Implied Volatility Ratio Scan

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Implied Volatility Ratio Scan

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Calculate:		% out-of-the-money implied Put/Call Ratios
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Results for 0% Out-Of-The-Money Implied Put/Call Ratio Scan For Thursday, February 02, 2012

Symbol	Call Symbol	Call Strike	Call Implied	Put Implied	Put Strike	Put Symbol	Put/Call IV Ratio
AAWW	AAWW 120218C00055000	55.00	57.40 %	270.40 %	17.50	AAWW 120218P00017500	4.71
ALK	ALK 120218C00085000	85.00	25.80 %	118.80 %	45.00	ALK 120218P00045000	4.60
BA	BA 120218C00082500	82.50	19.00 %	165.30 %	30.00	BA 120218P00030000	8.70
BEAV	BEAV 120218C00050000	50.00	33.20 %	192.00 %	20.00	BEAV 120218P00020000	5.78
COL	COL 120218C00065000	65.00	27.00 %	149.80 %	30.00	COL 120218P00030000	5.55
DAL	DAL 120218C00013000	13.00	44.20 %	491.20 %	1.00	DAL 120218P00001000	11.11
FDX	FDX 120218C00105000	105.00	24.90 %	87.60 %	60.00	FDX 120218P00060000	3.52
FLIR	FLIR 120218C00029000	29.00	39.10 %	126.10 %	16.00	FLIR 120218P00016000	3.23
GD	GD 120218C00077500	77.50	27.20 %	157.40 %	30.00	GD 120218P00030000	5.79
GR	GR 120218C00140000	140.00	27.40 %	160.50 %	50.00	GR 120218P00050000	5.86
LLL	LLL 120218C00080000	80.00	30.50 %	130.30 %	35.00	LLL 120218P00035000	4.27
LMT	LMT 120218C00095000	95.00	29.10 %	79.70 %	55.00	LMT 120218P00055000	2.74
NOC	NOC 120218C00065000	65.00	25.80 %	144.10 %	27.50	NOC 120218P00027500	5.59
PCP	PCP 120218C00185000	185.00	24.50 %	98.60 %	95.00	PCP 120218P00095000	4.02
RTN	RTN 120218C00055000	55.00	28.70 %	162.30 %	20.00	RTN 120218P00020000	5.66
SPR	SPR 120218C00030000	30.00	66.80 %	279.10 %	7.50	SPR 120218P00007500	4.18
TDG	TDG 120218C00120000	120.00	28.70 %	173.30 %	45.00	TDG 120218P00045000	6.04
TXT	TXT 120218C00028000	28.00	34.10 %	210.60 %	9.00	TXT 120218P00009000	6.18
UAL	UAL 120218C00027000	27.00	38.10 %	216.10 %	8.00	UAL 120218P00008000	5.67
UPS	UPS 120218C00085000	85.00	21.60 %	77.80 %	50.00	UPS 120218P00050000	3.60
AAP	AAP 120218C00085000	85.00	30.90 %	139.20 %	40.00	AAP 120218P00040000	4.50
AN	AN 120218C00040000	40.00	27.50 %	86.80 %	24.00	AN 120218P00024000	3.16
AXL	AXL 120218C00014000	14.00	50.00 %	576.50 %	1.00	AXL 120218P00001000	11.53
AZO	AZO 120218C00390000	390.00	23.40 %	93.10 %	210.00	AZO 120218P00210000	3.98
BWA	BWA 120218C00085000	85.00	32.00 %	115.10 %	45.00	BWA 120218P00045000	3.60
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