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
2/6/2012 $26.72 ($0.00) $0.00 16.95% 23.86% 29.05%

 
= Near-the-Money

Call Detail   Put Detail
Price Rho Vega Theta Gamma Delta Implied
Volatility
Strike Implied
Volatility
Delta Gamma Theta Vega Rho Price
14.50 0.00 0.01 -0.14 0.01 0.92 451% 12 162% -0.00 0.00 -0.00 0.00 0.00 0.00
13.50 0.00 0.01 -0.14 0.01 0.91 414% 13 158% -0.00 0.00 -0.00 0.00 0.00 0.01
12.30 0.00 0.01 -0.10 0.01 0.92 330% 14 142% -0.00 0.00 -0.00 0.00 0.00 0.01
11.57 0.00 0.00 -0.01 0.01 0.98 163% 15 119% -0.00 0.00 -0.00 0.00 0.00 0.00
10.55 0.00 0.01 -0.13 0.01 0.88 330% 16 107% -0.00 0.00 -0.00 0.00 0.00 0.00
9.55 0.00 0.01 -0.13 0.01 0.86 301% 17 95% -0.00 0.00 -0.00 0.00 0.00 0.00
8.68 0.01 0.00 -0.01 0.01 0.97 117% 18 84% -0.00 0.00 -0.00 0.00 0.00 0.00
7.72 0.01 0.00 -0.01 0.01 0.98 93% 19 73% -0.00 0.00 -0.00 0.00 0.00 0.00
6.72 0.01 0.00 -0.01 0.01 0.98 81% 20 69% -0.01 0.01 -0.00 0.00 0.00 0.01
5.72 0.01 0.00 -0.01 0.02 0.98 69% 21 58% -0.01 0.01 -0.00 0.00 0.00 0.01
4.72 0.01 0.00 -0.00 0.02 0.97 58% 22 44% -0.01 0.01 -0.00 0.00 0.00 0.00
3.72 0.01 0.00 -0.00 0.03 0.96 46% 23 41% -0.02 0.03 -0.00 0.00 0.00 0.01
2.72 0.01 0.00 -0.00 0.05 0.96 34% 24 31% -0.03 0.04 -0.00 0.00 0.00 0.01
1.74 0.01 0.01 -0.01 0.12 0.92 26% 25 24% -0.07 0.11 -0.01 0.01 -0.00 0.04
0.83 0.01 0.01 -0.01 0.31 0.76 21% 26 20% -0.22 0.31 -0.01 0.01 -0.00 0.13
0.22 0.00 0.02 -0.01 0.42 0.37 18% 27 18% -0.63 0.44 -0.01 0.02 -0.01 0.52
0.04 0.00 0.01 -0.01 0.17 0.08 19% 28 16% -0.94 0.14 -0.01 0.00 -0.01 1.33
0.01 0.00 0.00 -0.00 0.05 0.02 23% 29 20% -0.99 0.03 -0.00 0.00 -0.01 2.30
0.00 0.00 0.00 -0.00 0.02 0.01 28% 30 39% -0.94 0.06 -0.01 0.00 -0.01 3.30
0.01 0.00 0.00 -0.00 0.02 0.02 38% 31 48% -0.95 0.04 -0.01 0.00 -0.01 4.30
0.00 0.00 0.00 -0.00 0.01 0.01 41% 32 56% -0.96 0.03 -0.01 0.00 -0.01 5.30
0.01 0.00 0.00 -0.00 0.01 0.01 51% 33 63% -0.96 0.03 -0.01 0.00 -0.01 6.30
0.01 0.00 0.00 -0.00 0.01 0.01 57% 34 71% -0.96 0.02 -0.01 0.00 -0.01 7.30

 

 

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