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 $5.50 $5.80 90,810 15,342
FB Jul 13 31 $0.30 $0.45 29,325 6,173
JPM Jul 13 34 $1.40 $1.47 23,823 15,560
WFC Jul 13 33 $1.02 $1.10 14,804 9,345
AMZN Jul 13 215 $2.67 $2.94 11,527 3,038
GOOG Jul 13 570 $5.95 $6.50 11,469 3,363
C Jul 13 25 $0.70 $0.74 10,908 2,388
C Jul 13 26 $0.87 $0.90 10,328 5,869
PG Jul 13 62.5 $1.25 $1.33 9,887 436
X Jul 13 20 $0.50 $0.55 9,735 3,112

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