.10       21.40       11.83 
           -0.20       21.34       11.86 
           -0.30       21.29       11.90 
           -0.40       21.24       11.93 
           -0.50       21.18       11.96 
           -0.60       21.13       11.99 
           -0.70       21.08       12.02 
           -0.80       21.02       12.06 
           -0.90       20.97       12.09 
           -1.00       20.92       12.12 
                                         
          Loaded   10/3/2008   10/3/2008 
                     9:40 AM     9:40 AM