Option Trading Tools: Implied Volatilties Montage - SchaeffersResearch.com

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Implied Volatilities

Expiration Month: January February March

Ticker:

Closing		Returns		Historical
Date	Price	1-Day	10-Day	1-Month	2-Month	3-Month
1/2/2009	$15.20	$0.04	($0.00)	56.87%	71.56%	75.70%

= Near-the-Money

Call Detail				Put Detail
Symbol	Price	Implied Volatility	Strike	Implied Volatility	Price	Symbol
.NQAA	10.23	282%	5	226%	$0.01	.NQMA
.NQAI	6.22	143%	9	103%	$0.00	.NQMI
.NQAP	5.22	118%	10	97%	$0.01	.NQMP
.NQAL	4.22	95%	11	81%	$0.02	.NQML
.NQAV	2.73	64%	12.5	67%	$0.06	.NQMV
.NQAN	1.43	59%	14	61%	$0.28	.NQMN
.NQAC	0.76	55%	15	57%	$0.61	.NQMC
.NQAQ	0.32	52%	16	55%	$1.17	.NQMQ
.NQAW	0.07	52%	17.5	55%	$2.41	.NQMW
.NQAD	0.01	65%	20	72%	$4.85	.NQMD
.NQAX	0.00	76%	22.5	96%	$7.35	.NQMX
.NQAB	0.01	99%	24	108%	$8.85	.NQMB
.INQAE	0.01	101%	25	116%	$9.85	.INQME
.INQAA	0.01	108%	26	95%	$10.82	.INQMA
.INQAY	0.00	109%	27.5	104%	$12.32	.INQMY
.INQAF	0.00	123%	30	118%	$14.82	.INQMF
.INQAG	0.00	147%	35	141%	$19.83	.INQMG
.INQAH	0.00	167%	40	162%	$24.83	.INQMH
.INQAI	0.00	184%	45	179%	$29.83	.INQMI
.INQAJ	0.00	199%	50	195%	$34.83	.INQMJ
.INQAK	0.00	213%	55	209%	$39.83	.INQMK
.INQAL	0.00	225%	60	222%	$44.83	.INQML
.INQAM	0.00	237%	65	234%	$49.83	.INQMM
.INQAN	0.00	247%	70	293%	$54.85	.INQMN

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