Replies to post #3101 on °¿°

[Myself °¿°]

Sloppy I think. Charts stopped working. In 1@23.00

[AnderL]

jeez, short cover rally into FOMC? Maybe they are going to cut. Markets priced it in last meeting and there was no cut. Then the markets had a fit.

[Myself °¿°]

added 1 oexwc Nov415p @11.50

Table for: oxbwc Nov415p

 
          Symbol       oxbwc             
                             
            Type  OEX Nov 08 
                     415 Put 
                             
                             
         Bid/Ask 10.10/13.00 
           Delta     -0.2418 
                             
  Expires (days)          23 
    Implied Vol.       70.57 
     1 Day Decay     -0.6317 
                             
   Intrinsic Val        0.00 
    Time Premium       11.55 
                             
       Stk Price      467.72 
                             
            
                  
                             
            1.00       11.31 
            0.90       11.33 
            0.80       11.36 
            0.70       11.38 
            0.60       11.40 
            0.50       11.43 
            0.40       11.45 
            0.30       11.48 
            0.20       11.50 
            0.10       11.53 
                             
            0.00       11.55 
                             
           -0.10       11.57 
           -0.20       11.60 
           -0.30       11.62 
           -0.40       11.65 
           -0.50       11.67 
           -0.60       11.70 
           -0.70       11.72 
           -0.80       11.74 
           -0.90       11.77 
           -1.00       11.79 
                             
          Loaded  10/29/2008 
                    12:49 PM 
 

[Myself °¿°]

oex oxbwe Nov425p

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1mo Daily
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OEX - 6 Months





Understanding Implied and Historical Volatility

[Myself °¿°]

added 1 oexwc Nov415p @14 to my overall short position ... will sell sell this one @ the lower 60m Bband if I can get it today
Come on, turn these markets red!