Analytics

Monday, August 1, 2011

Monday Morning S&P 500 Option Report

This morning we find a possible agreement in our Nation's Capital concerning the "Debt" crisis. The markets are rebounding on the news but my 900 PUT option has not traded so the numbers on margin/maintenance are still high. It will take a while for the options in the underlying S&P Futures contract to settle back down. Currently my margin/maintenance requirement is at: Maintenance Requirement $1044.00.

The "GEEKS" of it all:

Greeks / NBBO

Symbol Bid Ask IV Delta Gamma Vega Theta
SPU1900P 0.00 0.00 47.94 0.01 0.00 -0.14 0.07

The underlying Futures contract is at:

SPU11
FUTURES
1303.30
Last
+14.90
Change
1303.60 (3)
Bid
1304.00 (22)
Ask
2,038
Vol
8:13:45 AM ET
Time

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