Near Term Weekly Option Straddle Snapshot

| May 25, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
BAC Jun 1 7 $0.35 $0.37 14,204 2,255
AAPL Jun 1 560 $16.15 $16.65 11,991 1,296
PFE Jun 1 22 $0.43 $0.47 11,186 543
ZNGA Jun 1 7 $0.70 $0.90 11,013 586
AAPL Jun 1 565 $15.95 $16.50 8,811 1,643
WMT Jun 1 65 $1.02 $1.07 5,578 173
JPM Jun 1 34 $1.29 $1.34 5,450 1,751
CHK Jun 1 16 $1.14 $1.25 5,218 1,085
MCD Jun 1 92.5 $2.42 $2.54 4,303 725
GE Jun 1 19 $0.45 $0.48 4,263 1,112

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