Replies to post #2880 on °¿°

[Myself °¿°]

oex 496 if i can get it...
Table for: OEBJH Oct540c, oebvd Oct520p

 
          Symbol       OEBJH       oebvd             
                                         
            Type  OEX Oct 08  OEX Oct 08 
                    540 Call     520 Put 
                                         
                                         
         Bid/Ask   3.80/4.80 30.80/33.30 
           Delta      0.1802     -0.6786 
                                         
  Expires (days)          10          10 
    Implied Vol.       52.17       57.71 
     1 Day Decay     -0.5479     -0.7464 
                                         
   Intrinsic Val        0.00       21.55 
    Time Premium        4.30       10.50 
                                         
       Stk Price      498.45      498.45 
                                         
      Off-Target       -2.45       -2.45 
          Target         496         496 
                                         
            3.00        4.86       30.04 
            2.75        4.81       30.21 
            2.50        4.76       30.37 
            2.25        4.71       30.54 
            2.00        4.67       30.70 
            1.75        4.62       30.87 
            1.50        4.57       31.04 
            1.25        4.53       31.20 
            1.00        4.48       31.37 
            0.75        4.44       31.54 
            0.50        4.39       31.71 
            0.25        4.34       31.88 
                                         
            0.00        4.30       32.05 
                                         
           -0.25        4.25       32.22 
           -0.50        4.21       32.39 
           -0.75        4.16       32.56 
           -1.00        4.12       32.73 
           -1.25        4.08       32.90 
           -1.50        4.03       33.07 
           -1.75        3.99       33.24 
           -2.00        3.95       33.42 
           -2.25        3.90       33.59 
      >    -2.50        3.86       33.76 
           -2.75        3.82       33.94 
           -3.00        3.78       34.11 
                                         
          Loaded   10/7/2008   10/7/2008 
                     8:27 AM     8:27 AM 
 

[AnderL]

VIX is not moving as much as the markets are. Maybe yesterdays move in the VIX was over done. Or todays selling is systematic, orderly.