Monday Option Report

This morning the S&P 500 is down a bit. It will be interesting to see what happens as we move closer to our Nation's debt crisis deadline. The margin/maintenance requirement is at: Maintenance Requirement $534.00.

 The "Geeks" of it all:

Greeks / NBBO

Symbol	Bid	Ask	IV	Delta	Gamma	Vega	Theta
SPU1900P	0.40	0.55	43.20	0.01	0.00	-0.10	0.04

The underlying Futures Contract is at:

SPU11 FUTURES

1331.50 Last

-9.50 Change

1331.30 (3) Bid

1331.60 (15) Ask

1,915 Vol

8:28:24 AM ET Time