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Greeks
Expiration Month: October November December
Ticker:

Closing Returns Historical
Date Price 1-Day 10-Day 1-Month 2-Month 3-Month
10/6/2008 $16.93 ($0.02) ($0.09) 63.14% 50.38% 46.36%

 
= Near-the-Money

Call Detail   Put Detail
Symbol Price Rho Vega Theta Gamma Delta Implied
Volatility
Strike Implied
Volatility
Delta Gamma Theta Vega Rho Price Symbol
.NQJC 2.27 0.00 0.01 -0.02 0.11 0.87 90% 15 86% -0.13 0.11 -0.02 0.01 -0.00 0.31 .NQVC
.NQJS 0.91 0.00 0.01 -0.03 0.21 0.50 78% 17 74% -0.49 0.21 -0.03 0.01 -0.00 0.95 .NQVS
.NQJR 0.49 0.00 0.01 -0.03 0.18 0.31 74% 18 70% -0.69 0.18 -0.03 0.01 -0.00 1.52 .NQVR
.NQJT 0.24 0.00 0.01 -0.02 0.13 0.17 72% 19 67% -0.83 0.13 -0.02 0.01 -0.00 2.29 .NQVT
.NQJD 0.13 0.00 0.00 -0.01 0.08 0.08 75% 20 56% -0.92 0.08 -0.01 0.00 -0.01 3.13 .NQVD
.NQJU 0.06 0.00 0.00 -0.01 0.04 0.03 75% 21 55% -0.97 0.04 -0.01 0.00 -0.01 4.09 .NQVU
.NQJZ 0.05 0.00 0.00 -0.00 0.02 0.01 82% 22 65% -0.99 0.02 -0.00 0.00 -0.01 5.09 .NQVZ
.NQJY 0.03 0.00 0.00 -0.00 0.01 0.00 87% 23 75% -1.00 0.01 -0.00 0.00 -0.01 6.09 .NQVY
.NQJB 0.03 0.00 0.00 0.00 0.00 0.00 94% 24 83% -1.00 0.00 -0.00 0.00 -0.01 7.09 .NQVB
.INQJE 0.02 0.00 0.00 0.00 0.00 0.00 100% 25 92% -1.00 0.00 -0.00 0.00 -0.01 8.10 .INQVE
.INQJA 0.01 0.00 0.00 0.00 0.00 0.00 104% 26 100% -1.00 0.00 -0.00 0.00 -0.01 9.10 .INQVA
.INQJY 0.02 0.00 0.00 0.00 0.00 0.00 119% 27.5 111% -1.00 0.00 -0.00 0.00 -0.01 10.60 .INQVY
.INQJC 0.01 0.00 0.00 0.00 0.00 0.00 120% 29 122% -1.00 0.00 -0.00 0.00 -0.01 12.10 .INQVC
.INQJF 0.00 0.00 0.00 0.00 0.00 0.00 117% 30 128% -1.00 0.00 -0.00 0.00 -0.01 13.10 .INQVF

 

 

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