Near Term Weekly Option Straddle Snapshot

| April 30, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
PFE May 4 23 $0.49 $0.56 35,709 9,795
AAPL May 4 585 $16.95 $17.20 29,853 4,196
BAC May 4 8 $0.26 $0.28 28,506 8,048
AMZN May 4 230 $7.24 $7.45 12,184 3,419
AMZN May 4 235 $7.34 $7.55 11,929 3,613
C May 4 33 $0.89 $0.93 11,606 1,215
CSCO May 4 20 $0.40 $0.43 10,863 9,235
RIMM May 4 14 $0.70 $0.74 10,260 3,950
RIMM May 4 15 $0.91 $0.95 9,220 4,368
KO May 4 75 $1.50 $1.57 9,030 789

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