Replies to post #3366 on °¿°

[Myself °¿°]

edit to fill today i/v needs to stay over 146.93 and xlf needs to hit 11.24
I'm not so sure xlf will hit 11.24 today
pump the i/v and fill it early then

Table for: xjzxm Dec13p

 
          Symbol       xjzxm 
            Type  XLF Dec 08 
                      13 Put 
                             
         Bid/Ask   1.68/1.73 
       Stk Price       11.53 
           Delta     -0.8174 
  Expires (days)           4 
    Implied Vol.      146.93 
     1 Day Decay     -0.0471 
   Intrinsic Val        1.47 
    Time Premium        0.24 
      Off-Target       -0.29 
     Qty @ Price   12 @ 1.56 
            Cost     1870.00 
            1.00        0.89 
            0.90        0.97 
            0.80        1.05 
            0.70        1.13 
            0.60        1.21 
            0.50        1.30 
            0.40        1.38 
            0.30        1.46 
            0.20        1.54 
            0.10        1.62 
            0.00        1.71 
           -0.10        1.79 
           -0.20        1.87 
      >    -0.30        1.95 
           -0.40        2.03 
           -0.50        2.11 
           -0.60        2.20 
           -0.70        2.28 
           -0.80        2.36 
           -0.90        2.44 
           -1.00        2.52 
                             
          Loaded  12/15/2008 
                    12:07 PM 
 

Table for: xjzxm Dec13p

 
          Symbol       xjzxm 
            Type  XLF Dec 08 
                      13 Put 
                             
         Bid/Ask   1.73/1.76 
       Stk Price       11.49 
           Delta     -0.8247 
  Expires (days)           4 
    Implied Vol.      149.43 
     1 Day Decay     -0.0458 
   Intrinsic Val        1.51 
    Time Premium        0.24 
      Off-Target       -0.25 
     Qty @ Price   12 @ 1.56 
            Cost     1870.00 
            1.00        0.92 
            0.90        1.00 
            0.80        1.09 
            0.70        1.17 
            0.60        1.25 
            0.50        1.33 
            0.40        1.42 
            0.30        1.50 
            0.20        1.58 
            0.10        1.66 
            0.00        1.75 
           -0.10        1.83 
           -0.20        1.91 
      >    -0.30        1.99 
           -0.40        2.07 
           -0.50        2.16 
           -0.60        2.24 
           -0.70        2.32 
           -0.80        2.40 
           -0.90        2.49 
           -1.00        2.57 
                             
          Loaded  12/15/2008 
                    12:13 PM 
 

Table for: xjzxm Dec13p

 
          Symbol       xjzxm 
                             
            Type  XLF Dec 08 
                      13 Put 
                             
                             
         Bid/Ask   1.74/1.77 
           Delta     -0.8247 
                             
  Expires (days)           4 
    Implied Vol.      152.40 
     1 Day Decay     -0.0458 
                             
   Intrinsic Val        1.51 
    Time Premium        0.24 
                             
       Stk Price       11.49 
                             
      Off-Target       -0.25 
          Target       11.24 
                             
     Qty @ Price   12 @ 1.56 
            Cost     1870.00 
                             
            1.00        0.93 
            0.90        1.01 
            0.80        1.10 
            0.70        1.18 
            0.60        1.26 
            0.50        1.34 
            0.40        1.43 
            0.30        1.51 
            0.20        1.59 
            0.10        1.67 
                             
            0.00        1.75 
                             
           -0.10        1.84 
           -0.20        1.92 
      >    -0.30        2.00 
           -0.40        2.08 
           -0.50        2.17 
           -0.60        2.25 
           -0.70        2.33 
           -0.80        2.41 
           -0.90        2.50 
           -1.00        2.58 
                             
          Loaded  12/15/2008 
                    12:22 PM