Analytics

Friday, July 22, 2011

Friday's Option Report

Today we find the S&P 500 up a little more. It's just kind of bouncing around the 1340 range. The volatility has diminished some and the margin/maintenance requirement has also been subdued. Today's maintenance requirement is at:
Maintenance Requirement $570.00

The underlying Futures Contract:


SPU11
FUTURES
1341.30
Last
-1.20
Change
0.00 (0)
Bid
1340.70 (0)
Ask
23,449
Vol
12:24:52 PM ET
Time

The "Greeks" of it all.

Greeks / NBBO

Symbol Bid Ask IV Delta Gamma Vega Theta
SPU1900P 0.00 0.00 41.17 0.01 0.00 -0.08 0.03

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