NOVEMBER 08 LUMBER - CME OPTIONS
06/06/08 days to exp: 147   int. rate:  1.83%   calc. imp vol of *: 19.27%
  strike    last imp vol   delta   gamma theta-7    vega    prem iv-skew
   LBX08  254.00
 390.00C    0.50s  33.13    0.03  0.0011   0.074   0.105   0.500  +13.86
 360.00C    0.70s  29.64    0.04  0.0018   0.093   0.143   0.700  +10.37
 350.00C    0.80s  28.39    0.05  0.0021   0.101   0.162   0.800   +9.12
 340.00C    1.00s  27.52    0.06  0.0026   0.117   0.192   1.000   +8.25
 330.00C    1.20s  26.31    0.07  0.0031   0.130   0.222   1.200   +7.04
 310.00C    2.00s  24.35    0.11  0.0048   0.175   0.316   2.000   +5.08
 300.00C    2.60s  23.20    0.14  0.0061   0.200   0.375   2.600   +3.93
 290.00C    3.50s  22.13    0.19  0.0076   0.229   0.444   3.500   +2.86
 280.00C    4.70s  20.86    0.25  0.0094   0.253   0.516   4.700   +1.59
 270.00C    6.80s  20.15    0.34  0.0112   0.281   0.589   6.800   +0.88
 260.00C    9.70s  19.29*   0.45  0.0126   0.291   0.634   9.700   +0.02
 250.00P   10.30s  19.25*   0.42  0.0125   0.287   0.627  10.300   -0.02
 240.00P    6.60s  19.87    0.30  0.0108   0.265   0.562   6.600   +0.60
 230.00P    4.00s  20.50    0.20  0.0085   0.221   0.459   4.000   +1.23
 220.00P    2.30s  21.19    0.13  0.0061   0.168   0.344   2.300   +1.92
 210.00P    1.20s  21.68    0.07  0.0040   0.113   0.232   1.200   +2.41
 200.00P    0.60s  22.34    0.04  0.0023   0.071   0.145   0.600   +3.07