Near Term Weekly Option Straddle Snapshot

| May 9, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
AAPL May 11 570 $10.35 $10.60 28,701 11,786
CSCO May 11 19 $1.12 $1.15 22,117 13,185
JPM May 11 41 $0.90 $0.92 13,754 4,922
BAC May 11 8 $0.33 $0.35 12,326 48,408
C May 11 31 $1.02 $1.04 7,268 4,130
MS May 11 15 $0.84 $0.88 7,086 729
ORCL May 11 28 $0.55 $0.59 6,467 1,228
MSFT May 11 31 $0.62 $0.66 5,664 5,130
AMZN May 11 225 $5.64 $5.80 5,324 3,447
LNKD May 11 110 $5.80 $6.15 4,613 2,693

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