Greeks
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Expiration Month: February March April
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Closing Returns Historical
Date Price 1-Day 10-Day 1-Month 2-Month 3-Month
2/3/2012 $26.74 $0.01 $0.01 17.19% 24.07% 29.16%

 
= Near-the-Money

Call Detail   Put Detail
Price Rho Vega Theta Gamma Delta Implied
Volatility
Strike Implied
Volatility
Delta Gamma Theta Vega Rho Price
14.68 0.00 0.01 -0.09 0.01 0.92 370% 12 156% -0.00 0.00 -0.00 0.00 0.00 0.01
13.68 0.00 0.01 -0.11 0.01 0.90 380% 13 141% -0.00 0.00 -0.00 0.00 0.00 0.01
12.90 0.00 0.00 -0.03 0.01 0.96 203% 14 127% -0.00 0.00 -0.00 0.00 0.00 0.01
11.70 0.01 0.00 -0.01 0.00 0.98 140% 15 107% -0.00 0.00 -0.00 0.00 0.00 0.00
10.75 0.01 0.00 -0.01 0.01 0.98 126% 16 103% -0.00 0.00 -0.00 0.00 0.00 0.01
9.77 0.01 0.00 -0.01 0.01 0.97 122% 17 85% -0.00 0.00 -0.00 0.00 0.00 0.00
9.07 0.01 0.01 -0.04 0.02 0.92 158% 18 75% -0.00 0.00 -0.00 0.00 0.00 0.00
7.72 0.01 0.00 -0.00 0.01 0.99 77% 19 71% -0.01 0.00 -0.00 0.00 0.00 0.01
6.72 0.01 0.00 -0.00 0.01 0.99 67% 20 57% -0.00 0.00 -0.00 0.00 0.00 0.00
5.72 0.01 0.00 -0.00 0.01 0.98 57% 21 48% -0.01 0.01 -0.00 0.00 0.00 0.00
4.72 0.01 0.00 -0.00 0.02 0.98 47% 22 43% -0.01 0.01 -0.00 0.00 0.00 0.01
3.75 0.01 0.00 -0.00 0.04 0.96 44% 23 37% -0.02 0.02 -0.00 0.00 0.00 0.01
2.75 0.01 0.01 -0.00 0.06 0.94 34% 24 28% -0.03 0.04 -0.00 0.00 0.00 0.01
1.77 0.01 0.01 -0.01 0.13 0.90 26% 25 23% -0.08 0.12 -0.01 0.01 -0.00 0.05
0.88 0.01 0.02 -0.01 0.29 0.75 20% 26 19% -0.24 0.30 -0.01 0.02 -0.00 0.14
0.25 0.00 0.02 -0.01 0.40 0.38 17% 27 16% -0.62 0.43 -0.01 0.02 -0.01 0.52
0.04 0.00 0.01 -0.00 0.18 0.09 17% 28 12% -0.97 0.10 -0.00 0.00 -0.01 1.30
0.01 0.00 0.00 -0.00 0.05 0.02 20% 29 2.28
0.00 0.00 0.00 -0.00 0.02 0.01 25% 30 26% -0.99 0.03 -0.00 0.00 -0.01 3.28
0.01 0.00 0.00 -0.00 0.02 0.02 34% 31 32% -0.99 0.02 -0.00 0.00 -0.01 4.28
0.01 0.00 0.00 -0.00 0.02 0.01 40% 32 38% -0.99 0.01 -0.00 0.00 -0.01 5.25
0.01 0.00 0.00 -0.00 0.01 0.01 45% 33 43% -0.99 0.01 -0.00 0.00 -0.01 6.28
0.01 0.00 0.00 -0.00 0.01 0.01 51% 34 49% -0.99 0.01 -0.00 0.00 -0.01 7.20

 

 

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