Near Term Weekly Option Straddle Snapshot

| September 11, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
BAC Sep 14 9 $0.26 $0.30 37,359 38,623
AAPL Sep 14 660 $18.55 $19.15 33,278 10,007
AIG Sep 14 33 $0.80 $0.86 18,926 6,466
FB Sep 14 19 $0.95 $1.05 17,054 36,231
FB Sep 14 20 $0.95 $1.10 16,615 12,229
JPM Sep 14 40 $0.86 $0.89 11,120 5,199
JPM Sep 14 39 $0.96 $1.00 9,755 6,871
C Sep 14 33 $1.14 $1.17 8,320 3,730
C Sep 14 32 $1.25 $1.28 7,312 4,783
AIG Sep 14 34 $0.89 $0.97 6,909 6,667

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