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Myself °¿°

08/07/09 10:01 AM

#39947 RE: Myself °¿° #39920

partial short, will stab it again on high provided I'm given the chance... for a daytrade
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Myself °¿°

08/12/09 10:50 AM

#40066 RE: Myself °¿° #39920

Taking a small taste short here @.71 swgtu Aug99p
if I can get it.
It should be about spy 101.05

Table for: swgtu Aug99p, SWGHV Aug100c

 
Symbol swgtu SWGHV
Type SPY Aug 09 SPY Aug 09
99 Put 100 Call

Bid/Ask 0.75/0.76 1.97/1.98
Stk Price 100.92 100.92
Delta -0.2539 0.6270
Expires (days) 9 9
Implied Vol. 24.40 23.19
1 Day Decay -0.0532 -0.0629
Intrinsic Val 0.00 0.92
Time Premium 0.76 1.06
Off-Target 0.13 0.13

1.00 0.50 2.60
0.90 0.53 2.54
0.80 0.55 2.48
0.70 0.58 2.41
0.60 0.60 2.35
0.50 0.63 2.29
0.40 0.65 2.23
0.30 0.68 2.16
0.20 0.70 2.10
> 0.10 0.73 2.04
0.00 0.76 1.98
-0.10 0.78 1.91
-0.20 0.81 1.85
-0.30 0.83 1.79
-0.40 0.86 1.72
-0.50 0.88 1.66
-0.60 0.91 1.60
-0.70 0.93 1.54
-0.80 0.96 1.47
-0.90 0.98 1.41
-1.00 1.01 1.35

Loaded 8/12/2009 8/12/2009
7:47 AM 7:47 AM
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Myself °¿°

08/12/09 3:24 PM

#40082 RE: Myself °¿° #39920

spy ~ swgtw Aug101p ~ swgtv Aug100p





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Understanding Implied and Historical Volatility