Option Trading Tools: Greek Montage - SchaeffersResearch.com

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Greeks

Expiration Month: November December January

Ticker:

Closing		Returns		Historical
Date	Price	1-Day	10-Day	1-Month	2-Month	3-Month
11/5/2009	$18.89	$0.02	($0.06)	24.43%	23.20%	23.59%

= 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
.NQKC	3.91	0.01	0.00	0.00	0.00	1.00	67%	15	46%	0.00	0.00	0.00	0.00	0.00	0.00	.NQWC
.NQKQ	2.91	0.01	0.00	0.00	0.00	1.00	51%	16	41%	-0.00	0.00	0.00	0.00	0.00	0.01	.NQWQ
.NQKS	1.95	0.01	0.00	0.00	0.05	0.98	40%	17	35%	-0.02	0.05	-0.00	0.00	0.00	0.05	.NQWS
.NQKR	1.05	0.01	0.01	-0.01	0.26	0.83	33%	18	29%	-0.17	0.26	-0.01	0.01	-0.00	0.14	.NQWR
.NQKT	0.38	0.00	0.02	-0.01	0.41	0.45	28%	19	26%	-0.54	0.41	-0.01	0.02	-0.00	0.47	.NQWT
.NQKD	0.10	0.00	0.01	-0.01	0.22	0.13	29%	20	25%	-0.87	0.22	-0.01	0.01	-0.01	1.20	.NQWD
.NQKU	0.04	0.00	0.00	-0.00	0.05	0.02	33%	21	19%	-0.98	0.05	-0.00	0.00	-0.01	2.13	.NQWU
.NQKB	0.01	0.00	0.00	0.00	0.00	0.00	37%	22	26%	-1.00	0.00	-0.00	0.00	-0.01	3.13	.NQWB
.NQKE	0.00	0.00	0.00	0.00	0.00	0.00	40%	23	33%	-1.00	0.00	-0.00	0.00	-0.01	4.14	.NQWE
.NQKF	0.00	0.00	0.00	0.00	0.00	0.00	47%	24	39%	-1.00	0.00	-0.00	0.00	-0.01	5.14	.NQWF

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