Implied Volatilities
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the Options Symbology Initiative
Expiration Month: February March April
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Closing Returns Historical
Date Price 1-Day 10-Day 1-Month 2-Month 3-Month
2/2/2012 $26.49 ($0.00) $0.03 18.42% 24.21% 29.13%

 
= Near-the-Money

Call Detail Put Detail
Price Implied
Volatility
Strike Implied
Volatility
Price
14.52 195% 12 149% $0.01
13.45 235% 13 135% $0.01
12.48 133% 14 122% $0.01
11.50 135% 15 102% $0.00
10.55 138% 16 98% $0.01
9.52 116% 17 81% $0.00
8.50 96% 18 77% $0.01
7.50 84% 19 67% $0.01
6.50 73% 20 53% $0.00
5.50 62% 21 49% $0.01
4.50 51% 22 40% $0.01
3.50 41% 23 34% $0.01
2.50 31% 24 27% $0.03
1.50 20% 25 23% $0.08
0.57 13% 26 21% $0.27
0.13 15% 27 23% $0.84
0.02 17% 28 31% $1.73
0.00 20% 29 41% $2.71
0.00 26% 30 49% $3.70
0.00 31% 31 58% $4.70
0.01 40% 32 77% $5.82
0.01 46% 33 74% $6.70
0.01 51% 34 81% $7.70

 

 

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