Thursday S&P 500 Futures Option Report

With the S&P still falling on worries of our Nation's debt crisis deadline getting closer, I find the margin/maintenance requirement on my 900 PUT option has gone higher. It is now at: Maintenance Requirement $933.00.

The "GEEKS" of it all:

Greeks / NBBO

Symbol	Bid	Ask	IV	Delta	Gamma	Vega	Theta
SPU1900P	0.40	0.55	42.19	0.01	0.00	-0.10	0.04

The underlying Futures contract is at:

SPU11 FUTURES

1297.90 Last

-1.00 Change

1297.90 (18) Bid

1298.20 (4) Ask

2,493 Vol

8:28:47 AM ET Time