Near Term Weekly Option Straddle Snapshot

| October 5, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
BAC Oct 12 9.5 $0.40 $0.42 46,646 11,906
AAPL Oct 12 655 $21.00 $21.35 17,266 1,571
BAC Oct 12 9 $0.44 $0.46 15,343 10,515
AAPL Oct 12 650 $21.25 $21.70 14,700 2,465
F Oct 12 10 $0.29 $0.31 8,776 596
MSFT Oct 12 30 $0.60 $0.63 8,545 1,308
F Oct 12 10.5 $0.39 $0.42 6,812 461
C Oct 12 35 $1.18 $1.22 5,524 1,451
S Oct 12 5 $0.35 $0.39 4,980 694
CSCO Oct 12 19 $0.40 $0.42 4,977 383

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