Replies to post #2858 on °¿°

[Myself °¿°]

Day limit for 7 XLFKU Nov21c @ .65...
That would be roughly 1/2 the price of my previous strike/entry.
Time for me to walk to the bus stop.............. L8r

Table for: XLFKU Nov21c, XLFKT Nov20c, XLFKW Nov23c

 
          Symbol       XLFKU       XLFKT       XLFKW             
                                                     
            Type  XLF Nov 08  XLF Nov 08  XLF Nov 08 
                     21 Call     20 Call     23 Call 
                                                     
                                                     
         Bid/Ask * 0.90/0.93 * 1.20/1.24 * 0.47/0.49 
           Delta      0.3862      0.4416      0.2894 
                                                     
  Expires (days)          46          46          46 
    Implied Vol.       76.67       78.28       73.50 
     1 Day Decay     -0.0256     -0.0264     -0.0229 
                                                     
   Intrinsic Val        0.00        0.00        0.00 
    Time Premium        0.92        1.22        0.48 
                                                     
       Stk Price     * 17.93     * 17.93     * 17.93 
                                                     
                                                     
            3.00        2.26        2.73        1.52 
            2.75        2.13        2.59        1.42 
            2.50        2.00        2.45        1.32 
            2.25        1.88        2.31        1.22 
            2.00        1.75        2.17        1.11 
            1.75        1.64        2.04        1.03 
            1.50        1.53        1.91        0.94 
            1.25        1.41        1.79        0.86 
            1.00        1.30        1.66        0.77 
            0.75        1.20        1.55        0.70 
            0.50        1.11        1.44        0.62 
            0.25        1.01        1.33        0.55 
                                                     
            0.00        0.92        1.22        0.48 
                                                     
           -0.25        0.82        1.11        0.41 
           -0.50        0.72        1.00        0.34 
           -0.75        0.63        0.89        0.26 
           -1.00        0.53        0.78        0.19 
           -1.25        0.45        0.68        0.13 
           -1.50        0.37        0.59        0.07 
           -1.75        0.29        0.50        0.02 
           -2.00        0.20        0.40       -0.04 
           -2.25        0.14        0.32           0 
           -2.50        0.07        0.24           0 
           -2.75        0.01        0.17           0 
           -3.00           0        0.09           0 
                                                     
          Loaded   10/6/2008   10/6/2008   10/6/2008 
                     7:28 AM     7:28 AM     7:28 AM 
 

[Myself °¿°]

XJZKQ Nov17c, xlf Hurry up and wait?

.


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XLF - 6 Months





Understanding Implied and Historical Volatility