Analytics

Thursday, July 21, 2011

Thursday Futures Option Report

The 900 PUT option I sold has a little higher margin/maintenance requirement today, even though the market is still moving slowly up. Today's maintenance requirement is: Maintenance Requirement $773.00

The underlying Futures contract is currently at:

SPU11
FUTURES
1327.30
Last
+6.00
Change
1327.60 (10)
Bid
1328.00 (5)
Ask
3,726
Vol
8:30:11 AM ET
Time

Greeks / NBBO

Symbol Bid Ask IV Delta Gamma Vega Theta
SPU1900P 0.40 0.55 41.25 0.01 0.00 -0.10 0.04                                   
 
      

No comments:

Post a Comment