Theoretical value and delta of futures options for next trading session. Strike prices across the page, futures prices down the page. Volatilities with a plus or minus range from last value. SEP 08 LUMBER - CME OPTIONS Evaluation date: 06/09/08 Expiration date: 08/29/08 # days: 81 Futures last: 258.30 Implied volatility: 20.04% Interest rate: 1.83% | 300.00 | 280.00 | 260.00 | 240.00 | 220.00 | | Call Put | Call Put | Call Put | Call Put | Call Put | 266.00 @24.00% | 2.34 +16 36.20 -84| 6.52 +34 20.47 -65| 15.0 +60 9.06 -40| 28.7 +83 2.80 -17| 46.3 +95 0.52 -4| @22.00% | 1.77 +13 35.63 -86| 5.61 +33 19.56 -67| 14.0 +60 8.10 -39| 28.1 +85 2.20 -15| 46.1 +97 0.33 -3| @20.00% | 1.27 +11 35.13 -89| 4.72 +31 18.66 -69| 13.1 +61 7.14 -38| 27.5 +87 1.65 -13| 46.0 +98 0.18 -2| @18.00% | 0.84 +8 34.70 -91| 3.85 +29 17.80 -71| 12.1 +62 6.19 -38| 27.0 +89 1.16 -10| 46.0 +98 0.09 -1| @16.00% | 0.50 +6 34.36 -94| 3.02 +26 16.97 -74| 11.2 +63 5.24 -37| 26.6 +92 0.75 -8| 46.0 +99 0.03 -1| 265.00 @24.00% | 2.19 +15 37.05 -85| 6.19 +33 21.12 -66| 14.4 +59 9.46 -41| 27.8 +82 2.97 -17| 45.3 +95 0.57 -4| @22.00% | 1.64 +13 36.50 -87| 5.29 +31 20.23 -68| 13.4 +59 8.50 -41| 27.2 +84 2.35 -16| 45.1 +96 0.36 -3| @20.00% | 1.16 +10 36.02 -89| 4.42 +29 19.36 -70| 12.5 +60 7.53 -40| 26.6 +86 1.78 -14| 45.0 +97 0.21 -2| @18.00% | 0.76 +8 35.62 -92| 3.58 +27 18.52 -73| 11.5 +60 6.57 -39| 26.1 +88 1.27 -11| 45.0 +98 0.10 -1| @16.00% | 0.44 +5 35.30 -94| 2.77 +24 17.71 -75| 10.6 +61 5.62 -38| 25.7 +91 0.83 -9| 45.0 +99 0.04 -1| 264.00 @24.00% | 2.04 +14 37.90 -86| 5.86 +32 21.79 -68| 13.8 +57 9.88 -42| 27.0 +81 3.15 -18| 44.4 +95 0.61 -5| @22.00% | 1.52 +12 37.37 -88| 4.98 +30 20.92 -69| 12.8 +58 8.91 -42| 26.4 +83 2.51 -16| 44.2 +96 0.39 -3| @20.00% | 1.06 +9 36.92 -90| 4.13 +28 20.07 -72| 11.9 +58 7.94 -42| 25.8 +85 1.92 -14| 44.0 +97 0.23 -2| @18.00% | 0.68 +7 36.54 -92| 3.31 +26 19.25 -74| 10.9 +59 6.98 -41| 25.2 +87 1.39 -12| 44.0 +98 0.11 -1| @16.00% | 0.39 +5 36.24 -95| 2.54 +23 18.47 -77| 10.0 +59 6.01 -40| 24.8 +90 0.93 -10| 44.0 +99 0.05 -1| 263.00 @24.00% | 1.91 +13 38.76 -86| 5.55 +31 22.48 -69| 13.2 +56 10.31 -44| 26.2 +80 3.34 -19| 43.4 +95 0.66 -5| @22.00% | 1.40 +11 38.25 -88| 4.69 +29 21.62 -71| 12.3 +56 9.34 -43| 25.5 +82 2.68 -17| 43.2 +96 0.43 -4| @20.00% | 0.97 +9 37.82 -91| 3.86 +27 20.79 -73| 11.3 +56 8.36 -43| 24.9 +84 2.07 -15| 43.0 +97 0.25 -3| @18.00% | 0.62 +7 37.47 -93| 3.06 +24 19.99 -75| 10.3 +57 7.39 -43| 24.4 +87 1.52 -13| 43.0 +98 0.13 -2| @16.00% | 0.34 +4 37.19 -95| 2.32 +21 19.25 -78| 9.41 +57 6.43 -42| 23.9 +89 1.03 -10| 43.0 +99 0.05 -1| 262.00 @24.00% | 1.78 +13 39.62 -87| 5.24 +30 23.17 -70| 12.7 +55 10.75 -45| 25.4 +79 3.54 -20| 42.5 +94 0.71 -5| @22.00% | 1.30 +10 39.14 -89| 4.40 +28 22.33 -72| 11.7 +55 9.78 -45| 24.7 +81 2.86 -18| 42.3 +95 0.47 -4| @20.00% | 0.89 +8 38.73 -91| 3.60 +25 21.52 -74| 10.7 +55 8.80 -45| 24.1 +83 2.23 -16| 42.1 +97 0.28 -3| @18.00% | 0.55 +6 38.40 -94| 2.83 +23 20.76 -77| 9.82 +55 7.83 -45| 23.5 +86 1.65 -14| 42.0 +98 0.15 -2| @16.00% | 0.30 +4 38.15 -96| 2.11 +20 20.04 -80| 8.85 +55 6.86 -44| 23.0 +88 1.14 -11| 42.0 +99 0.06 -1| 261.00 @24.00% | 1.65 +12 40.50 -88| 4.95 +28 23.88 -71| 12.2 +53 11.20 -46| 24.6 +78 3.74 -21| 41.6 +94 0.77 -6| @22.00% | 1.20 +10 40.04 -90| 4.13 +26 23.06 -73| 11.2 +53 10.23 -46| 23.9 +80 3.05 -19| 41.3 +95 0.51 -4| @20.00% | 0.81 +8 39.65 -92| 3.35 +24 22.27 -75| 10.2 +53 9.26 -46| 23.3 +82 2.40 -17| 41.1 +96 0.31 -3| @18.00% | 0.50 +5 39.34 -94| 2.61 +21 21.53 -78| 9.28 +53 8.28 -46| 22.7 +85 1.80 -15| 41.0 +98 0.16 -2| @16.00% | 0.27 +4 39.11 -96| 1.92 +18 20.84 -81| 8.31 +53 7.31 -46| 22.1 +87 1.26 -12| 41.0 +99 0.07 -1| 260.00 @24.00% | 1.54 +11 41.38 -88| 4.67 +27 24.59 -72| 11.6 +52 11.67 -48| 23.8 +77 3.96 -22| 40.6 +93 0.83 -6| @22.00% | 1.10 +9 40.94 -90| 3.88 +25 23.79 -74| 10.7 +52 10.70 -48| 23.1 +79 3.25 -20| 40.3 +95 0.56 -5| @20.00% | 0.74 +7 40.57 -93| 3.11 +23 23.03 -77| 9.73 +52 9.73 -48| 22.5 +81 2.58 -18| 40.1 +96 0.34 -3| @18.00% | 0.44 +5 40.28 -95| 2.40 +20 22.32 -79| 8.76 +51 8.76 -48| 21.8 +83 1.95 -16| 40.0 +97 0.19 -2| @16.00% | 0.23 +3 40.07 -96| 1.74 +17 21.66 -82| 7.78 +51 7.78 -48| 21.3 +86 1.39 -14| 40.0 +98 0.08 -1| 259.00 @24.00% | 1.43 +11 42.26 -89| 4.41 +26 25.32 -73| 11.1 +51 12.16 -49| 23.1 +76 4.19 -23| 39.7 +93 0.89 -7| @22.00% | 1.01 +9 41.85 -91| 3.63 +24 24.54 -76| 10.1 +50 11.19 -49| 22.3 +78 3.46 -21| 39.4 +94 0.61 -5| @20.00% | 0.67 +6 41.50 -93| 2.89 +22 23.81 -78| 9.22 +50 10.22 -50| 21.6 +80 2.77 -20| 39.2 +96 0.38 -4| @18.00% | 0.40 +5 41.23 -95| 2.20 +19 23.12 -81| 8.25 +50 9.25 -50| 21.0 +82 2.12 -17| 39.0 +97 0.21 -2| @16.00% | 0.20 +3 41.04 -97| 1.58 +16 22.49 -84| 7.28 +49 8.28 -50| 20.4 +85 1.53 -15| 39.0 +98 0.10 -1| 258.00 @24.00% | 1.32 +10 43.15 -90| 4.15 +25 26.06 -74| 10.6 +49 12.65 -50| 22.3 +75 4.42 -24| 38.8 +92 0.96 -7| @22.00% | 0.93 +8 42.76 -92| 3.39 +23 25.30 -77| 9.69 +49 11.69 -51| 21.6 +77 3.68 -23| 38.5 +94 0.66 -6| @20.00% | 0.61 +6 42.43 -94| 2.68 +20 24.59 -79| 8.73 +48 10.72 -51| 20.9 +79 2.97 -21| 38.2 +96 0.42 -4| @18.00% | 0.35 +4 42.18 -95| 2.02 +18 23.93 -82| 7.76 +48 9.76 -52| 20.2 +81 2.30 -18| 38.0 +97 0.23 -3| @16.00% | 0.18 +2 42.01 -97| 1.42 +15 23.33 -85| 6.80 +47 8.79 -52| 19.6 +84 1.68 -16| 38.0 +98 0.11 -2| 257.00 @24.00% | 1.23 +9 44.05 -90| 3.90 +24 26.81 -76| 10.1 +48 13.16 -52| 21.6 +74 4.67 -25| 37.8 +92 1.04 -8| @22.00% | 0.85 +7 43.68 -92| 3.17 +22 26.08 -78| 9.21 +47 12.20 -52| 20.8 +76 3.91 -24| 37.5 +94 0.72 -6| @20.00% | 0.55 +6 43.37 -94| 2.48 +19 25.39 -80| 8.25 +47 11.24 -53| 20.1 +78 3.18 -22| 37.3 +95 0.46 -4| @18.00% | 0.31 +4 43.14 -96| 1.85 +17 24.75 -83| 7.29 +46 10.28 -54| 19.4 +80 2.49 -20| 37.1 +97 0.26 -3| @16.00% | 0.15 +2 43.00 -97| 1.28 +14 24.19 -86| 6.34 +45 9.32 -54| 18.7 +82 1.84 -17| 37.0 +98 0.13 -2| 256.00 @24.00% | 1.14 +9 44.96 -91| 3.67 +23 27.57 -77| 9.70 +47 13.68 -53| 20.8 +73 4.93 -26| 36.9 +92 1.11 -8| @22.00% | 0.78 +7 44.60 -93| 2.96 +21 26.86 -79| 8.75 +46 12.73 -54| 20.0 +75 4.16 -25| 36.6 +93 0.78 -6| @20.00% | 0.49 +5 44.32 -95| 2.29 +18 26.20 -81| 7.79 +45 11.78 -54| 19.3 +76 3.41 -23| 36.3 +95 0.51 -5| @18.00% | 0.28 +3 44.10 -96| 1.69 +15 25.59 -84| 6.84 +44 10.83 -55| 18.6 +79 2.69 -21| 36.1 +96 0.30 -3| @16.00% | 0.13 +2 44.00 -98| 1.15 +12 25.06 -87| 5.90 +43 9.88 -56| 17.9 +81 2.02 -18| 36.0 +98 0.15 -2| 255.00 @24.00% | 1.05 +8 45.87 -91| 3.44 +22 28.34 -78| 9.24 +45 14.22 -54| 20.1 +72 5.20 -28| 36.0 +91 1.20 -9| @22.00% | 0.71 +6 45.53 -93| 2.76 +20 27.65 -80| 8.29 +44 13.27 -55| 19.3 +73 4.41 -26| 35.7 +93 0.85 -7| @20.00% | 0.45 +5 45.26 -95| 2.12 +17 27.02 -82| 7.35 +44 12.33 -56| 18.5 +75 3.64 -24| 35.4 +94 0.56 -5| @18.00% | 0.25 +3 45.06 -97| 1.54 +14 26.44 -85| 6.41 +42 11.39 -57| 17.8 +77 2.91 -22| 35.1 +96 0.33 -4| @16.00% | 0.11 +2 45.00 -98| 1.03 +11 25.93 -88| 5.47 +41 10.45 -58| 17.1 +80 2.21 -20| 35.0 +97 0.17 -2| 254.00 @24.00% | 0.97 +8 46.78 -92| 3.23 +21 29.12 -79| 8.80 +44 14.77 -56| 19.4 +71 5.48 -29| 35.1 +90 1.29 -9| @22.00% | 0.65 +6 46.47 -94| 2.56 +19 28.46 -81| 7.86 +43 13.83 -57| 18.6 +72 4.68 -27| 34.7 +92 0.92 -7| @20.00% | 0.40 +4 46.21 -95| 1.95 +16 27.84 -83| 6.92 +42 12.90 -58| 17.8 +74 3.89 -26| 34.4 +94 0.61 -6| @18.00% | 0.22 +3 46.03 -97| 1.40 +13 27.29 -86| 5.99 +41 11.97 -59| 17.0 +76 3.14 -24| 34.2 +95 0.37 -4| @16.00% | 0.10 +1 46.00 -98| 0.92 +10 26.82 -89| 5.07 +39 11.05 -60| 16.3 +78 2.42 -21| 34.0 +97 0.19 -3| 253.00 @24.00% | 0.89 +7 47.70 -92| 3.02 +20 29.91 -80| 8.36 +42 15.34 -57| 18.7 +70 5.78 -30| 34.2 +90 1.38 -10| @22.00% | 0.59 +6 47.40 -94| 2.38 +18 29.27 -82| 7.44 +41 14.41 -58| 17.9 +71 4.96 -29| 33.8 +92 1.00 -8| @20.00% | 0.36 +4 47.17 -96| 1.79 +15 28.68 -84| 6.51 +40 13.48 -59| 17.1 +73 4.16 -27| 33.5 +93 0.67 -6| @18.00% | 0.19 +2 47.00 -97| 1.27 +12 28.16 -87| 5.60 +39 12.57 -61| 16.3 +74 3.38 -25| 33.2 +95 0.41 -5| @16.00% | 0.08 +1 47.00 -98| 0.83 +10 27.72 -90| 4.69 +37 11.66 -62| 15.5 +77 2.64 -23| 33.0 +97 0.22 -3| 252.00 @24.00% | 0.82 +7 48.63 -93| 2.83 +19 30.72 -81| 7.95 +41 15.91 -58| 18.0 +68 6.08 -31| 33.3 +89 1.48 -10| @22.00% | 0.54 +5 48.35 -94| 2.21 +17 30.10 -83| 7.03 +40 15.00 -60| 17.2 +70 5.25 -30| 32.9 +91 1.08 -9| @20.00% | 0.32 +4 48.13 -96| 1.65 +14 29.53 -85| 6.12 +39 14.09 -61| 16.3 +71 4.44 -28| 32.6 +93 0.74 -7| @18.00% | 0.17 +2 48.00 -97| 1.15 +11 29.04 -88| 5.22 +37 13.18 -63| 15.5 +73 3.64 -27| 32.3 +95 0.46 -5| @16.00% | 0.07 +1 48.00 -98| 0.73 +9 28.62 -91| 4.33 +35 12.30 -64| 14.8 +75 2.88 -25| 32.1 +96 0.25 -3| 251.00 @24.00% | 0.76 +6 49.56 -93| 2.64 +18 31.53 -82| 7.54 +40 16.50 -60| 17.3 +67 6.40 -32| 32.4 +89 1.59 -11| @22.00% | 0.49 +5 49.29 -95| 2.05 +16 30.93 -84| 6.64 +39 15.60 -61| 16.5 +68 5.56 -31| 32.0 +90 1.17 -9| @20.00% | 0.29 +3 49.09 -96| 1.51 +13 30.39 -86| 5.74 +37 14.70 -63| 15.6 +70 4.73 -30| 31.6 +92 0.81 -7| @18.00% | 0.15 +2 49.00 -98| 1.04 +11 29.92 -89| 4.86 +35 13.82 -64| 14.8 +71 3.92 -28| 31.3 +94 0.51 -5| @16.00% | 0.06 +1 49.00 -99| 0.65 +8 29.53 -92| 3.99 +33 12.95 -66| 14.0 +73 3.13 -26| 31.1 +96 0.29 -4| 250.00 @24.00% | 0.69 +6 50.49 -94| 2.47 +17 32.35 -82| 7.15 +38 17.11 -61| 16.6 +66 6.73 -34| 31.5 +88 1.70 -12| @22.00% | 0.45 +4 50.24 -95| 1.90 +15 31.77 -85| 6.26 +37 16.22 -63| 15.8 +67 5.88 -33| 31.1 +90 1.27 -10| @20.00% | 0.26 +3 50.06 -97| 1.38 +12 31.26 -87| 5.38 +35 15.34 -64| 14.9 +68 5.03 -31| 30.7 +92 0.89 -8| @18.00% | 0.13 +2 50.00 -98| 0.94 +10 30.82 -90| 4.51 +34 14.47 -66| 14.1 +70 4.21 -30| 30.4 +94 0.57 -6| @16.00% | 0.05 +1 50.00 -99| 0.58 +7 30.46 -92| 3.67 +31 13.62 -68| 13.3 +72 3.41 -28| 30.2 +95 0.32 -4| Copyright, Barchart.com (312)-554-8122 http://www.barchart.com