Analytics

Friday, July 29, 2011

Friday's S&P Option Report

With our Nation's focus clearly on the debt crisis, the markets also are staying negative. The margin/maintenance requirement on my 900 PUT option has gone up some more today. It currently is at: Maintenance Requirement $969.00.

The "Geeks" of it all:

Greeks / NBBO

Symbol Bid Ask IV Delta Gamma Vega Theta
SPU1900P 0.40 0.55 41.89 0.01 0.00 -0.10 0.04

The underlying Futures Contract is at:

SPU11
FUTURES
1290.60
Last
-6.20
Change
1290.60 (1)
Bid
1290.70 (1)
Ask
1,548
Vol
8:15:47 AM ET
Time

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