Near Term Weekly Option Straddle Snapshot

| May 30, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
AAPL Jun 1 580 $10.05 $10.25 44,452 8,654
BAC Jun 1 7 $0.29 $0.31 22,870 19,973
RIMM Jun 1 11 $0.72 $0.77 18,488 10,447
RIMM Jun 1 10 $0.53 $0.56 12,074 4,213
AMZN Jun 1 210 $5.11 $5.39 11,956 2,356
JPM Jun 1 33 $0.81 $0.85 9,134 6,786
C Jun 1 26 $0.78 $0.82 8,751 5,665
GRPN Jun 1 11 $1.00 $1.10 7,723 3,133
XOM Jun 1 80 $1.10 $1.16 7,062 1,383
CAT Jun 1 90 $2.13 $2.23 6,629 1,594

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