Analytics

Tuesday, July 26, 2011

Tuesday S&P 500, 900 PUT Option Report

Not much happening yet this morning. Almost like everybody's waiting for Congress to do their thing. My margin/maintenance requirement on the 900 PUT option is up just a bit. Maintenance Requirement $632.00.

The "Geeks" of it all:

Greeks / NBBO

Symbol Bid Ask IV Delta Gamma Vega Theta
SPU1900P 0.40 0.55 44.01 0.01 0.00 -0.09 0.04

The underlying Futures Contract is at:

SPU11
FUTURES
1336.10
Last
+2.60
Change
1336.00 (2)
Bid
1336.30 (5)
Ask
1,402
Vol
8:25:19 AM ET
Time

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