Near Term Weekly Option Straddle Snapshot

| July 23, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
S Jul 27 3.5 $0.20 $0.22 32,887 4,054
BAC Jul 27 7 $0.26 $0.28 30,246 17,413
AAPL Jul 27 605 $32.20 $32.60 20,581 4,159
F Jul 27 9 $0.40 $0.43 13,811 11,185
BIDU Jul 27 105 $9.00 $9.45 13,397 2,765
GE Jul 27 20 $0.39 $0.41 13,063 6,414
MU Jul 27 6 $0.44 $0.46 11,360 11,842
JPM Jul 27 34 $1.00 $1.05 10,521 4,642
XOM Jul 27 85 $1.95 $2.01 9,784 2,371
JPM Jul 27 35 $0.98 $1.03 8,811 10,441

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