JULY 08 LUMBER - CME OPTIONS
06/06/08 days to exp:  24   int. rate:  1.83%   calc. imp vol of *: 23.48%
  strike    last imp vol   delta   gamma theta-7    vega    prem iv-skew
   LBN08  243.90
 290.00C    0.10   30.57    0.02  0.0020   0.075   0.026   0.100   +7.09
 280.00C    0.10s  25.24    0.02  0.0028   0.074   0.030   0.100   +1.76
 270.00C    0.20s  21.90    0.04  0.0059   0.132   0.055   0.200   -1.58
 265.00C    0.40s  21.44    0.07  0.0099   0.230   0.087   0.400   -2.04
 260.00C    0.80s  21.15    0.12  0.0155   0.379   0.133   0.800   -2.33
 255.00C    1.50s  20.79    0.21  0.0221   0.554   0.183   1.500   -2.69
 250.00C    2.80s  21.00    0.33  0.0276   0.740   0.228   2.800   -2.48
 240.00C    8.10s  24.07*   0.61  0.0254   0.902   0.239   4.200   +0.59
 280.00P   36.20s  26.66    0.98  0.0033   0.090   0.037   0.100   +3.18
 270.00P   26.30s  22.49    0.96  0.0063   0.140   0.059   0.200   -0.99
 260.00P   16.90s  21.31    0.87  0.0156   0.381   0.134   0.800   -2.17
 250.00P    8.90s  21.03    0.67  0.0276   0.739   0.228   2.800   -2.45
 245.00P    6.20s  22.56*   0.52  0.0282   0.887   0.249   5.100   -0.92
 240.00P    4.20s  24.05*   0.38  0.0254   0.903   0.239   4.200   +0.57
 235.00P    2.80s  25.62    0.27  0.0208   0.820   0.210   2.800   +2.14
 230.00P    1.80s  26.95    0.19  0.0160   0.673   0.171   1.800   +3.47
 220.00P    0.70s  29.55    0.08  0.0081   0.371   0.097   0.700   +6.07
 210.00P    0.30s  33.11    0.04  0.0038   0.194   0.051   0.300   +9.63
 200.00P    0.10s  35.35    0.01  0.0015   0.076   0.022   0.100  +11.87