Market Data 
Markets
Replies to post #2961 on °¿°
10/10/08 2:35 PM
Symbol XJZLJ XJZLM xjzxj
Type XLF Dec 08 XLF Dec 08 XLF Dec 08
10 Call 13 Call 10 Put
Bid/Ask 4.45/4.60 2.63/2.75 0.95/0.99
Delta 0.8148 0.6291 -0.1852
Expires (days) 70 70 70
Implied Vol. 113.11 103.20 115.80
1 Day Decay -0.0121 -0.0170 -0.0120
Intrinsic Val 3.60 0.60 0.00
Time Premium 0.93 2.09 0.97
Stk Price 13.595 13.595 13.595
Off-Target -1.40 -1.40 -1.40
Target 12.20 12.20 12.20
3.00 7.08 4.74 0.53
2.75 6.86 4.56 0.56
2.50 6.64 4.38 0.58
2.25 6.42 4.19 0.61
2.00 6.20 4.01 0.64
1.75 5.98 3.84 0.68
1.50 5.77 3.66 0.71
1.25 5.55 3.49 0.75
1.00 5.34 3.32 0.78
0.75 5.14 3.16 0.83
0.50 4.93 3.00 0.88
0.25 4.73 2.85 0.92
0.00 4.53 2.69 0.97
-0.25 4.32 2.53 1.02
-0.50 4.12 2.38 1.06
-0.75 3.91 2.22 1.11
-1.00 3.71 2.06 1.16
-1.25 3.52 1.92 1.21
> -1.50 3.32 1.78 1.27
-1.75 3.13 1.63 1.33
-2.00 2.94 1.49 1.38
-2.25 2.76 1.37 1.46
-2.50 2.58 1.24 1.53
-2.75 2.41 1.12 1.60
-3.00 2.23 1.00 1.67
Loaded 10/10/2008 10/10/2008 10/10/2008
11:32 AM 11:32 AM 11:32 AM
10/16/08 9:18 AM
10/16/08 8:19 PM
Symbol XJZLJ xjzxj xjzxm
Type XLF Dec 08 XLF Dec 08 XLF Dec 08
10 Call 10 Put 13 Put
Bid/Ask 6.00/6.30 0.29/0.33 0.79/0.90
Delta 0.8832 -0.1168 -0.2529
Expires (days) 64 64 64
Implied Vol. 80.35 97.07 83.15
1 Day Decay -0.0123 -0.0122 -0.0199
Intrinsic Val 5.99 0.00 0.00
Time Premium 0.16 0.31 0.85
Stk Price 15.99 15.99 15.99
Off-Target -2.99 -2.99 -2.99
Target 13 13 13
5.00 10.75 0 0
4.50 10.28 0 0
4.00 9.80 0 0.04
3.50 9.33 0 0.12
3.00 8.86 0.02 0.20
2.50 8.40 0.06 0.29
2.00 7.94 0.10 0.38
1.50 7.49 0.15 0.49
1.00 7.03 0.19 0.59
0.50 6.59 0.25 0.72
0.00 6.15 0.31 0.84
-0.50 5.71 0.37 0.97
-1.00 5.27 0.43 1.10
-1.50 4.84 0.50 1.24
-2.00 4.41 0.57 1.39
-2.50 4.00 0.66 1.56
> -3.00 3.59 0.75 1.74
-3.50 3.20 0.86 1.94
-4.00 2.81 0.97 2.14
-4.50 2.45 1.11 2.38
-5.00 2.09 1.25 2.61
Loaded 10/16/2008 10/16/2008 10/16/2008
5:07 PM 5:07 PM 5:07 PM
10/22/08 5:41 PM
Expired Buy to Open 3 +XJZLJ Limit 4.90 -- 10/22/08 16:17:47 10/22/08
11/21/08 2:41 PM
AI
