Implied Volatilities
Expiration Month: February March April
Ticker:

Closing Returns Historical
Date Price 1-Day 10-Day 1-Month 2-Month 3-Month
2/8/2010 $19.35 ($0.01) ($0.05) 32.76% 27.58% 26.78%

 
= Near-the-Money

Call Detail Put Detail
Price Implied
Volatility
Strike Implied
Volatility
Price
3.38 64% 16 53% $0.01
2.38 47% 17 42% $0.03
1.40 35% 18 35% $0.08
0.60 30% 19 30% $0.27
0.17 29% 20 29% $0.83
0.05 33% 21 33% $1.72
0.02 39% 22 38% $2.68
0.01 48% 23 54% $3.70
0.00 49% 24 50% $4.68

 

 

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