Greeks
Expiration Month: July August September
Ticker:

Closing Returns Historical
Date Price 1-Day 10-Day 1-Month 2-Month 3-Month
7/1/2009 $17.04 $0.03 $0.06 24.01% 31.52% 33.03%

 
= 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
.NQGA 12.06 0.00 0.00 0.00 0.00 1.00 289% 5 230% 0.00 0.00 0.00 0.00 0.00 0.01 .NQSA
.NQGI 8.06 0.00 0.00 0.00 0.00 1.00 159% 9 125% 0.00 0.00 0.00 0.00 0.00 0.01 .NQSI
.NQGP 7.07 0.00 0.00 0.00 0.00 1.00 135% 10 97% 0.00 0.00 0.00 0.00 0.00 0.00 .NQSP
.NQGL 6.07 0.00 0.00 0.00 0.00 1.00 114% 11 81% 0.00 0.00 0.00 0.00 0.00 0.00 .NQSL
.NQGO 5.07 0.01 0.00 0.00 0.00 1.00 94% 12 66% 0.00 0.00 0.00 0.00 0.00 0.00 .NQSO
.NQGM 4.07 0.01 0.00 0.00 0.00 1.00 76% 13 61% 0.00 0.00 0.00 0.00 0.00 0.01 .NQSM
.NQGN 3.07 0.01 0.00 0.00 0.00 1.00 58% 14 51% 0.00 0.00 0.00 0.00 0.00 0.03 .NQSN
.NQGC 2.09 0.01 0.00 0.00 0.02 0.99 46% 15 44% -0.01 0.02 -0.00 0.00 0.00 0.06 .NQSC
.NQGQ 1.22 0.01 0.01 -0.00 0.22 0.89 40% 16 39% -0.11 0.22 -0.00 0.01 -0.00 0.19 .NQSQ
.NQGS 0.55 0.00 0.01 -0.01 0.45 0.52 37% 17 35% -0.48 0.45 -0.01 0.01 -0.00 0.51 .NQSS
.NQGR 0.18 0.00 0.01 -0.01 0.26 0.14 35% 18 34% -0.85 0.26 -0.01 0.01 -0.01 1.15 .NQSR
.NQGT 0.05 0.00 0.00 -0.00 0.05 0.02 37% 19 33% -0.98 0.05 -0.00 0.00 -0.01 2.02 .NQST
.NQGD 0.03 0.00 0.00 0.00 0.00 0.00 42% 20 32% -1.00 0.00 -0.00 0.00 -0.01 2.99 .NQSD
.NQGU 0.01 0.00 0.00 0.00 0.00 0.00 45% 21 48% -1.00 0.00 -0.00 0.00 -0.01 4.00 .NQSU
.INQGE 0.00 0.00 0.00 0.00 0.00 0.00 69% 25 -1.00 0.00 -0.00 0.00 -0.01 7.99 .INQSE
.INQGF 0.00 0.00 0.00 0.00 0.00 0.00 97% 30 -1.00 0.00 -0.00 0.00 -0.01 12.98 .INQSF

 

 

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