Replies to post #3226 on °¿°

[Myself °¿°]

Test ODV5$
20scale
Table for: OEWXS Dec395p

 
          Symbol       OEWXS 
                             
            Type  OEX Dec 08 
                     395 Put 
                             
                             
         Bid/Ask* 23.40/25.40 
           Delta     -0.3867 
                             
  Expires (days)          32 
    Implied Vol.       66.77 
     1 Day Decay     -0.5538 
                             
   Intrinsic Val        0.00 
    Time Premium       24.40 
                             
       Stk Price    * 410.91 
                             
      Off-Target      -60.91 
          Target         350 
                             
           20.00     1742.00 
           18.00     1805.00 
           16.00     1869.00 
           14.00     1935.00 
           12.00     2003.00 
           10.00     2072.00 
            8.00     2142.00 
            6.00     2214.00 
            4.00     2288.00 
            2.00     2363.00 
                             
            0.00     2440.00 
                             
           -2.00     2518.00 
           -4.00     2597.00 
           -6.00     2678.00 
           -8.00     2761.00 
          -10.00     2846.00 
          -12.00     2932.00 
          -14.00     3020.00 
          -16.00     3110.00 
          -18.00     3201.00 
   \/     -20.00     3295.00 
                             
          Loaded  11/17/2008 
                     6:58 PM 
 

3scale
Table for: OEWXS Dec395p

 
          Symbol       OEWXS 
                             
            Type  OEX Dec 08 
                     395 Put 
                             
                             
         Bid/Ask* 23.40/25.40 
           Delta     -0.3867 
                             
  Expires (days)          32 
    Implied Vol.       66.77 
     1 Day Decay     -0.5538 
                             
   Intrinsic Val        0.00 
    Time Premium       24.40 
                             
       Stk Price    * 410.91 
                             
      Off-Target      -60.91 
          Target         350 
                             
            3.00     2325.00 
            2.75     2335.00 
            2.50     2344.00 
            2.25     2354.00 
            2.00     2363.00 
            1.75     2373.00 
            1.50     2382.00 
            1.25     2392.00 
            1.00     2401.00 
            0.75     2411.00 
            0.50     2421.00 
            0.25     2430.00 
                             
            0.00     2440.00 
                             
           -0.25     2450.00 
           -0.50     2459.00 
           -0.75     2469.00 
           -1.00     2479.00 
           -1.25     2488.00 
           -1.50     2498.00 
           -1.75     2508.00 
           -2.00     2518.00 
           -2.25     2528.00 
           -2.50     2538.00 
           -2.75     2547.00 
    \/     -3.00     2557.00 
                             
          Loaded  11/17/2008 
                     7:03 PM 
 

[Myself °¿°]

Watching VIX to add short December...
will short market strength today tomorrow
heading for the bus now so not doing anything but staying short...L8r

[Myself °¿°]

calced @375 low intraday pivot+/- and possible SPX 02 low
Table for: oewxs Dec395p

 
          Symbol       oewxs 
                             
            Type  OEX Dec 08 
                     395 Put 
                             
                             
         Bid/Ask 37.70/39.70 
           Delta     -0.5264 
                             
  Expires (days)          29 
    Implied Vol.       71.61 
     1 Day Decay     -0.5493 
                             
   Intrinsic Val       13.99 
    Time Premium       24.71 
                             
       Stk Price      381.01 
                             
      Off-Target       -6.01 
          Target         375 
                             
           10.00       33.66 
            9.00       34.14 
            8.00       34.63 
            7.00       35.12 
            6.00       35.62 
            5.00       36.12 
            4.00       36.62 
            3.00       37.14 
            2.00       37.65 
            1.00       38.17 
                             
            0.00       38.70 
                             
           -1.00       39.23 
           -2.00       39.76 
           -3.00       40.29 
           -4.00       40.84 
           -5.00       41.38 
      >    -6.00       41.93 
           -7.00       42.49 
           -8.00       43.05 
           -9.00       43.62 
          -10.00       44.19 
                             
          Loaded  11/20/2008 
                     7:09 AM 
 

[Myself °¿°]

day limit to sell 1 oewxs Dec395p @42 It's time...
to walk her to the bus stop. I can't ignore the gains.
I want my order to fill and have oex bounce while I'm gone so I can reenter the short side ............L8r

[Myself °¿°]

ODV5$ 20scale calced to 350...
Table for: oewxs Dec395p, oewxl Dec360p, oewxm Dec365p

 
          Symbol       oewxs       oewxl       oewxm 
                                                     
            Type  OEX Dec 08  OEX Dec 08  OEX Dec 08 
                     395 Put     360 Put     365 Put 
                                                     
                                                     
         Bid/Ask 44.40/46.40 25.40/27.40 27.70/29.70 
           Delta     -0.5984     -0.4266     -0.4520 
                                                     
  Expires (days)          28          28          28 
    Implied Vol.       68.37       73.25       72.53 
     1 Day Decay     -0.5399     -0.5476     -0.5529 
                                                     
   Intrinsic Val       28.92        0.00        0.00 
    Time Premium       16.48       26.40       28.70 
                                                     
       Stk Price      366.08      366.08      366.08 
                                                     
      Off-Target      -16.08      -16.08      -16.08 
          Target         350         350         350 
                                                     
           20.00     3436.00     1878.00     2059.00 
           18.00     3538.00     1946.00     2132.00 
           16.00     3641.00     2016.00     2206.00 
           14.00     3747.00     2087.00     2282.00 
           12.00     3854.00     2160.00     2360.00 
           10.00     3964.00     2236.00     2440.00 
            8.00     4075.00     2313.00     2522.00 
            6.00     4188.00     2391.00     2606.00 
            4.00     4304.00     2472.00     2692.00 
            2.00     4421.00     2555.00     2780.00 
                                                     
            0.00     4540.00     2640.00     2870.00 
                                                     
           -2.00     4660.00     2726.00     2961.00 
           -4.00     4782.00     2814.00     3054.00 
           -6.00     4906.00     2904.00     3149.00 
           -8.00     5032.00     2996.00     3246.00 
          -10.00     5160.00     3090.00     3345.00 
          -12.00     5290.00     3186.00     3446.00 
          -14.00     5422.00     3284.00     3550.00 
     >    -16.00     5556.00     3384.00     3655.00 
          -18.00     5692.00     3487.00     3763.00 
          -20.00     5830.00     3591.00     3873.00 
                                                     
          Loaded  11/21/2008  11/21/2008  11/21/2008 
                     7:57 AM     7:57 AM     7:57 AM