Market Data 
Markets
Replies to post #3033 on °¿°
10/16/08 9:50 AM
Symbol XJZLJ XJZLM xjzxj xjzxm
Type XLF Dec 08 XLF Dec 08 XLF Dec 08 XLF Dec 08
10 Call 13 Call 10 Put 13 Put
Bid/Ask 6.05/6.25 3.65/3.75 0.25/0.28 0.82/0.88
Delta 0.8809 0.7433 -0.1191 -0.2567
Expires (days) 64 64 64 64
Implied Vol. 90.01 79.74 91.84 82.38
1 Day Decay -0.0124 -0.0200 -0.0123 -0.0199
Intrinsic Val 5.90 2.90 0.00 0.00
Time Premium 0.25 0.80 0.27 0.85
Stk Price 15.8989 15.8989 15.8989 15.8989
Off-Target 0.45 0.45 0.45 0.45
Target 16.35 16.35 16.35 16.35
1.00 7.03 4.44 0.15 0.59
0.90 6.94 4.37 0.16 0.62
0.80 6.85 4.29 0.17 0.64
0.70 6.77 4.22 0.18 0.67
0.60 6.68 4.15 0.19 0.70
> 0.50 6.59 4.07 0.21 0.72
0.40 6.50 4.00 0.22 0.75
0.30 6.41 3.92 0.23 0.77
0.20 6.33 3.85 0.24 0.80
0.10 6.24 3.77 0.25 0.82
0.00 6.15 3.70 0.27 0.85
-0.10 6.06 3.63 0.28 0.88
-0.20 5.97 3.55 0.29 0.90
-0.30 5.89 3.48 0.30 0.93
-0.40 5.80 3.40 0.31 0.95
-0.50 5.71 3.33 0.32 0.98
-0.60 5.62 3.25 0.34 1.00
-0.70 5.53 3.18 0.35 1.03
-0.80 5.45 3.11 0.36 1.06
-0.90 5.36 3.03 0.37 1.08
-1.00 5.27 2.96 0.38 1.11
Loaded 10/16/2008 10/16/2008 10/16/2008 10/16/2008
6:47 AM 6:47 AM 6:47 AM 6:47 AM
10/16/08 3:56 PM
Symbol XJZLJ XJZLM xjzxj xjzxm
Type XLF Dec 08 XLF Dec 08 XLF Dec 08 XLF Dec 08
10 Call 13 Call 10 Put 13 Put
Bid/Ask 6.00/6.30 3.60/3.85 0.29/0.33 0.79/0.91
Delta 0.8809 0.7434 -0.1191 -0.2566
Expires (days) 64 64 64 64
Implied Vol. 89.94 80.86 96.22 82.43
1 Day Decay -0.0124 -0.0200 -0.0123 -0.0199
Intrinsic Val 5.90 2.90 0.00 0.00
Time Premium 0.25 0.83 0.31 0.85
Stk Price 15.90 15.90 15.90 15.90
Off-Target -2.90 -2.90 -2.90 -2.90
Target 13 13 13 13
3.00 8.86 6.07 0.02 0.19
2.75 8.63 5.86 0.04 0.24
2.50 8.40 5.66 0.06 0.28
2.25 8.17 5.46 0.08 0.33
2.00 7.94 5.25 0.10 0.38
1.75 7.71 5.06 0.12 0.43
1.50 7.48 4.86 0.14 0.49
1.25 7.26 4.66 0.17 0.54
1.00 7.03 4.47 0.19 0.59
0.75 6.81 4.28 0.22 0.66
0.50 6.59 4.10 0.25 0.72
0.25 6.37 3.91 0.28 0.79
0.00 6.15 3.73 0.31 0.85
-0.25 5.93 3.54 0.34 0.91
-0.50 5.71 3.35 0.37 0.98
-0.75 5.49 3.17 0.40 1.04
-1.00 5.27 2.98 0.43 1.11
-1.25 5.06 2.81 0.47 1.18
-1.50 4.84 2.63 0.50 1.26
-1.75 4.63 2.45 0.54 1.33
-2.00 4.41 2.28 0.57 1.40
-2.25 4.21 2.12 0.62 1.49
-2.50 4.00 1.95 0.66 1.58
-2.75 3.80 1.79 0.71 1.67
> -3.00 3.60 1.63 0.76 1.75
Loaded 10/16/2008 10/16/2008 10/16/2008 10/16/2008
1:08 PM 1:08 PM 1:08 PM 1:08 PM
10/24/08 3:24 PM
Symbol xjzxm
Type XLF Dec 08
13 Put
Bid/Ask * 1.38/1.42
Delta -0.3385
Expires (days) 56
Implied Vol. 91.33
1 Day Decay -0.0214
Intrinsic Val 0.00
Time Premium 1.40
Stk Price * 14.15
Off-Target -3.15
Target 11
5.00 0.16
4.50 0.24
4.00 0.33
3.50 0.43
3.00 0.54
2.50 0.66
2.00 0.78
1.50 0.92
1.00 1.06
0.50 1.23
0.00 1.40
-0.50 1.57
-1.00 1.74
-1.50 1.94
-2.00 2.13
-2.50 2.36
> -3.00 2.60
-3.50 2.87
-4.00 3.14
-4.50 3.45
-5.00 3.76
Loaded 10/24/2008
12:27 PM
10/29/08 10:32 AM
Symbol xjzxm
Type XLF Dec 08
13 Put
Bid/Ask 1.00/1.02
Delta -0.3000
Expires (days) 51
Implied Vol. 86.73
1 Day Decay -0.0225
Intrinsic Val 0.00
Time Premium 1.01
Stk Price 14.86
Off-Target 0.84
Target 15.70
1.00 0.71
0.90 0.74
> 0.80 0.77
0.70 0.80
0.60 0.83
0.50 0.86
0.40 0.89
0.30 0.92
0.20 0.95
0.10 0.98
0.00 1.01
-0.10 1.04
-0.20 1.07
-0.30 1.10
-0.40 1.13
-0.50 1.16
-0.60 1.19
-0.70 1.22
-0.80 1.25
-0.90 1.28
-1.00 1.31
Loaded 10/29/2008
7:25 AM
12/05/08 9:51 AM
Symbol xjzxm
Type XLF Dec 08
13 Put
Bid/Ask 1.67/1.69
Delta -0.5981
Expires (days) 14
Implied Vol. 106.34
1 Day Decay -0.0397
Intrinsic Val 1.11
Time Premium 0.57
Stk Price 11.89
Off-Target -2.89
Target 9
Qty @ Price 10 @ 1.65
Cost 1650.00
3.00 260.00
2.75 350.00
2.50 440.00
2.25 530.00
2.00 620.00
1.75 730.00
1.50 850.00
1.25 970.00
1.00 1080.00
0.75 1230.00
0.50 1380.00
0.25 1530.00
0.00 1680.00
-0.25 1830.00
-0.50 1980.00
-0.75 2130.00
-1.00 2280.00
-1.25 2460.00
-1.50 2640.00
-1.75 2830.00
-2.00 3010.00
-2.25 3220.00
-2.50 3430.00
-2.75 3640.00
> -3.00 3840.00
Loaded 12/5/2008
6:52 AM
AI
