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To: LLCF who wrote (143582)1/14/2002 12:06:37 PM
From: oldirtybastard  Read Replies (1) | Respond to of 436258
 
Calls Mar 2002 Puts
Ticker Last T-Val Delta Gamma Theta Implied Volatility Strike Ticker Last T-Val Delta Gamma Theta Implied Volatility
.SPZCT 448.00 442.39 1.00 0.000 -0.032 73.24% 700 .SPZOT 0.40 -0.00 -0.00 0.000 -0.000 48.78%
.SPZCE 0.00 417.46 1.00 0.000 -0.033 0.00% 725 .SPZOE 0.50 0.00 -0.00 0.000 -0.000 46.84%
.SPZCJ 391.50 392.53 1.00 0.000 -0.034 0.00% 750 .SPZOJ 0.80 0.00 -0.00 0.000 -0.000 46.43%
.SPZCO 0.00 367.60 1.00 0.000 -0.036 0.00% 775 .SPZOO 0.90 0.00 -0.00 0.000 -0.000 43.91%
.SPXCT 336.00 342.67 1.00 0.000 -0.037 0.00% 800 .SPXOT 1.20 0.00 -0.00 0.000 -0.000 42.48%
.SPXCJ 0.00 292.81 1.00 0.000 -0.039 0.00% 850 .SPXOJ 1.60 0.00 -0.00 0.000 -0.000 37.84%
.SXBCT 262.00 242.95 1.00 0.000 -0.041 57.53% 900 .SXBOT 3.00 0.00 -0.00 0.000 -0.000 35.46%
.SXBCE 234.50 218.03 1.00 0.000 -0.043 50.30% 925 .SXBOE 3.80 0.00 -0.00 0.000 -0.000 33.76%
.SXBCJ 205.00 193.11 1.00 0.000 -0.045 41.15% 950 .SXBOJ 4.90 0.02 -0.00 0.000 -0.002 32.19%
.SXBCO 153.00 168.24 1.00 0.000 -0.050 0.00% 975 .SXBOO 6.20 0.07 -0.00 0.000 -0.006 30.45%
.SXBCS 158.00 148.43 0.99 0.000 -0.059 31.54% 995 .SXBOS 7.50 0.21 -0.01 0.000 -0.013 29.06%
.SPQCE 143.00 119.16 0.97 0.001 -0.085 38.71% 1025 .SPQOE 11.00 0.85 -0.03 0.001 -0.038 27.86%
.SPQCJ 132.90 95.62 0.93 0.002 -0.121 43.49% 1050 .SPQOJ 14.00 2.25 -0.07 0.002 -0.073 26.11%
.SPQCO 91.00 73.60 0.86 0.003 -0.168 27.42% 1075 .SPQOO 19.00 5.15 -0.14 0.003 -0.119 25.08%
.SPTCT 66.00 53.90 0.75 0.005 -0.214 22.26% 1100 .SPTOT 24.50 10.38 -0.25 0.005 -0.163 23.46%
.SPTCE 56.50 37.29 0.62 0.006 -0.244 25.28% 1125 .SPTOE 33.00 18.70 -0.38 0.006 -0.192 22.58%
.SPTCF 50.50 34.39 0.59 0.006 -0.247 23.46% 1130 .SPTOF 24.30 20.79 -0.41 0.006 -0.195 16.56%
.SPTCH 40.00 29.02 0.53 0.006 -0.249 20.57% 1140 .SPTOH 39.00 25.39 -0.47 0.006 -0.197 21.98%
.SPTCJ 36.70 24.23 0.47 0.006 -0.246 21.34% 1150 .SPTOJ 44.30 30.57 -0.53 0.006 -0.194 22.02%
.SPTCL 40.00 20.01 0.42 0.006 -0.239 25.48% 1160 .SPTOL 47.00 36.33 -0.58 0.006 -0.186 20.45%
.SPTCO 23.10 14.72 0.34 0.005 -0.221 19.44% 1175 .SPTOO 53.50 45.99 -0.66 0.005 -0.167 18.94%
.SZPCT 13.50 8.33 0.22 0.004 -0.176 18.15% 1200 .SZPOT 71.50 64.54 -0.78 0.004 -0.121 19.30%
.SZPCE 8.80 4.39 0.13 0.003 -0.126 18.49% 1225 .SZPOE 68.00 85.53 -0.87 0.003 -0.070 0.00%
.SZPCJ 4.50 2.15 0.07 0.002 -0.081 17.64% 1250 .SZPOJ 90.00 108.22 -0.93 0.002 -0.023 0.00%
.SZPCO 2.20 0.98 0.04 0.001 -0.047 17.15% 1275 .SZPOO 124.00 131.98 -0.96 0.001 0.012 0.00%
.SZPCP 4.50 0.83 0.03 0.001 -0.042 20.89% 1280 .SZPOP 72.50 136.81 -0.97 0.001 0.017 0.00%
.SXYCT 1.40 0.42 0.02 0.001 -0.025 17.82% 1300 .SXYOT 135.00 156.34 -0.98 0.001 0.035 0.00%
.SXYCE 1.45 0.17 0.01 0.000 -0.012 20.05% 1325 .SXYOE 188.00 181.02 -0.99 0.000 0.049 28.63%
.SXYCJ 0.50 0.06 0.00 0.000 -0.005 18.68% 1350 .SXYOJ 185.50 205.85 -1.00 0.000 0.057 0.00%
.SXYCO 1.60 0.02 0.00 0.000 -0.002 24.46% 1375 .SXYOO 231.00 230.74 -1.00 0.000 0.061 18.98%
.SXZCT 0.30 0.01 0.00 0.000 -0.001 20.71% 1400 .SXZOT 226.60 255.65 -1.00 0.000 0.063 0.00%
.SXZCE 0.80 0.00 0.00 0.000 -0.000 25.35% 1425 .SXZOE 0.00 280.58 -1.00 0.000 0.065 0.00%
.SXZCJ 0.35 0.00 0.00 0.000 -0.000 24.23% 1450 .SXZOJ 277.00 305.51 -1.00 0.000 0.066 0.00%
.SXZCO 2.00 0.00 0.00 0.000 -0.000 33.00% 1475 .SXZOO 343.00 330.43 -1.00 0.000 0.068 49.03%
.SXMCT 0.05 0.00 0.00 0.000 -0.000 22.32% 1500 .SXMOT 351.30 355.36 -1.00 0.000 0.069 0.00%
.SXMCJ 0.50 0.00 0.00 0.000 -0.000 31.33% 1550 .SXMOJ 386.00 405.22 -1.00 0.000 0.071 0.00%
.SPBCT 0.45 0.00 0.00 0.000 -0.000 33.70% 1600 .SPBOT 449.00 455.08 -1.00 0.000 0.073 0.00%