NOVEMBER 08 HIGH GRADE COPPER - COMEX OPTIONS 06/06/08 days to exp: 144 int. rate: 1.83% calc. imp vol of *: 34.04% strike last imp vol delta gamma theta-7 vega prem iv-skew HGX08 3.6125 5.2500C 0.0175s 35.06 0.06 0.0014 0.00212 0.00265 0.01750 +1.02 5.0000C 0.0290s 35.16 0.09 0.0020 0.00299 0.00366 0.02900 +1.12 4.7500C 0.0465s 35.11 0.13 0.0026 0.00400 0.00484 0.04650 +1.07 4.5000C 0.0735s 35.06 0.19 0.0034 0.00514 0.00614 0.07350 +1.02 4.2500C 0.1145s 35.08 0.26 0.0041 0.00629 0.00744 0.11450 +1.05 4.2000C 0.1245s 35.06 0.28 0.0042 0.00650 0.00767 0.12450 +1.02 4.1500C 0.1355s 35.06 0.30 0.0043 0.00670 0.00789 0.13550 +1.02 4.1000C 0.1465s 34.96 0.32 0.0045 0.00686 0.00810 0.14650 +0.92 4.0500C 0.1575s 34.77 0.34 0.0046 0.00698 0.00828 0.15750 +0.73 4.0000C 0.1705s 34.69 0.36 0.0047 0.00712 0.00845 0.17050 +0.66 3.9500C 0.1835s 34.52 0.38 0.0048 0.00721 0.00860 0.18350 +0.49 3.9000C 0.1980s 34.40 0.40 0.0049 0.00730 0.00873 0.19800 +0.36 3.8500C 0.2135s 34.29 0.42 0.0050 0.00737 0.00884 0.21350 +0.25 3.8000C 0.2300s 34.16 0.45 0.0051 0.00741 0.00892 0.23000 +0.12 3.7500C 0.2480s 34.08 0.47 0.0051 0.00743 0.00897 0.24800 +0.05 3.7000C 0.2675s 34.03 0.49 0.0051 0.00743 0.00899 0.26750 +0.00 3.6500C 0.2885s 34.03* 0.52 0.0051 0.00742 0.00897 0.28850 +0.00 3.6000C 0.3110s 34.03* 0.55 0.0051 0.00736 0.00892 0.29850 +0.00 3.5500C 0.3345s 34.01 0.57 0.0050 0.00727 0.00883 0.27200 -0.03 3.5000C 0.3595s 34.01 0.60 0.0050 0.00716 0.00870 0.24700 -0.03 3.4500C 0.3865s 34.11 0.62 0.0049 0.00703 0.00854 0.22400 +0.07 3.4000C 0.4155s 34.28 0.65 0.0047 0.00688 0.00834 0.20300 +0.24 3.3500C 0.4450s 34.33 0.67 0.0046 0.00667 0.00811 0.18250 +0.29 3.3000C 0.4765s 34.50 0.70 0.0044 0.00646 0.00784 0.16400 +0.46 3.2500C 0.5085s 34.57 0.72 0.0042 0.00621 0.00755 0.14600 +0.53 3.2000C 0.5425s 34.74 0.74 0.0040 0.00595 0.00724 0.13000 +0.70 3.1500C 0.5770s 34.81 0.76 0.0038 0.00564 0.00689 0.11450 +0.78 3.1000C 0.6135s 35.01 0.78 0.0036 0.00535 0.00654 0.10100 +0.97 3.0500C 0.6495s 34.94 0.81 0.0034 0.00498 0.00615 0.08700 +0.90 3.0000C 0.6875s 35.01 0.82 0.0032 0.00462 0.00575 0.07500 +0.97 2.9500C 0.7260s 34.96 0.84 0.0029 0.00424 0.00534 0.06350 +0.92 2.9000C 0.7660s 34.99 0.86 0.0027 0.00386 0.00492 0.05350 +0.95 2.8500C 0.8070s 35.01 0.88 0.0025 0.00349 0.00451 0.04450 +0.97 2.8000C 0.8490s 35.06 0.89 0.0022 0.00312 0.00410 0.03650 +1.02 2.7500C 0.8920s 35.11 0.90 0.0020 0.00276 0.00370 0.02950 +1.07 5.2500P 1.6460s 36.13 0.93 0.0015 0.00181 0.00288 0.00850 +2.10 5.0000P 1.4070s 35.30 0.91 0.0020 0.00254 0.00370 0.01950 +1.27 4.7500P 1.1755s 35.06 0.87 0.0026 0.00359 0.00483 0.03800 +1.02 4.5000P 0.9540s 34.96 0.81 0.0034 0.00480 0.00613 0.06650 +0.92 4.2500P 0.7465s 34.96 0.73 0.0041 0.00604 0.00742 0.10900 +0.92 4.2000P 0.7070s 34.96 0.71 0.0042 0.00626 0.00766 0.11950 +0.92 4.1500P 0.6680s 34.91 0.69 0.0044 0.00647 0.00788 0.13050 +0.88 4.1000P 0.6295s 34.84 0.68 0.0045 0.00666 0.00809 0.14200 +0.80 4.0500P 0.5915s 34.72 0.66 0.0046 0.00681 0.00828 0.15400 +0.68 4.0000P 0.5545s 34.59 0.64 0.0047 0.00696 0.00845 0.16700 +0.56 3.9500P 0.5180s 34.45 0.62 0.0048 0.00708 0.00860 0.18050 +0.41 3.9000P 0.4830s 34.35 0.59 0.0049 0.00719 0.00873 0.19550 +0.31 3.8500P 0.4485s 34.20 0.57 0.0050 0.00727 0.00884 0.21100 +0.17 3.8000P 0.4160s 34.16 0.55 0.0051 0.00734 0.00892 0.22850 +0.12 3.7500P 0.3840s 34.03 0.52 0.0051 0.00738 0.00897 0.24650 +0.00 3.7000P 0.3545s 34.06 0.50 0.0051 0.00741 0.00899 0.26700 +0.02 3.6500P 0.3260s 34.06* 0.47 0.0051 0.00741 0.00897 0.28850 +0.02 3.6000P 0.2985s 34.03* 0.45 0.0051 0.00737 0.00892 0.29850 +0.00 3.5500P 0.2730s 34.08 0.42 0.0050 0.00731 0.00883 0.27300 +0.05 3.5000P 0.2480s 34.03 0.40 0.0050 0.00720 0.00870 0.24800 +0.00 3.4500P 0.2255s 34.13 0.37 0.0049 0.00709 0.00854 0.22550 +0.09 3.4000P 0.2050s 34.33 0.35 0.0047 0.00696 0.00834 0.20500 +0.29 3.3500P 0.1850s 34.42 0.32 0.0046 0.00679 0.00811 0.18500 +0.39 3.3000P 0.1670s 34.59 0.30 0.0044 0.00660 0.00785 0.16700 +0.56 3.2500P 0.1495s 34.69 0.27 0.0042 0.00636 0.00756 0.14950 +0.66 3.2000P 0.1335s 34.81 0.25 0.0040 0.00611 0.00724 0.13350 +0.78 3.1500P 0.1185s 34.91 0.23 0.0038 0.00583 0.00690 0.11850 +0.88 3.1000P 0.1055s 35.11 0.21 0.0036 0.00555 0.00655 0.10550 +1.07 3.0500P 0.0920s 35.08 0.19 0.0034 0.00521 0.00616 0.09200 +1.05 3.0000P 0.0800s 35.11 0.17 0.0032 0.00486 0.00576 0.08000 +1.07 2.9500P 0.0690s 35.11 0.15 0.0029 0.00450 0.00535 0.06900 +1.07 2.9000P 0.0590s 35.06 0.13 0.0027 0.00413 0.00493 0.05900 +1.02 2.7500P 0.0355s 35.06 0.09 0.0020 0.00305 0.00370 0.03550 +1.02