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
2/2/2012 $26.49 ($0.00) $0.03 18.42% 24.21% 29.13%

 
= Near-the-Money

Call Detail   Put Detail
Price Rho Vega Theta Gamma Delta Implied
Volatility
Strike Implied
Volatility
Delta Gamma Theta Vega Rho Price
14.52 0.00 0.00 -0.01 0.00 0.98 195% 12 149% -0.00 0.00 -0.00 0.00 0.00 0.01
13.45 0.00 0.00 -0.04 0.01 0.95 235% 13 135% -0.00 0.00 -0.00 0.00 0.00 0.01
12.48 0.01 0.00 -0.00 0.00 0.99 133% 14 122% -0.00 0.00 -0.00 0.00 0.00 0.01
11.50 0.01 0.00 -0.01 0.00 0.98 135% 15 102% -0.00 0.00 -0.00 0.00 0.00 0.00
10.55 0.01 0.00 -0.01 0.01 0.97 138% 16 98% -0.00 0.00 -0.00 0.00 0.00 0.01
9.52 0.01 0.00 -0.01 0.01 0.97 116% 17 81% -0.00 0.00 -0.00 0.00 0.00 0.00
8.50 0.01 0.00 -0.01 0.01 0.98 96% 18 77% -0.01 0.00 -0.00 0.00 0.00 0.01
7.50 0.01 0.00 -0.01 0.01 0.97 84% 19 67% -0.01 0.01 -0.00 0.00 0.00 0.01
6.50 0.01 0.00 -0.01 0.02 0.97 73% 20 53% -0.00 0.00 -0.00 0.00 0.00 0.00
5.50 0.01 0.00 -0.01 0.02 0.97 62% 21 49% -0.01 0.01 -0.00 0.00 0.00 0.01
4.50 0.01 0.00 -0.00 0.03 0.96 51% 22 40% -0.01 0.01 -0.00 0.00 0.00 0.01
3.50 0.01 0.00 -0.00 0.04 0.95 41% 23 34% -0.02 0.03 -0.00 0.00 0.00 0.01
2.50 0.01 0.01 -0.00 0.07 0.94 31% 24 27% -0.04 0.06 -0.00 0.00 0.00 0.03
1.50 0.01 0.01 -0.00 0.14 0.91 20% 25 23% -0.12 0.15 -0.01 0.01 -0.00 0.08
0.57 0.01 0.02 -0.01 0.44 0.74 13% 26 21% -0.34 0.31 -0.01 0.02 -0.00 0.27
0.13 0.00 0.02 -0.01 0.39 0.26 15% 27 23% -0.65 0.28 -0.02 0.02 -0.01 0.84
0.02 0.00 0.01 -0.00 0.12 0.05 17% 28 31% -0.80 0.16 -0.02 0.01 -0.01 1.73
0.00 0.00 0.00 -0.00 0.03 0.01 20% 29 41% -0.85 0.10 -0.02 0.01 -0.01 2.71
0.00 0.00 0.00 -0.00 0.02 0.01 26% 30 49% -0.88 0.07 -0.02 0.01 -0.01 3.70
0.00 0.00 0.00 -0.00 0.01 0.01 31% 31 58% -0.89 0.06 -0.02 0.01 -0.01 4.70
0.01 0.00 0.00 -0.00 0.01 0.01 40% 32 77% -0.86 0.05 -0.03 0.01 -0.01 5.82
0.01 0.00 0.00 -0.00 0.01 0.01 46% 33 74% -0.91 0.04 -0.02 0.01 -0.01 6.70
0.01 0.00 0.00 -0.00 0.01 0.01 51% 34 81% -0.92 0.03 -0.02 0.01 -0.01 7.70

 

 

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