Implied Vola (%) |
Call Delta |
Change (%) |
Call Bid/Ask Mean |
Expiry |
Strike |
Days |
Put Bid/Ask Mean |
Change (%) |
Put Delta |
Implied Vola (%) |
34.97% |
68.54% |
-0.43 (-17.48) |
2.030 |
Jul 16, 2011 |
38.0 |
22 |
0.725 |
0.16 (28.32) |
-33.06% |
33.83% |
33.55% |
55.62% |
-0.33 (-19.19) |
1.390 |
Jul 16, 2011 |
39.0 |
22 |
1.105 |
0.25 (28.49) |
-45.27% |
32.65% |
32.40% |
42.08% |
-0.24 (-21.24) |
0.890 |
Jul 16, 2011 |
40.0 |
22 |
1.600 |
0.33 (25.98) |
-58.63% |
31.19% |
31.07% |
29.13% |
-0.16 (-23.13) |
0.515 |
Jul 16, 2011 |
41.0 |
22 |
2.240 |
0.41 (22.74) |
-71.61% |
30.12% |
31.70% |
62.69% |
-0.37 (-12.29) |
2.605 |
Aug 20, 2011 |
38.0 |
57 |
1.320 |
0.19 (17.33) |
-37.19% |
31.14% |
30.59% |
54.54% |
-0.32 (-13.61) |
2.000 |
Aug 20, 2011 |
39.0 |
57 |
1.715 |
0.25 (17.06) |
-45.49% |
30.05% |
29.62% |
45.84% |
-0.26 (-14.90) |
1.485 |
Aug 20, 2011 |
40.0 |
57 |
2.200 |
0.31 (16.09) |
-54.35% |
29.08% |
28.81% |
37.07% |
-0.20 (-15.81) |
1.065 |
Aug 20, 2011 |
41.0 |
57 |
2.775 |
0.36 (14.91) |
-63.34% |
28.18% |
|
|
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