SEPTEMBER 08 LUMBER - CME OPTIONS
06/06/08 days to exp:  84   int. rate:  1.83%   calc. imp vol of *: 20.04%
  strike    last imp vol   delta   gamma theta-7    vega    prem iv-skew
   LBU08  258.30
 350.00C    0.20s  28.76    0.02  0.0011   0.056   0.055   0.200   +8.72
 340.00C    0.30s  28.05    0.02  0.0016   0.076   0.075   0.300   +8.01
 320.00C    0.50s  24.94    0.04  0.0029   0.109   0.117   0.500   +4.90
 310.00C    0.80s  24.12    0.06  0.0042   0.151   0.163   0.800   +4.08
 300.00C    1.30s  23.32    0.10  0.0060   0.206   0.225   1.300   +3.27
 290.00C    2.20s  22.74    0.16  0.0085   0.279   0.304   2.200   +2.70
 280.00C    3.50s  21.70    0.23  0.0114   0.345   0.384   3.500   +1.66
 275.00C    4.50s  21.36    0.29  0.0128   0.378   0.424   4.500   +1.32
 270.00C    5.70s  20.90    0.35  0.0142   0.402   0.458   5.700   +0.86
 260.00C    9.00s  19.90*   0.49  0.0161   0.414   0.492   9.000   -0.14
 270.00P   17.30s  20.79    0.65  0.0143   0.395   0.457   5.600   +0.75
 260.00P   10.70s  19.91*   0.51  0.0161   0.414   0.492   9.000   -0.13
 250.00P    6.80s  21.51*   0.35  0.0139   0.418   0.461   6.800   +1.47
 240.00P    3.80s  22.11    0.23  0.0110   0.346   0.377   3.800   +2.07
 230.00P    2.00s  22.93    0.13  0.0076   0.253   0.272   2.000   +2.89
 220.00P    1.00s  23.91    0.07  0.0046   0.166   0.177   1.000   +3.87
 210.00P    0.50s  25.23    0.04  0.0026   0.103   0.109   0.500   +5.19
 200.00P    0.20s  25.83    0.02  0.0013   0.051   0.056   0.200   +5.79