Replies to post #3098 on °¿°

[Myself °¿°]

EDIT trying to compensate for expected i/v drain to target...
will add again a top channel line if given the chance


Table for: xjzxm Dec13p

 
          Symbol       xjzxm             
                             
            Type  XLF Dec 08 
                      13 Put 
                             
                             
         Bid/Ask   1.35/1.38 
           Delta     -0.3631 
                             
  Expires (days)          52 
    Implied Vol.       86.18 
     1 Day Decay     -0.0212 
                             
   Intrinsic Val        0.00 
    Time Premium        1.37 
                             
       Stk Price       13.77 
                             
      Off-Target        0.63 
          Target       14.40 
                             
            3.00        0.45 
            2.75        0.51 
            2.50        0.58 
            2.25        0.64 
            2.00        0.70 
            1.75        0.78 
            1.50        0.85 
            1.25        0.93 
            1.00        1.00 
       >    0.75        1.09 
            0.50        1.18 
            0.25        1.27 
                             
            0.00        1.37 
                             
           -0.25        1.46 
           -0.50        1.55 
           -0.75        1.64 
           -1.00        1.73 
           -1.25        1.83 
           -1.50        1.94 
           -1.75        2.05 
           -2.00        2.15 
           -2.25        2.28 
           -2.50        2.41 
           -2.75        2.53 
           -3.00        2.66 
                             
          Loaded  10/28/2008 
                     6:49 AM 
 

[Myself °¿°]

Not a chance... oh well.

[Myself °¿°]

didn't even come close to getting the i/v slide I expected

Table for: xjzxm Dec13p

 
          Symbol       xjzxm             
                             
            Type  XLF Dec 08 
                      13 Put 
                             
                             
         Bid/Ask   0.98/1.03 
           Delta     -0.2940 
                             
  Expires (days)          52 
    Implied Vol.       87.02 
     1 Day Decay     -0.0212 
                             
   Intrinsic Val        0.00 
    Time Premium        1.00 
                             
       Stk Price       14.95 
                             
      Off-Target        
          Target        
                             
            3.00        0.27 
            2.75        0.32 
            2.50        0.37 
            2.25        0.42 
            2.00        0.47 
            1.75        0.53 
            1.50        0.59 
            1.25        0.65 
            1.00        0.71 
            0.75        0.78 
            0.50        0.86 
            0.25        0.93 
                             
            0.00        1.00 
                             
           -0.25        1.08 
           -0.50        1.15 
           -0.75        1.23 
           -1.00        1.30 
           -1.25        1.39 
           -1.50        1.47 
           -1.75        1.56 
           -2.00        1.65 
           -2.25        1.75 
           -2.50        1.86 
           -2.75        1.96 
           -3.00        2.06 
                             
          Loaded  10/28/2008 
                    12:59 PM