Near Term Weekly Option Straddle Snapshot

| July 12, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
AAPL Jul 13 600 $6.97 $7.24 45,636 15,342
AAPL Jul 13 595 $7.37 $7.64 32,490 11,777
FB Jul 13 31 $0.40 $0.50 17,166 6,173
JPM Jul 13 35 $1.54 $1.57 10,605 17,504
JPM Jul 13 34 $1.47 $1.51 9,163 15,560
PG Jul 13 62.5 $1.68 $1.75 7,603 436
INTC Jul 13 25 $0.42 $0.44 7,346 7,154
AMZN Jul 13 215 $3.28 $3.40 6,390 3,038
CSCO Jul 13 16 $0.23 $0.25 6,125 5,643
C Jul 13 26 $0.87 $0.90 5,646 5,869

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