Near Term Weekly Option Straddle Snapshot

| March 7, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
BAC Mar 9 8 $0.21 $0.23 23,759 47,059
AAPL Mar 9 535 $14.15 $14.35 17,723 11,801
C Mar 9 33 $0.75 $0.79 8,930 8,201
AMZN Mar 9 185 $4.29 $4.33 7,959 3,659
INTC Mar 9 27 $0.37 $0.39 6,192 7,000
BIDU Mar 9 135 $3.11 $3.18 5,365 5,983
F Mar 9 12 $0.31 $0.34 5,275 8,092
MSFT Mar 9 32 $0.45 $0.48 4,416 10,893
NFLX Mar 9 110 $4.43 $4.59 3,588 3,309
JPM Mar 9 40 $0.73 $0.75 3,540 7,956

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