Analytics

Thursday, August 4, 2011

Thursday S&P 500 Futures Option Report

With the Futures Markets still looking a little gloomy, my 900 PUT option is higher on the margin/maintenance requirements. Obviously Wall Street isn't happy with Capitol Hill's solution to the debt crisis. Maintenance Requirement $1176.00

The "Geeks" of it all: 

Greeks / NBBO

Symbol Bid Ask IV Delta Gamma Vega Theta
SPU1900P 0.40 0.55 40.99 0.01 0.00 -0.10 0.05

 The underlying Futures contract is at:

SPU11
FUTURES
1245.10
Last
-9.40
Change
1245.00 (1)
Bid
1245.20 (1)
Ask
2,461
Vol
7:55:14 AM ET
Time

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