Near Term Weekly Option Straddle Snapshot

| April 25, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
AAPL Apr 27 610 $10.70 $11.15 71,269 9,288
BAC Apr 27 8 $0.30 $0.33 45,265 52,077
BIDU Apr 27 135 $3.01 $3.14 21,791 5,521
F Apr 27 12 $0.41 $0.44 16,042 18,831
NFLX Apr 27 85 $3.28 $3.42 13,213 9,151
C Apr 27 34 $0.72 $0.76 12,835 10,980
LVS Apr 27 60 $3.33 $3.36 12,320 4,254
LVS Apr 27 57.5 $3.32 $3.47 12,201 4,504
XOM Apr 27 87.5 $1.35 $1.47 11,625 2,920
CAT Apr 27 105 $2.36 $2.47 11,261 2,710

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