Near Term Weekly Option Straddle Snapshot

| July 24, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
F Jul 27 9 $0.35 $0.40 33,985 22,258
AAPL Jul 27 600 $33.10 $34.00 33,974 11,545
BIDU Jul 27 115 $3.60 $3.71 26,165 8,610
BAC Jul 27 7 $0.23 $0.25 16,873 36,254
C Jul 27 25 $0.70 $0.74 16,603 6,244
CSCO Jul 27 15 $0.39 $0.41 15,584 975
JPM Jul 27 35 $0.86 $0.91 15,317 13,974
MSFT Jul 27 29 $0.55 $0.58 14,529 5,466
RIMM Jul 27 7 $0.34 $0.37 12,442 9,711
NFLX Jul 27 80 $12.95 $13.40 12,122 3,152

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