Near Term Weekly Option Straddle Snapshot

| May 29, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
AAPL Jun 1 570 $12.60 $12.90 46,934 5,983
BAC Jun 1 7 $0.46 $0.50 28,299 11,881
AAPL Jun 1 575 $12.30 $12.75 27,218 3,475
JPM Jun 1 33 $1.11 $1.15 10,198 2,801
RIMM Jun 1 11 $0.55 $0.59 9,370 4,154
BAC Jun 1 8 $0.58 $0.62 9,194 2,737
ZNGA Jun 1 6 $0.40 $0.55 8,548 3,268
C Jun 1 27 $0.85 $0.89 8,176 3,428
CHK Jun 1 17 $0.95 $1.05 8,102 2,881
X Jun 1 22 $1.03 $1.06 7,506 4,749

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