DECEMBER 08 HIGH GRADE COPPER - COMEX OPTIONS 06/06/08 days to exp: 167 int. rate: 1.83% calc. imp vol of *: 34.03% strike last imp vol delta gamma theta-7 vega prem iv-skew HGZ08 3.6045 5.0000C 0.0380s 35.06 0.10 0.0021 0.00316 0.00447 0.03800 +1.03 4.7500C 0.0585s 35.06 0.15 0.0027 0.00407 0.00569 0.05850 +1.03 4.5000C 0.0890s 35.11 0.21 0.0033 0.00507 0.00700 0.08900 +1.08 4.3000C 0.1225s 35.11 0.26 0.0038 0.00583 0.00800 0.12250 +1.08 4.2500C 0.1320s 35.03 0.28 0.0039 0.00599 0.00822 0.13200 +1.01 4.2000C 0.1430s 35.08 0.30 0.0040 0.00617 0.00845 0.14300 +1.06 4.1500C 0.1540s 35.03 0.31 0.0041 0.00632 0.00865 0.15400 +1.01 4.1000C 0.1650s 34.89 0.33 0.0042 0.00643 0.00884 0.16500 +0.86 4.0500C 0.1765s 34.73 0.35 0.0043 0.00653 0.00901 0.17650 +0.70 4.0000C 0.1895s 34.64 0.37 0.0044 0.00663 0.00917 0.18950 +0.62 3.9500C 0.2030s 34.51 0.39 0.0045 0.00671 0.00930 0.20300 +0.48 3.9000C 0.2175s 34.40 0.41 0.0046 0.00678 0.00942 0.21750 +0.37 3.8500C 0.2325s 34.23 0.43 0.0047 0.00681 0.00952 0.23250 +0.20 3.8000C 0.2490s 34.11 0.45 0.0047 0.00684 0.00959 0.24900 +0.08 3.7500C 0.2670s 34.03 0.47 0.0048 0.00685 0.00963 0.26700 +0.01 3.7000C 0.2865s 34.01 0.50 0.0048 0.00685 0.00965 0.28650 -0.02 3.6500C 0.3075s 34.03* 0.52 0.0048 0.00684 0.00963 0.30750 +0.01 3.6000C 0.3295s 34.03* 0.54 0.0047 0.00679 0.00957 0.32500 +0.01 3.5500C 0.3525s 34.01 0.57 0.0047 0.00671 0.00949 0.29800 -0.02 3.5000C 0.3770s 34.01 0.59 0.0046 0.00662 0.00937 0.27250 -0.02 3.4500C 0.4035s 34.11 0.61 0.0045 0.00651 0.00921 0.24900 +0.08 3.4000C 0.4315s 34.23 0.64 0.0044 0.00638 0.00902 0.22700 +0.20 3.3500C 0.4605s 34.33 0.66 0.0043 0.00622 0.00880 0.20600 +0.30 3.3000C 0.4910s 34.47 0.68 0.0042 0.00605 0.00855 0.18650 +0.45 3.2500C 0.5225s 34.57 0.71 0.0040 0.00585 0.00827 0.16800 +0.54 3.2000C 0.5555s 34.74 0.73 0.0038 0.00563 0.00797 0.15100 +0.71 3.1500C 0.5890s 34.81 0.75 0.0037 0.00538 0.00764 0.13450 +0.79 3.1000C 0.6240s 34.94 0.77 0.0035 0.00512 0.00729 0.11950 +0.91 3.0500C 0.6590s 34.91 0.79 0.0033 0.00482 0.00691 0.10450 +0.89 3.0000C 0.6955s 34.94 0.81 0.0031 0.00451 0.00652 0.09100 +0.91 2.9500C 0.7330s 34.94 0.83 0.0029 0.00419 0.00611 0.07850 +0.91 2.9000C 0.7715s 34.91 0.84 0.0027 0.00385 0.00569 0.06700 +0.89 2.8500C 0.8110s 34.89 0.86 0.0025 0.00351 0.00526 0.05650 +0.86 2.8000C 0.8520s 34.96 0.87 0.0023 0.00319 0.00485 0.04750 +0.93 2.7500C 0.8935s 34.96 0.89 0.0021 0.00286 0.00443 0.03900 +0.93 5.0000P 1.4225s 35.21 0.89 0.0021 0.00271 0.00450 0.02700 +1.18 4.7500P 1.1940s 34.99 0.85 0.0027 0.00365 0.00568 0.04850 +0.96 4.5000P 0.9760s 34.96 0.79 0.0033 0.00471 0.00697 0.08050 +0.93 4.3000P 0.8110s 34.94 0.73 0.0038 0.00554 0.00798 0.11550 +0.91 4.2500P 0.7715s 34.96 0.71 0.0039 0.00574 0.00821 0.12600 +0.93 4.2000P 0.7325s 34.96 0.70 0.0040 0.00593 0.00844 0.13700 +0.93 4.1500P 0.6940s 34.91 0.68 0.0041 0.00610 0.00864 0.14850 +0.89 4.1000P 0.6555s 34.79 0.66 0.0043 0.00623 0.00883 0.16000 +0.76 4.0500P 0.6175s 34.64 0.64 0.0044 0.00635 0.00900 0.17200 +0.62 4.0000P 0.5810s 34.57 0.62 0.0044 0.00648 0.00916 0.18550 +0.54 3.9500P 0.5450s 34.45 0.60 0.0045 0.00657 0.00930 0.19950 +0.42 3.9000P 0.5100s 34.33 0.58 0.0046 0.00666 0.00942 0.21450 +0.30 3.8500P 0.4755s 34.18 0.56 0.0047 0.00671 0.00952 0.23000 +0.15 3.8000P 0.4425s 34.07 0.54 0.0047 0.00676 0.00959 0.24700 +0.04 3.7500P 0.4110s 34.01 0.52 0.0048 0.00679 0.00963 0.26550 -0.02 3.7000P 0.3810s 34.00 0.50 0.0048 0.00681 0.00965 0.28550 -0.03 3.6500P 0.3525s 34.01* 0.47 0.0048 0.00682 0.00963 0.30700 -0.02 3.6000P 0.3250s 34.02* 0.45 0.0047 0.00679 0.00957 0.32500 -0.01 3.5500P 0.2985s 34.01 0.42 0.0047 0.00673 0.00949 0.29850 -0.02 3.5000P 0.2735s 34.02 0.40 0.0046 0.00665 0.00937 0.27350 -0.01 3.4500P 0.2505s 34.13 0.38 0.0045 0.00657 0.00921 0.25050 +0.10 3.4000P 0.2295s 34.30 0.35 0.0044 0.00647 0.00902 0.22950 +0.28 3.3500P 0.2085s 34.38 0.33 0.0043 0.00632 0.00880 0.20850 +0.35 3.3000P 0.1895s 34.52 0.31 0.0042 0.00617 0.00855 0.18950 +0.49 3.2500P 0.1715s 34.64 0.29 0.0040 0.00598 0.00827 0.17150 +0.62 3.2000P 0.1550s 34.81 0.26 0.0038 0.00579 0.00797 0.15500 +0.79 3.1500P 0.1390s 34.91 0.24 0.0037 0.00556 0.00764 0.13900 +0.89 3.1000P 0.1245s 35.06 0.22 0.0035 0.00532 0.00730 0.12450 +1.03 3.0500P 0.1100s 35.03 0.20 0.0033 0.00504 0.00692 0.11000 +1.01 3.0000P 0.0970s 35.08 0.18 0.0031 0.00475 0.00653 0.09700 +1.06 2.9500P 0.0850s 35.11 0.17 0.0029 0.00445 0.00613 0.08500 +1.08 2.9000P 0.0740s 35.11 0.15 0.0027 0.00414 0.00571 0.07400 +1.08 2.7500P 0.0465s 35.06 0.10 0.0021 0.00318 0.00444 0.04650 +1.03