1.050625 0.

049385

1.000135
0.000135
0.049389
S=105 CALLS PUTS
K dec 07 jan 08 apr 08 jul 08 jan 09 jan 10 dec 07 jan 08 apr 08
55 48.9
60 43.4 48.3 0.05
65 39 40.1 52.6 0.1 0.3
70 33.7 32.2 37.6 48.2 0.15 0.55
75 33.28 30.8 32.3 33.5 0.2 0.6
80 23.3 25.6 28.6 28.8 32.38 0.25 0.75
85 18.9 20.2 24.4 24.9 25.7 0.05 0.3 1.4
90 17.36 18 18.4 20.4 22.9 27 0.1 0.6 1.95
95 11.4 11.6 14.7 18.1 18.25 0.3 1.3 3.2
100 6.3 8.2 11 13.6 18 21.5 0.9 2.3 4.8
105 2.9 4.8 8.2 10.55 13.6 2.35 4.1 6.9
110 0.95 2.7 5.9 7.7 11.8 16.8 5.5 6.9 9.1
115 0.2 1.31 3.95 6.75 10.3 9.8 10.6 10.8
120 0.05 0.6 2.6 5.2 7.1 12.5 16.3 15 14.5
125 0.25 1.65 3.7 10.3 16.9 18.8
130 0.15 1.15 1.8 4.3 9.6 22.6 22.2
135 0.1 0.8 1.75 33.1
140 0.37 0.95 3.1 7.2
145 0.3 0.8
150 0.15 1.65 4.7
160 1.2 4
170 0.5
PUTS
jul 08 jan 09 jan 10

1.05
0.5 1.75
0.7 1.9
1.1 2.4
1.85 3.97
2.45 4.38
3.4 5.7 8.7
5.9 6.8
6.1 8.9 11.83
8 11
9.8 12.8 18.5
15 15.6
18 18.5 23.5
24.8
27.5 31.2

32.7 38.7
S=105 CALL- Premium IV Time Value PUT IV
K apr 08 apr 08
80 28.6 25 3.6 0.75 0
85 24.4 20 4.4 1.4 0
90 18.4 15 3.4 1.95 0
95 14.7 10 4.7 3.2 0
100 11 5 6 4.8 0
105 8.2 0 8.2 6.9 0
110 5.9 0 5.9 9.1 5
115 3.95 0 3.95 10.8 10
120 2.6 0 2.6 14.5 15
125 1.65 0 1.65 18.8 20
130 1.15 0 1.15 22.2 25
135 0.8 0 0.8 33.1 30
 Time Value

0.75
1.4
1.95
3.2
4.8
6.9
4.1
0.800000000000001
-0.5
-1.2
-2.8
3.1