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Strategies & Market Trends : Canadian Options -- Ignore unavailable to you. Want to Upgrade?

To: notredame who wrote (1485)	2/28/2000
From: Lloyd R	Respond to of 1599

I would suggest you play with the US version of the options (symbol:jdsu on nasdaq). The bid/offer spread seems a bit high ($2.00cnd$ vs $1.00US$=~1.50cdn) and there are WAY more strikes available. That said, the IV's from friday are listed below (it may be a bit hard to read - IV is the second last column)... Call Options on JDSU Symbol Month Strike High Low Last Volume OI Bid Ask Net % Delta Gamma Vega Theta Rho IV % Change in IV UCQCP March 280 15 5/8 10 3/8 11 1/8 1,006 8,252 11 1/8 11 3/4 -15.23 36.63 0.77 0.22 -0.50 4.09 83.78 -2.87 UCQCL March 260 24 3/8 17 18 1/2 2,838 3,932 18 5/8 19 1/4 -12.42 51.85 0.81 0.23 -0.53 5.65 84.01 -3.83 UCQCF March 230 42 32 1/8 36 865 7,368 35 3/4 36 5/8 -4.00 74.81 0.62 0.19 -0.45 7.69 87.14 +5.04 UCQCD March 220 50 1/8 39 43 1/2 2,329 8,232 42 7/8 43 3/4 -3.33 80.94 0.52 0.16 -0.40 8.10 89.22 +6.63 UCQCB March 210 57 3/4 46 1/2 51 1,893 5,561 51 51 7/8 -2.85 87.08 0.41 0.12 -0.31 8.51 86.74 +10.03 UCQCT March 200 66 5/8 55 3/4 59 1/8 660 5,626 59 3/8 60 1/4 -0.21 92.52 0.29 0.08 -0.21 8.80 82.27 N/A UCQCS March 195 66 7/8 62 1/8 63 5/8 24 363 63 7/8 64 3/4 -1.35 94.30 0.24 0.07 -0.17 8.80 82.00 N/A UCQCR March 190 75 3/4 65 1/2 71 1/8 56 1,234 68 3/8 69 1/4 +3.64 89.76 0.26 0.10 -0.35 7.86 117.57 N/A XXZCN March 170 91 87 3/4 91 19 3,160 87 1/2 88 3/8 +3.40 91.88 0.17 0.09 -0.37 7.14 148.31 N/A XXZCM March 165 94 3/4 94 3/4 94 3/4 2 1,453 92 1/2 93 3/8 +8.13 93.91 0.15 0.07 -0.28 7.22 140.72 N/A XXZCJ March 150 113 1/2 105 3/8 108 7/8 14 4,910 107 1/4 108 1/4 +0.81 95.97 0.10 0.05 -0.22 6.78 150.37 N/A UQDCE March 125 132 3/4 131 1/4 132 3/4 3 1,363 132 1/2 133 1/2 +6.84 98.46 0.04 0.02 -0.11 5.92 160.38 N/A UQDCD March 120 141 1/4 141 1/4 141 1/4 5 2,267 137 1/4 138 1/4 +13.00 94.77 0.07 0.06 -0.43 5.03 250.33 N/A UQDCC March 115 145 143 144 1/4 11 1,489 141 7/8 142 7/8 +3.03 96.65 0.06 0.04 -0.27 5.12 224.16 N/A UQDCB March 110 148 7/8 147 3/4 147 3/4 3 4,686 146 7/8 147 7/8 +1.98 98.60 0.03 0.02 -0.12 5.20 187.92 N/A UQDCT March 100 159 1/8 159 1/8 159 1/8 4 2,547 156 7/8 157 7/8 +0.63 97.19 0.04 0.04 -0.27 4.46 256.43 N/A UNQCN March 70 192 189 1/2 189 1/2 9 762 186 3/4 187 3/4 +4.26 97.70 0.03 0.03 -0.31 3.03 360.15 N/A YSUDT April 300 22 1/2 17 1/8 18 973 571 18 1/8 18 7/8 -9.43 37.82 0.47 0.38 -0.30 11.08 81.91 -1.96 YSUDR April 290 23 5/8 22 22 3/4 23 36 21 1/8 22 1/8 +5.20 43.16 0.46 0.39 -0.33 12.34 86.91 +7.90 UCQDP April 280 28 3/4 5 5/8 24 7/8 124 134 24 1/2 25 3/8 -0.50 46.80 0.48 0.39 -0.32 13.35 84.11 +4.19 UCQDN April 270 33 26 1/4 30 1/4 138 188 27 3/4 28 5/8 +2.54 51.88 0.46 0.39 -0.34 14.43 88.59 +7.16 UCQDL April 260 37 1/8 29 3/4 33 7/8 292 169 32 5/8 33 1/2 +3.43 56.19 0.46 0.39 -0.33 15.47 87.57 +8.96 UCQDJ April 250 42 1/4 34 7/8 37 610 817 37 37 7/8 -2.31 60.63 0.46 0.38 -0.31 16.63 84.02 +2.99 UCQDH April 240 47 3/8 41 42 1/2 139 334 41 7/8 42 3/4 -1.16 65.36 0.44 0.36 -0.31 17.56 85.40 +4.74 UCQDF April 230 52 3/4 49 50 5/8 32 256 47 5/8 48 1/2 +4.38 69.48 0.38 0.35 -0.32 17.90 93.08 +14.84 UCQDD April 220 57 7/8 50 5/8 54 111 221 53 3/8 54 1/4 +1.88 74.52 0.38 0.32 -0.27 19.24 85.51 +13.13 UCQDB April 210 63 57 1/2 60 7/8 36 1,073 60 1/8 61 +1.45 78.64 0.34 0.29 -0.25 19.76 86.81 +14.41 UCQDT April 200 70 3/8 67 1/4 69 1/4 12 316 67 1/8 68 +3.74 81.72 0.29 0.26 -0.24 19.70 92.26 +26.76 UCQDR April 190 75 3/8 75 3/8 56 7/8 1 34 74 7/8 75 3/4 0.00 100.00 0.00 0.00 0.00 0.00 0.00 N/A XXZDP April 180 88 82 7/8 83 3/8 30 62 83 83 7/8 +8.10 89.39 0.21 0.18 -0.17 20.48 87.58 N/A UCQFP June 280 43 7/8 40 41 1/8 60 987 39 1/2 40 3/8 +5.11 53.58 0.33 0.56 -0.23 27.52 86.42 +7.82 UCQFL June 260 53 46 3/8 47 3/4 127 566 47 5/8 48 1/2 -2.05 59.55 0.32 0.55 -0.23 30.02 84.87 +1.48 UCQFF June 230 66 61 5/8 63 1/2 52 1,312 61 5/8 62 1/2 +3.04 69.28 0.28 0.50 -0.22 32.64 89.15 +9.38 UCQFD June 220 71 3/8 67 1/8 67 1/8 61 2,675 67 67 7/8 +2.09 72.53 0.28 0.47 -0.20 34.00 85.91 +8.68 UCQFB June 210 78 1/2 69 73 7/8 91 1,425 72 1/2 73 3/8 +3.50 75.52 0.25 0.44 -0.20 34.26 88.50 +13.29 UCQFT June 200 83 5/8 70 1/4 80 5/8 196 2,116 79 79 7/8 +0.78 78.37 0.23 0.41 -0.19 34.42 90.54 +7.97 UCQFS June 195 85 1/8 83 1/2 85 1/8 3 243 82 3/8 83 1/4 +8.43 79.48 0.21 0.40 -0.19 33.95 94.14 +32.15 UCQFR June 190 90 82 7/8 87 3/4 23 1,046 85 1/2 86 3/8 +1.73 81.01 0.21 0.38 -0.18 34.32 92.91 +11.77 XXZFN June 170 105 1/2 97 103 7/8 17 907 99 5/8 100 1/2 +10.94 85.29 0.16 0.32 -0.17 32.86 101.44 +96.68 XXZFM June 165 105 5/8 105 5/8 105 5/8 1 382 103 1/2 104 1/2 +3.04 87.18 0.16 0.30 -0.15 33.75 95.85 +26.76 XXZFJ June 150 118 1/4 116 7/8 116 7/8 3 991 115 3/4 116 3/4 +1.63 90.55 0.12 0.24 -0.12 33.01 96.16 +27.19 XXZFH June 140 128 1/2 25 3/4 128 1/2 31 1,201 123 5/8 124 5/8 +2.80 90.56 0.11 0.24 -0.14 29.71 113.08 +34.19 UQDFG June 135 130 1/2 130 1/2 126 2 1,710 128 1/4 129 1/4 0.00 96.15 0.08 0.12 -0.06 34.50 77.20 N/A UQDFD June 120 144 1/2 140 3/8 144 1/2 9 278 141 1/2 142 1/2 +8.85 93.83 0.07 0.17 -0.10 27.53 115.80 N/A UQDFZ June 92 171 1/4 171 1/4 171 1/4 2 160 166 1/2 167 1/2 +29.36 95.71 0.05 0.13 -0.10 21.27 143.52 N/A UNQFX June 82 173 1/8 173 1/8 173 1/8 2 366 176 1/4 177 1/4 +1.98 100.00 0.00 0.00 0.00 0.00 0.00 N/A YSUIR September 290 52 1/2 52 1/8 47 7/8 6 367 50 3/4 51 3/4 -2.29 54.66 0.28 0.76 -0.16 48.23 75.54 +0.67 UCQIP September 280 57 1/8 52 3/8 56 3/4 9 423 53 53 7/8 +7.07 58.57 0.25 0.74 -0.17 48.84 83.02 +9.40 UCQIN September 270 60 1/8 58 3/8 59 28 297 56 7/8 57 3/4 +11.58 60.60 0.25 0.73 -0.16 50.38 81.36 +14.75 UCQIL September 260 65 1/2 59 62 1/2 39 701 60 7/8 61 3/4 +3.73 62.95 0.24 0.72 -0.16 51.70 81.11 +7.21 UCQIJ September 250 70 1/2 65 7/8 65 7/8 53 506 64 3/4 65 5/8 +0.76 65.31 0.24 0.70 -0.16 53.10 80.31 +4.15 UCQIH September 240 74 68 71 5/8 86 274 69 69 7/8 +5.33 67.94 0.23 0.68 -0.16 53.63 82.58 +10.64 UCQIF September 230 77 7/8 73 7/8 75 1/4 29 425 73 1/4 74 1/8 -0.16 70.35 0.22 0.66 -0.15 54.96 81.37 +3.37 UCQID September 220 82 1/2 78 81 1/4 30 651 78 1/2 79 3/8 +0.93 72.84 0.21 0.63 -0.15 55.17 83.39 +5.38 UCQIB September 210 87 1/4 86 1/8 86 7/8 60 354 83 7/8 84 3/4 +9.10 75.25 0.20 0.60 -0.14 55.46 84.52 +22.39 UCQIT September 200 95 86 1/2 91 3/8 206 993 89 1/2 90 3/8 +1.52 77.71 0.19 0.57 -0.13 56.41 83.25 +7.83 UCQIR September 190 100 1/2 92 3/8 100 1/2 32 607 95 95 7/8 +11.20 79.68 0.16 0.54 -0.14 54.30 89.90 +35.24 XXZIQ September 185 99 96 98 1/2 11 375 98 1/2 99 3/8 +8.24 81.53 0.17 0.51 -0.12 57.81 80.63 +32.94 XXZIP September 180 105 105 105 2 282 101 1/2 102 1/2 +7.00 82.07 0.16 0.50 -0.12 55.14 87.63 +27.34 XXZIN September 170 110 1/2 105 1/2 110 1/2 23 52 108 1/4 109 1/4 +47.82 84.39 0.15 0.46 -0.11 55.39 86.46 N/A XXZIM September 165 112 3/4 112 3/4 76 3/8 5 78 111 3/8 112 3/8 -30.01 100.00 0.00 0.00 0.00 0.00 0.00 -100.00 XXZIL September 160 117 1/4 111 3/8 111 3/8 7 182 114 1/2 115 1/2 -1.65 88.61 0.14 0.37 -0.08 60.58 72.32 +1.49 Totals: 13,568 90,348