Implied Volatility Ratio Scan

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Implied Volatility Ratio Scan

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Calculate:		% out-of-the-money implied Put/Call Ratios
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Results for 0% Out-Of-The-Money Implied Put/Call Ratio Scan For Friday, January 02, 2009

Symbol	Call Symbol	Call Strike	Total Call Open Interest	Call Implied	Put Implied	Total Put Open Interest	Put Strike	Put Symbol	Put/Call IV Ratio
UST	UST AN	70.00	7,362	3.60 %	16.80 %	38,756	65.00	UST MM	466.67 %
PSD	PSD AF	30.00	4,101	26.60 %	83.70 %	2,805	25.00	PSD ME	314.66 %
SSO	SUC AL	38.00	9,695	78.30 %	219.00 %	4,128	11.00	SUA MK	279.69 %
MXIM	XIQ AV	12.50	19,269	46.60 %	93.00 %	1,889	10.00	XIQ MB	199.57 %
BPT	BPT AP	80.00	4,325	27.90 %	54.90 %	2,328	75.00	BPT MO	196.77 %
NTGR	TUD AV	12.50	7,308	41.60 %	75.80 %	1,590	10.00	TUD MB	182.21 %
UGI	UGI AE	25.00	5,148	28.50 %	51.20 %	2,337	22.50	UGI MX	179.65 %
PKI	PKI AC	15.00	1,732	43.70 %	77.00 %	2,112	12.50	PKI MV	176.20 %
CQB	CQB AC	15.00	26,528	48.60 %	85.10 %	31,796	12.50	CQB MV	175.10 %
WSO	WSO AI	45.00	3,618	40.90 %	71.40 %	1,663	40.00	WSO MH	174.57 %
PBT	PBT AC	15.00	3,816	36.90 %	64.40 %	2,710	12.50	PBT MV	174.53 %
PWE	PWE AV	12.50	21,159	37.60 %	65.20 %	9,757	10.00	PWE MB	173.40 %
THI	THI AF	30.00	4,138	31.40 %	53.80 %	1,994	25.00	THI ME	171.34 %
IM	IM AC	15.00	2,495	36.80 %	62.80 %	1,236	12.50	IM MV	170.65 %
NYB	NYB AV	12.50	14,260	50.00 %	84.50 %	5,287	10.00	NYB MB	169.00 %
MAS	MAS AV	12.50	35,611	48.80 %	81.10 %	44,782	10.00	MAS MB	166.19 %
T	TTW AF	30.00	408,450	25.40 %	42.10 %	391,865	29.00	T MO	165.75 %
SAI	SAI AD	20.00	11,398	24.50 %	40.00 %	8,231	17.50	SAI MW	163.27 %
VZ	VZ AG	35.00	242,147	26.90 %	43.90 %	250,746	32.50	VZ MZ	163.20 %
SYMC	SYQ AC	15.00	86,912	45.20 %	72.70 %	65,008	12.50	SYQ MV	160.84 %
OSIR	QIU AD	20.00	3,047	59.60 %	95.80 %	1,307	17.50	QIU MW	160.74 %
PHO	PHO AO	15.00	2,990	30.70 %	48.40 %	1,509	14.00	PHO MN	157.65 %
ED	ED AH	40.00	22,726	23.10 %	36.40 %	16,552	35.00	ED MG	157.58 %
L	L AF	30.00	11,745	50.40 %	78.50 %	5,392	25.00	L ME	155.75 %
SUG	SUG AC	15.00	1,528	41.00 %	63.70 %	14,878	12.50	SUG MV	155.37 %
1 2 3 4 5 6 7 8

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