Near Term Weekly Option Straddle Snapshot

| June 20, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
BAC Jun 22 8 $0.26 $0.28 68,815 67,425
AAPL Jun 22 585 $7.10 $7.40 55,361 12,782
JPM Jun 22 37 $0.88 $0.90 36,750 7,386
JPM Jun 22 36 $0.86 $0.88 19,515 8,325
PG Jun 22 60 $0.69 $0.75 15,610 9,423
XOM Jun 22 85 $0.83 $0.87 14,102 3,399
C Jun 22 29 $0.74 $0.76 14,087 8,554
MSFT Jun 22 31 $0.40 $0.44 13,767 18,396
CAT Jun 22 87.5 $1.75 $1.84 12,429 2,641
X Jun 22 20 $0.74 $0.79 12,194 7,712

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