Option Model
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- Pages: 102
Options Expiration: May 16, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade 0
Symbol
Interest
Volume
TSOEU TSOEY TSOEV TSOEC TSOEW TSOED TSOEX
129
0
1,807
3
1,649
112
7,647
619
4,818
562
3,267
19
1,704
0
{C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
0 21021 1315 2.98 BLT SLT 1.47 call out of money (OI) Put out of money (OI) 0.06 17,436 8,536 0.03 BST/BLT 0.07
X {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
0.5 BLT SLT 1.05 call out of money (OI) Put out of money (OI) 0.17 27,515 22,099 0.37 BST/BLT 0.24
CI {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3.34 BLT SLT 2.45 call out of money (OI) Put out of money (OI) 0.08 25,415 1,579 0.06 BST/BLT 0.08
RCL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
2.31 BLT SLT 1.63 call out of money (OI) Put out of money (OI) 0.37 4,285 1,557 0.26 BST/BLT 0.39
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4.54 BLT SLT 1.38 call out of money (OI) Put out of money (OI) 2.5 2,446 1,518 0.76 BST/BLT 3.03
HAL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
1.75 BLT SLT 2.49 call out of money (OI) Put out of money (OI) 0.28 36,471 18,371 0.4 BST/BLT 0.3
X {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
0.5 BLT SLT 1.05 call out of money (OI) Put out of money (OI) 0.17 27,515 22,099 0.37 BST/BLT 0.24
CI {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3.34 BLT SLT 2.45 call out of money (OI) Put out of money (OI) 0.08 25,415 1,579 0.06 BST/BLT 0.08
RCL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
2.31 BLT SLT 1.63 call out of money (OI) Put out of money (OI) 0.37 4,285 1,557 0.26 BST/BLT 0.39
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4.54 BLT SLT 1.38 call out of money (OI) Put out of money (OI) 2.5 2,446 1,518 0.76 BST/BLT 3.03
HAL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
1.75 BLT SLT 2.49 call out of money (OI) Put out of money (OI) 0.28 36,471 18,371 0.4 BST/BLT 0.3
Calls Strike Net Change
Last
Bid
Ask
Price
Bid
0
7.18
-0.62
4.5
-0.93
2.3
6.7 4.3 2.2 0.8 0.2 0.05 0
7.1 4.6 2.3 0.85 0.25 0.1 0.05
7.5 10 12.5 15 17.5 20 22.5
0 0.05 0.35 1.4 3.2 5.4 7.9
-0.63
0.8
-0.18
0.25
0
0.1
0
0.05
-2.36 BST
15.18 SST
Call out of money (V)
193 0.02 3.04 0.16
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
BST
SST
Call out of money (V)
Put out of money (V)
6,574
12234 0.55 0.43 1.86
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
2,036
530 0.34 0.24 0.26
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
1,680 SST/SLT
15.25 RF
Put out of money (V)
1,200
14.25
124 0.08
105 {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
18.3 1.3 3.54 0.63 1.71
((BST/BLT)/(SST/SLT)) SST/BST BST
4.92 0.07 SST
Call out of money (V)
Put out of money (V)
7,421
1292 0.85 3.56 0.17
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
11,026
3759 0.2 1.48 0.34
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
BST
SST
Call out of money (V)
Put out of money (V)
6,574
12234 0.55 0.43 1.86
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
2,036
530 0.34 0.24 0.26
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
1,680
124 0.08 4.92 0.07
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
7,421
1292 0.85 3.56 0.17
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
11,026 SST/SLT ((BST/BLT)/(SST/SLT))
3759 0.2 1.48
SST/BST
0.34
Puts Open Ask
Last
Net Change
Volume
Interest
Symbol
0.05 0.1 0.45 1.5 3.5 5.8 8.3
0.04
0
0
805
0.1
0.05
12
2,047
0.35
0.05
181
5,684
1.4
0.45
225
2,030
3.31
0.86
3
3,146
4.7
0
0
484
8
0
20
82
TSOQU TSOQY TSOQV TSOQC TSOQW TSOQD TSOQX
19.7 17.9 1.41 441 14278 BLT SLT BST SST call out of money Put out(OI) of money Call out (OI) of money Put out(V) of money (V) 15275 5739 12688 6861 BST/BLT 0.83 SST/SLT 1.2 ((BST/BLT)/(SST/SLT)) 0.69 SST/BST 0.54
0
Trade Trade Trade Trade Trade Trade Trade 0
RF
{C} to {P} VoL (ns) BLT SLT BST SST {C} to {P} O (nl) call out of money Put (OI) out of money Call(OI) out of money Put out (V) of money (V) (V) to (OI) call (BST) (V) to (OI) put (SST) BST/BLT SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20-Apr {C} to {P} VoL (ns)1.08 BLT SLT BST SST {C} to {P} O (nl) 1.8 call out of money Put out(OI) of money Call out (OI) of money Put out(V) of money (V) (V) to (OI) call (BST) 0.25 21885 7300 6794 4719 (V) to (OI) put (SST) 0.42 BST/BLT 0.31 SST/SLT 0.65 ((BST/BLT)/(SST/SLT)) 0.48 SST/BST 0.69
390 minutes 6.5 hrs in trading day
5-May 9:30-11:40 11:40-1:50 1:50-3:00
22@ low high low high 21.21 22.43 1.75
20@ Put low
6-May 9:30-11:40 11:40-1:50 1:50-3:00 7-May
20.85
22.84
1.4
2.5
20.6
24.11
1.55
3.1
8-May
21.85
22.99
1.65
2.4
9:30:00 AM
high
2.3
0.8
total 1.3 april
special service loans 1825 2062 237 increase
0.13
t Options Expiration: May 16, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Symbol
Interest
TSOEU TSOEY TSOEV TSOEC TSOEW TSOED TSOEX TSOED TSOEX TSOEE TSOEF TSOEG
129 1,807 1,700 7,603 4,960 3,259 1,704 3,267 1,704 742 309 30
0
27214
21-Apr 10:39:00 AM
{C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3.19 1.82 0.02 0.01
20-Apr
{C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
2.98 0.64 0.06 0.01
Calls Strike Volume
Net Change
Last
Bid
Ask
Price
0
0
7.18 4.5
6.8 4.4 2.2 0.8 0.2 0.05 0 0.05 0 0 0 0
7.2 4.8 2.5 0.9 0.25 0.1 0.05 0.1 0.05 0.05 0.05 0.05
7.5 10 12.5 15 17.5 20 22.5 20 22.5 25 30 35
0
0
10
-0.1
2.2
142
0.05
0.85
177
0
0.25
64
0
0.1 0.05
0
0
19
0
0.1
0
0
0.05
0
0
0.05
0
0
0.03
0
0
0.1
412
-0.05
15.46
14.5
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
11,015
13,816 83 0.01 SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
BST/BLT
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
18,517 BST/BLT
29,050 1,200 0.06 SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
100 0.01 1.04 1.2
193 0.01 9.75 0.16
16.1
237.5
Puts Open Bid
Ask
Last
Net Change
Volume
Interest
Symbol
0 0.05 0.3 1.3 3.1 5.5 7.8 5.4 7.9 10.4 15.4 20.4
0.05 0.1 0.4 1.4 3.4 5.7 8.2 5.8 8.3 10.8 15.8 20.8
0.04
0
0
805
TSOQU TSOQY TSOQV TSOQC TSOQW TSOQD TSOQX TSOQD TSOQX TSOQE TSOQF TSOQG
77.55
80.75
0.1
0
0
2,046
0.3
-0.05
80
5,695
1.45
0.05
20
2,124
3.31
0
0
3,146
4.7
0
0
484
8.08
0.08
9
98
4.7
0
0
484
8
0
20
82
10.3
0
0
10
12.2
0
0
0
26.56
0
0
0
79.74
0.08
129
14974
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Options Expiration: June 20, 2009
Symbol
13
18.5
689.5
21.15
0
25.4
0
30.2
0
35.1
0
42.05
0
47.6
0
52.05
0
12.7 9.4 9.3 13.9 7.4 6.7 7.7 5.7 5.2 4.6 4.2 3.8 3.6 3.3 3 2.6 2.3 2.1 1.85
197
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
SKWFJ SKWFK SKWFL SKWFM SKWFN SKWFO SKWFP SKWFQ SAKFL SAKFM SAKFD SAKFO SAKFP SAKFQ SAKFR SAKFE SAKFS SAKFT SAKFU SAKFV SAKFF SAKFY SAKFZ SAKFA SAKFB SAKFG SAKFH SAKFI SRSFH SRSFC SRSFP SRSFQ SRSFR SRSFI SRSFT SRSFX SRSFV SRSFW SRSFJ SRSFY SRSFZ SRSFA SRSFB SRSFK
65.1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Trade Trade Trade Trade Trade
SRSFU SRSFS SKRFR SKRFW SKRFB
0
0
0
0
0
0
0
0
0
0
0 0
0 0 0 1-Jun srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4:00 PM 2.35 2.14 0.22 0.2
31,741,181 29-May calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
Open Interest 4,987 15,685 12,237 1,310
565 85 58 10:02
10:02 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME
5,787 TOTAL PUT VOLUME 15,989 TOTAL CALL OPEN INTERST 12,301 TOTAL PUT OPEN INTERST 1,305 563 85 58
171954 20929 8912 96850 45263
4,987 15,685 12,237 1,310 565 85 58
29-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
29-May
10:02 TOTAL OPTION TRANSACTIONS
10:02 AM 0.82 2.24 0.01 0.03
31,741,181 calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
Open Interest 4,987 15,685 12,237 1,310
565 85 58
TOTAL CALL VOLUME
4,987 TOTAL PUT VOLUME 15,685 TOTAL CALL OPEN INTERST 12,237 TOTAL PUT OPEN INTERST 1,310 565 85 58
141667 961 1171 96460 43075
0 5/29/2009 Premarket srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
#NUM! 2.24 0 0
31,741,181 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
139535 0 0 96460 43075
0 8-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3:51 PM 2.27 2.32 0.1 0.1
31,741,181 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
7-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
142020 8881 3920 90322 38897
3:53 PM 7.28 2.51 0.2 0.07
31,741,181 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
127164 15490 2128 78292 31254
4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
11:39AM 5.28 2.51 0.05 0.02
9,587,000 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
29-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
114014 3756 712 78292 31254
3:15 PM 1.54 2.56 0.14 0.22
15,500,662 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
28-Apr srs 28-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST)
108867 9139 5921 67443 26364
12:23 PM 3.08 2.61 0.06
(V) to (OI) put (SST)
0.05
15,500,662 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
28-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
97726 4231 1375 66574 25546
11:23 AM 4.86 2.53 0.31 0.16
4,014,463 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
24-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
99317 17524 3604 56046 22143
9:56 AM 21.06 2.53 0.07 0.01
4,014,463 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
82358 3980 189 56046 22143
23-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4:00 PM 3.36 2.45 0.17 0.13
8,426,545 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
23-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
85769 9034 2685 52572 21478
10:41 AM 4.22 2.45 0.04 0.03
8,426,545 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
22-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
76970 2361 559 52572 21478
4:00 PM 3.51 2.43 0.31 0.21
22,125,382 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
86905 14774 4210 48120 19801
22-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
1:23 PM 2.9 2.43 0.19 0.16
22,125,382 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
21-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
80067 9035 3111 48120 19801
4:00 PM 2.5 2.46 0.42 0.41
42,152,347 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
21-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
84903 17822 7141 42641 17299
10:52 AM 2.35 2.46 0.17 0.18
17,825,031
TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
54.5 54.5 54.5 54.5 54.5 26 26 26 26 26
40.25
70312 7279 3093 42641 17299
Calls Open Interest
Volume
Net Change
Last
13
138
-1.3
8.6
2
0
0
13.38
30
14
-9
6.8
10
0
0
9.5
96
473
-1.6
4.3 3.5
70
197
-1.36
215
588
-2
2.7
333
1,502
-1.45
2.05
446
2,545
-1.04
1.66
727
1,596
-0.95
1.35
5,787
3,437
-0.7
1.15
4,790
1,473
-0.7
0.9
7,803
1,435
-0.5
0.8
7,091
885
-0.4
0.7
4,808
629
-0.35
0.55
15,989
2,513
-0.4
0.4
3,271
519
-0.25
0.4
3,026
338
-0.29
0.3
5,606
293
-0.3
0.2
1,697
74
-0.1
0.35
12,301
419
-0.15
0.2
4,103
71
-0.15
0.2
3,855
1,088
-0.15
0.15
1,004
26
-0.2
0.15
1,131
11
-0.15
0.15
1,305
265
-0.15
0.1
345
4
-0.1
0.1
1,026
59
-0.05
0.1
2,048
267
-0.05
0.1
1,130
0
0
0.15
563
14
-0.05
0.05
800
18
-0.15
0.05
3,139
8
-0.05
0.05
358
30
-0.05
0.05
182
0
0
0.05
85
0
0
0.6
79
0
0
0.05
47
0
0
0.25
452
0
0
0.05
85
0
0
0.05
58
0
0
0.05
83
0
0
0.2
174
0
0
0.1
171
0
0
0.05
420
0
0
87
0
0
0.1 0.1
9
0
0
0.05
0
0
0
0
0
0
0
0
96850
20929
-24.14
62.89
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
96,081 BST/BLT
5,173 0.19
18,017
SST/BST
4701 0.91 0.21 0.26
volume
contract price
3,437
1.15
2,513
0.40
419
0.20
SST/SLT ((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
265
0.10
14 0 0
0.05 0.60 0.05 3211
2.55
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
89,716 BST/BLT
21,018 0
359
SST/BST
1094 0.05 0.08 3.05
volume
contract price
541
2.75
70
1.10
56
0.55
SST/SLT ((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
90322
5
0.35
0 0 0
0.12 0.60 0.05
8881
131
5.52
-18.71
106.25
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
89,716 BST/BLT
21,018 3.03
0
0 0.85 3.56
SST/SLT ((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
90322
SST/BST
0.17
Open Interest
contract price
4,987
2.50
15,685
1.10
12,237
0.50
1,310
0.35
565 85 58
0.12 0.60 0.05
8881
29940
5.22
-18.71
106.25
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
84,094 BST/BLT
18,402 0.09
7,544 SST/SLT SST/BST
2628 0.14 0.63 0.35
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
volume
contract price
4,808
2.45
14,418
1.15
11,936
0.50
60 strike 70 strike
7,613 2,758
((BST/BLT)/(SST/SLT))
1,250
0.45
641 85 84
0.40 0.60 0.20 28414
5.75 0.05 0.10
32966
2.45
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
76,059 BST/BLT
5,249 0.2
14,966 SST/SLT SST/BST
937 0.18 1.1 0.06
volume
contract price
1,210
3.10
6,495
1.15
4,893
0.50
((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
5,959
0.20
3,642 7,529 3,220
0.20 0.10 0.10
31738
5.35
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
73,213 BST/BLT
8,516 0.04
2,835 SST/SLT SST/BST
315 0.04 1.05 0.11
volume
contract price
1,210
4.48
6,495
1.95
4,893
0.85
((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
5,959
0.40
3,642 7,529 3,220
0.20 0.10 0.15 31738
8.13
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
64,260 BST/BLT
5,976 0.13
8,646 SST/SLT SST/BST
1740 0.29 0.46 0.2
volume
contract price
70
4.50 2.20 1.15 0.60 0.4 42 0.1
((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
1,522 967 332
309 975 163 4268
46.45
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
62,869
10,933
3,750
1272
BST/BLT
0.06
0.12 0.51 0.34
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 24 971 537 240 49 1 0
contract price
6.40 3.70 2.20 1.15 0.75 0.5 0.21 1798
8.51
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
54,761 BST/BLT
8,282 0.31
17,104
2247 0.27 1.15 0.13
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 81 1,688 882 602 76 39 11
contract price
6.00 3.70 2.30 1.50 1.05 0.71 0.51 3298
9.77
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
52,954 BST/BLT
6,894 0.07
3,919
142 0.02 3.59 0.04
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 0 42 190 36 5 1 0
contract price
7.40 4.60 3.00 1.85 1.25 0.8 0.6 274
12.1
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
49,420 BST/BLT
6,429 3.03
6,262 SST/SLT
1880 0.85 3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 58 2,116 759 377 226 45 10
contract price
7.40 4.50 2.90 1.90 1.25 0.9 0.6 3533
12.05
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
41,553 BST/BLT
12,744 3.03
699
475 0.85
SST/SLT
3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 30 1,042 209 82 40 0 0
contract price
9.50 6.03 3.90 2.65 1.76 1.3 0.95 1373
16.59
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
39,690 BST/BLT
11,296 3.03
8,196 SST/SLT
3870 0.85
((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike
calls 82 310 1,364 2,760
3.56 0.17 contract price
8.40 6.40 4.30 2.90
50 strike 60 strike 70 strike
827 124 10
2 1.05 1.05 5477
26.1
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
39,690 BST/BLT
11,296 3.03
5,012
2906 0.85
SST/SLT
3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
calls 75 175 1,038 1,352 393 114 10
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
contract price
9.30 5.60 3.60 2.20 1.6 1.1 0.85 3082
14.95
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
36,929 BST/BLT
9,450 3.03
10,795 SST/SLT
5361 0.85 3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
calls 311 326 718 2,421 596 182 70
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
contract price
8.60 5.50 3.70 2.50 1.8 1.25 0.9 4313
BLT
SLT
call out of money (OI)
Put out of money (OI) Call out of money (V)
36,929 BST/BLT
BST 9,450 3.03 SST/SLT ((BST/BLT)/(SST/SLT))
15.65
SST Put out of money (V)
5,202
1848 0.85 3.56
SST/BST calls 45 strike 50 strike 60 strike 70 strike
0.17 puts 1,017 25 strike 222 20 strike 40 15 strike 34
Puts Strike Bid
Ask
Price
Bid
Ask
Last
Net Change
7.6 6.6 5.6 4.7 3.9 3.1 2.55 2.05 1.65 1.35 1.05 0.85 0.8 0.6 0.5 0.45 0.3 0.25 0.2 0.15 0.15 0.1 0.1 0.05 0.05 0.05 0.05 0.05 0.05 0 0.05 0.05 0.05 0.05 0 0 0 0 0 0 0 0 0 0
8 7 6 5.1 4.2 3.4 2.7 2.15 1.75 1.45 1.15 0.95 0.85 0.7 0.6 0.5 0.45 0.35 0.35 0.3 0.25 0.2 0.2 0.2 0.15 0.15 0.15 0.15 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.05
10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55
0 0 0 0.05 0.15 0.4 0.75 1.25 1.8 2.5 3.2 4 4.9 5.7 6.6 7.5 8.4 9.4 10.3 11.3 12.3 13.2 14.2 15.1 16.1 17.1 18.1 19.1 22.1 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37
0.05 0.1 0.1 0.15 0.25 0.5 0.85 1.35 1.9 2.6 3.4 4.2 5.1 5.9 6.8 7.7 8.7 9.6 10.5 11.6 12.6 13.6 14.5 15.5 16.5 17.5 18.5 19.5 22.5 23.5 24.4 25.4 26.4 27.4 28.4 29.4 30.4 31.4 32.4 33.4 34.4 35.4 36.4 37.4
0
0
0.1
0
0.07
-0.08
0.1
0.08
0.2
0.15
0.3
0.1
0.8
0.4
1.29
0.59
1.85
0.7
2.55
0.9
3.3
1.05
4
1.1
4.8
1.2
6.1
1.8
6.2
1.4
7
1
7.5
1.6
9.8
2.3
9.8
1.3
8.3
0
12.7
2.42
13.7
4
10.9
0
11.3
0
12.7
0
16.57
2.07
19.27
3.74
15.56
0
15.9
0
17.4
0
23.34
1.54
20.93
0
21.1
0
23.6
0
21.9
0
23.8
0
26.6
0
28.59
0
32.1
3.64
30.36
0
31.31
0
29.6
0
0
0
31.7
0
0 0 0 0 0
0.1 0.1 0.1 0.1 0.1
60 65 70 75 80
42 47 52 57 62
42.4 47.4 52.4 57.4 62.4
35.8
0
0
0
46.21
0
0
0
0
0
45.1
51.45
1768
935.5
950.15
647
33 July options 5/29/2009 pre market srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
3952.55 1005.2 83.8 26.5 0.7 0 0 5068.75
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
volume
1647 1376 726 784 166 45 3 3100
contract price
1.29 1.85 2.55 3.3 7 12.7 16.57 43.97
notional value
2124.63 2545.6 1851.3 2587.2 1162 571.5 49.71 8767.31
TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
5/29/2009 pre market srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
1487.75 77 30.8 1.75 0 0 0 1597.3
77.65
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
85.65
volume
79 439 22 253 0 5 1
contract price
notional value
720
0.35 0.75 1.25 1.7 5.2 9.6 14.5 33
27.65 329.25 27.5 430.1 0 48 14.5 849.35
3238
1888.85
1910.9
TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
1237.91
15.99 5/29/2009 pre market srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
12467.5 17253.5 6118.5 458.5 67.8 51 2.9 36419.7 77.65
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 0 0 0 0
contract price
notional value
TOTAL CALL VOLUME TOTAL PUT VOLUME
85.65
0
0 0.1 2 5.2 9.8 14.6 31.7
0 0 0 0 0 0 0
3238
1888.85
1910.9
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
1237.91
15.99 JUNE 4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
11779.6 16580.7 5968 562.5 256.4 51 16.8 35215 380.65 275.8 8098.6
puts
volume
contract price
notional value
TOTAL CALL VOLUME TOTAL PUT VOLUME
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike 30 strike 35 strike
0 10 1011 57 29 0 1107 16 0 1930
0 0.2 2.05 5.6 9.6 14.6 32.05 10.4 11.8 29.27
0 2 2072.55 319.2 278.4 0 2672.15 166.4 0 3264.21
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
3751 7469.25 2446.5 1191.8 728.4 752.9 322
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 113 284 279 6 0
contract price
notional value
TOTAL CALL VOLUME TOTAL PUT VOLUME
0 0.1 1.25 4.3 7 10.4
0 11.3 355 1199.7 42 0
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
16661.85
682
23.05
1608
4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
5420.8 12665.25 4159.05 2383.6 728.4 752.9 483 26593
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 125 69 5 0
contract price
notional value
TOTAL PUT VOLUME
199
calls
0 0.05 0.7 3.1 7.1 10.4 21.35
0 0 87.5 213.9 35.5 0 336.9
pus 21 22.5 24 25 35
notional value
315 3348.4 1112.05 199.2 123.6 40950 16.3 45749.55
10.1 4.5 2.2 1.15 0.55 18.5 puts
15 20 25 30 35 volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
calls
0.05 1.24 4.1 8 11.1 24.49 contract price
0 1 956 1570 0 0 2527
0 0.05 1.24 4.1 8 11.1 24.49
15 20
0.1 1
pus 15 20
TOTAL CALL VOLUME
10.1 6.4
notional value
0 0.05 1185.44 6437 0 0 7622.49
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
25 30 35 notional value
153.6 3592.7 1181.4 276 36.75 0.5 0 5087.35
3.7 2.2 1.1
25 30 35
23.5 puts
contract price
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 4 161 280 0 0 445
calls
3.3 7.1 9.9 21.4
0 0.1 1 3.3 7.1 9.9 21.4
notional value
0 0.4 161 924 0 0 1085.4
pus 15 20 25 30 35
notional value
486 6245.6 2028.6 903 79.8 27.69 5.61 9290.3
13 6 3.7 2.3 1.5
15 20 25 30 35
26.5 puts
contract price
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
calls
0.22 1.47 4.3 8 12.1 26.09
0 1 281 974 0 0 1256
0 0.22 1.47 4.3 8 12.1 26.09
15 20 25 30 35
0.3 3.3 7 12.7 16.57
notional value
0 0.22 413.07 4188.2 0 0 4601.49
puts 15 20 25 30 35
notional value
0 193.2 570 66.6 6.25 0.8 0 836.85
13 7.4 4.6 3 1.85
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 0 44 25 0 0 69
0 0.15 1.1 3.41 6.8 10.7 22.16
notional value
0 0 48.4 85.25 0 0 133.65
notional value
429.2 9522 2201.1 716.3 282.5 40.5 6 12768.4
notional value
285 6283.26 815.1 217.3 70.4 0 0 7386.06
notional value
688.8 1984 5865.2 8004
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 0 132 664 0 0 796
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 559 784 166 45 3 213
puts 10 stike 15 strike 20 strike
0 0.15 1.1 3.4 6.7 10.7 22.05
0 0.15 0.85 2.75 5.6 9.1 18.45
contract price
0 12 300
0 0.3 3.3
notional value
0 0 145.2 2257.6 0 0 2402.8
notional value
0 0 54.4 409.75 0 0 464.15
notional value
0 1.8 240
1654 130.2 10.5 18336.7
notional value
697.5 980 3736.8 2974.4 628.8 125.4 8.5 8453.9
notional value
2674.6 1793 2656.6 6052.5 1072.8 227.5 63 11865.4
25 strike 30 strike 35 strike
1622 0 0 1934
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 8 203 1436 0 0 1647
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
7 12.7 16.57 39.87
0 0.15 1 2.5 5.4 9 18.05
contract price
0 0 276 609 0 0 885
0 0.15 1.02 2.9 6.1 9 19.17
4055 0 0 4296.8
notional value
0 1.2 203 3590 0 0 3794.2
notional value
0 0 281.52 1766.1 0 0 2047.62
0 114 300
Puts Open Volume
Interest
Symbol
0
0
SKWRJ SKWRK SKWRL SKWRM SKWRN SKWRO SKWRP SKWRQ SAKRL SAKRM SAKRD SAKRO SAKRP SAKRQ SAKRR SAKRE SAKRS SAKRT SAKRU SAKRV SAKRF SAKRY SAKRZ SAKRA SAKRB SAKRG SAKRH SAKRI SRSRH SRSRC SRSRP SRSRQ SRSRR SRSRI SRSRT SRSRX SRSRV SRSRW SRSRJ SRSRY SRSRZ SRSRA SRSRB SRSRK
0
17
2
111
121
141
794
214
559
302
1,578
3,471
1,647
917
1,376
6,828
726
3,050
784
8,019
234
4,146
556
7,948
59
2,138
204
1,398
166
1,708
1
609
11
418
30
912
0
369
45
566
11
131
0
133
0
146
0
132
3
336
2
228
0
77
0
160
0
20
1
121
0
88
0
65
0
26
0
60
0
36
0
20
0
79
2
32
0
22
0
6
0
20
0
0
0
13
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
559
784
166
0
30
0
0
0
0
0
0
0
0
SRSRU SRSRS SKRRR SKRRW SKRRB
Trade Trade Trade Trade Trade
8912
45263
4:00AM #DIV/0! 40.33 0 0
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
23,306 BST/BLT
3,189 0
0
SST/BST
0 0 #DIV/0! #DIV/0!
volume
contract price
0
4
0
3
SST/SLT ((BST/BLT)/(SST/SLT))
31,741,181 124 0 0 121 3
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
0
2
0
1.75
0 0 0
1 0 0.65 0
notional value
13
0 0 0 0 0 0 0 0
4:00AM #NUM! 40.33 0 0
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
23,306 BST/BLT
3,189 0
0
SST/BST
0 0 #NUM! #NUM!
volume
contract price
0
4
0
3
SST/SLT ((BST/BLT)/(SST/SLT))
31,741,181 124 0 0 121 3
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
0
2
0
1.75
0 0 0
1 0 0.65 0
3920
notional value
13
38897
4:00AM #NUM! 40.33 0 0
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
23,306 BST/BLT
3,189 0
0
0 0 #NUM!
SST/SLT ((BST/BLT)/(SST/SLT))
0 0 0 0 0 0 0 0
31,741,181 124 0 0 121 3
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
SST/BST
#NUM!
volume
contract price
0
4
0
3
0
2
0
1.75
0 0 0
1 0 0.65 0
3920
notional value
0 0 0 0 0 0 0 0
13
38897
4:00PM 3.57 1.7 0.18 0.08
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
17,693 BST/BLT
6,805 0.17
2,973 SST/SLT SST/BST
459 0.07 2.49 0.15
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
volume
contract price
175
5
751
3
60 strike 70 strike
0 0
((BST/BLT)/(SST/SLT))
31,741,181 33130 3218 901 18273 10738
437
2
343
1.5
0 1 10
2 0.91 0.75 1,717
notional value
14 0.45 1.9
0
2
805 2140.35 913.33 514.5 0 0.91 7.5 4381.59 0 0 0
4:00AM 3.57 1.7 0.18 0.08
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
17,693 BST/BLT
6,805 0.17
2,973 SST/SLT SST/BST
459 0.07 2.49 0.15
volume
contract price
175
5
751
3
((BST/BLT)/(SST/SLT))
31,741,181 33130 3218 901 18273 10738
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
437
2
343
1.5
0 1 10
2 0.91 0.75
notional value
805 2140.35 913.33 514.5 0 0.91 7.5
1,717
14
4381.59
11:50AM 2.7 1.7 0.06 0.03
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
16,744 BST/BLT
8,043 0.06
950 SST/SLT SST/BST
287 0.04 1.59 0.3
volume
contract price
12
6
344
4
((BST/BLT)/(SST/SLT))
9,587,000 30393 1008 374 18273 10738
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
233
3
107
2.15
0 0 0
2 1.4 1.05 696
notional value
20
74.4 1513.6 722.3 230.05 0 0 0 2540.35
Options Expiration: July 18, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Symbol
Interest
Volume
Net Change
Last
Bid
Ask
SKWGJ SKWGK SKWGL SKWGM SKWGN SKWGO SKWGP SKWGQ SAKGW SAKGL SAKGM SAKGD SAKGO SAKGP SAKGX SAKGQ SAKGR SAKGE SAKGS SAKGT SAKGU SAKGV SAKGF SAKGY SAKGZ SAKGA SAKGB SAKGG SAKGH SAKGI SAKGJ SAKGK SRSGH SRSGC SRSGP SRSGQ SRSGR SRSGI SRSGT SRSGV SRSGW SRSGJ SRSGY SRSGZ
26
0
0
13.7
10
0
0
9.4
0
0
0
0
70
0
0
8.3
443
0
0
8.2
362
0
0
7.6
162
0
0
6
130
0
0
6.2
192
0
0
5.9
114
0
0
4.3
10.4 9.5 8.5 7.7 6.9 6.3 5.5 5.1 4.8 4.4 4.1 3.7 3.4 3 2.9 2.7 2.5 2.3 2.1 1.85 1.75 1.65 1.5 0 1.3 1.25 1.15 1 0.95 0.9 0.85 0.75 0.7 0.65 0.65 0.6 0.55 0.55 0.5 0.5 0.45 0.45 0.4 0.35
10.9 9.9 9 8.1 7.3 6.6 5.9 5.3 5 4.7 4.3 3.9 3.5 3.2 3 2.9 2.65 2.4 2.2 2.05 1.85 1.75 1.65 0 1.4 1.3 1.25 1.15 1.05 1.05 0.95 0.9 0.9 0.8 0.8 0.75 0.75 0.7 0.65 0.55 0.6 0.55 0.5 0.55
450
0
0
4.7
2,008
0
0
3.8
630
0
0
3.7
749
0
0
3.28
471
0
0
2.9
923
0
0
2.8
797
0
0
2.7
1,235
0
0
2.3
351
0
0
2.3
396
0
0
2.25
376
0
0
2.3
490
0
0
1.94
4,961
0
0
1.55
323
0
0
1.8
171
0
0
1.75
298
0
0
1.35
289
0
0
2
749
0
0
1.2
168
0
0
1.2
136
0
0
1.15
73
0
0
1.05
830
0
0
1.05
2,024
0
0
0.95
0
0
0
0
0
0
0
0
2
0
0
0.9
0
0
0
0
597
0
0
0.65
296
0
0
0.75
127
0
0
0.65
337
0
0
0.65
2,158
0
0
0.55
95
0
0
1.25
95
0
0
0.3
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
SRSGA SRSGB SRSGK SRSGD SRSGE SRSGF SRSGG SRSGU SRSGM SRSGN SRSGO SRSGL SRSGS SKRGN SKRGO SKRGP SKRGM SKRGR SKRGS SKRGT SKRGU SKRGV SKRGW SKRGX SKRGY SKRGZ SKRGA SKRGB SKRGG SKRGL RPBGM RPBGN RPBGO RPBGP RPBGQ RPBGV RPBGA RPBGF RPBGK RHVGM RHVGN RHVGO RHVGP RHVGU RHVGZ RHVGE RHVGJ RHUGO RHUGT RHUGY
104
0
0
0.85
130
0
0
0.7
570
0
0
0.4
347
0
0
0.7
77
0
0
0.45
121
0
0
0.55
178
0
0
0.35
570
0
0
0.35
334
0
0
0.4
275
0
0
0.45
180
0
0
0.35
267
0
0
0.15
3,216
0
0
0.3
331
0
0
0.65
170
0
0
1.9
250
0
0
0.35
235
0
0
0.95
464
0
0
0.3
93
0
0
0.55
128
0
0
0.35
28
0
0
1.95
31
0
0
6.5
320
0
0
0.65
166
0
0
0.5
143
0
0
0.4 0.9
45
0
0
119
0
0
0.3
885
0
0
0.25
370
0
0
0.3
460
0
0
0.3
51
0
0
0.25
94
0
0
0.3
31
0
0
2.05
0
0
0
28.5
208
0
0
0.3
568
0
0
0.2
64
0
0
0.3
169
0
0
0.2
135
0
0
0.2
100
0
0
0.2
52
0
0
1
55
0
0
1.1
434
0
0
0.2
170
0
0
0.15
90
0
0
0.1
166
0
0
0.05
166
0
0
0.1
290
0
0
0.2
477
0
0
0.07
86
0
0
0.2
0.35 0.35 0.35 0.3 0.3 0.3 0.25 0.25 0.25 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.15 0.15 0.15 0.15 0.15 0.15 0.1 0.1 0.1 0.1 0.1 0.15 0.05 0.05 0.05 0 0 0 0 0.05 0.05 0 0.05 0 0 0 0.05 0.05 0.05 0 0 0 0.05 0
0.45 0.5 0.5 0.45 0.45 0.45 0.45 0.4 0.35 0.4 0.4 0.4 0.3 0.35 0.35 0.35 0.35 0.35 0.3 0.3 0.3 0.3 0.3 0.3 0.25 0.3 0.25 0.25 0.25 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.15 0.15 0.15 0.1 0.1 0.15 0.15 0.15 0.15 0.15 0.15
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
RHUGI RHUGM RHUGN RHUGW RHUGX RHUGQ RHUGR RHUGS RHUGC RHUGB RHUGD RHUGG RHUGH RHUGJ RHUGL
101
0
0
0.35
90
0
0
0.6
94
0
0
0.1
29
0
0
5.3
131
0
0
0.05
20
0
0
0.1
38
0
0
0.05
31
0
0
1.1
volume
contract price
notional value
0 0 0 0 0 0
0.1 0.65 2.45 4.9 8.3 13.8
85
0
0
0.1
206
0
0
0.35
359
0
0
0.35
82
0
0
0.1
232
0
0
0.05
83
0
0
0.45
161
0
0
0.2
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
volume
contract price
0 0 0 0 0 0
0.1 0.65 2.45 4.9 8.3 13.8
notional value
0 0 0 0 0 0
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
volume
contract price
0 0 0 0 0 0
0.1 0.65 2.45 4.9 8.3 13.8
volume
contract price
0 147 63 3 13 2 0 0 0
0 1.2 3.1 6 9.7 14.07 0 26.9 28.8
volume
contract price
0 147 63 3 13
0 1.2 3.1 6 9.7
notional value
0 0 0 0 0 0
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike 31 strike 36 strike
notional value
0 176.4 195.3 18 126.1 28.14 0 0 0
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
notional value
0 176.4 195.3 18 126.1
2
14.07 0
30.2
28.14 0
puts volume
10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
0 66 63 2 2 0 133
contract price
0 1 3.1 6.37 10.2 14.2 34.87
notional value
0 66 195.3 12.74 20.4 0 294.44
Puts Strike
Open
Price
Bid
Ask
Last
Net Change
Volume
Interest
Symbol
10 11 12 13 14 15 16 17 17.5 18 19 20 21 22 22.5 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 48 49 50 51 52
0 0 0.1 0.2 0.4 0.65 1 1.4 1.7 1.95 2.45 3 3.7 4.4 4.7 5.1 5.8 6.6 7.4 8.2 9.1 9.9 10.8 11.7 12.6 13.5 14.4 15.4 16.3 17.1 18.1 19 19.9 20.9 21.9 22.8 23.8 24.8 25.7 27.7 28.6 29.7 30.6 31.6
0.15 0.2 0.25 0.4 0.6 0.85 1.2 1.6 1.85 2.05 2.6 3.3 3.9 4.6 5 5.3 6.1 6.9 7.7 8.5 9.4 10.3 11.2 11.9 12.8 13.9 14.8 15.7 16.5 17.6 18.5 19.3 20.4 21.4 22.3 23.3 24.1 25.2 26.2 28.1 29.1 30.1 31.1 32
0.1
0
0
21
0.41
0
0
5
0.25
0
0
38
0.35
0
0
41
0.6
0
0
57
0.65
0
0
438
1.05
0
0
1,339
1.4
0
0
249
1.6
0
0
293
1.93
0
0
245
2.45
0
0
463
3.1
0
0
1,007
SKWSJ SKWSK SKWSL SKWSM SKWSN SKWSO SKWSP SKWSQ SAKSW SAKSL SAKSM SAKSD SAKSO SAKSP SAKSX SAKSQ SAKSR SAKSE SAKSS SAKST SAKSU SAKSV SAKSF SAKSY SAKSZ SAKSA SAKSB SAKSG SAKSH SAKSI SAKSJ SAKSK SRSSH SRSSC SRSSP SRSSQ SRSSR SRSSI SRSST SRSSV SRSSW SRSSJ SRSSY SRSSZ
3.7
0
0
548
4.06
0
0
150
4.3
0
0
151
4.9
0
0
111
5.7
0
0
228
6.2
0
0
737
7.7
0
0
136
7.9
0
0
217
8.3
0
0
129
9.9
0
0
164
9.88
0
0
374
11.6
0
0
206
12.2
0
0
64
13.8
0
0
81
14
0
0
278
14.7
0
0
256
16.1
0
0
458
16.51
0
0
288
17.7
0
0
266
19.4
0
0
64
19.6
0
0
400
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
25.2
0
0
255
23.9
0
0
36
26.9
0
0
27
27.57
0
0
50
28.6
0
0
405
31.1
0
0
140
23.5
0
0
22
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 85 90 91 92 93 94 95 100 105 110 115 117 118 119 120 125 130 135 140 145 150 155
32.5 33.6 34.6 35.5 36.5 37.5 38.5 39.4 40.4 41.4 42.4 43.4 44.4 45.5 46.4 47.4 48.3 49.3 50.3 51.3 52.3 53.3 54.3 55.3 56.3 57.3 58.3 59.3 64.3 69.2 70.2 71.2 72.2 73.2 74.2 79.2 84.3 89.2 94.2 96.2 97.2 98.2 99.2 104.2 109.2 114.2 119.2 124.1 129.1 134.1
33 34 35 36 37 37.9 38.9 39.9 40.9 41.9 42.9 43.9 44.9 45.9 46.8 47.8 48.8 49.8 50.8 51.8 52.8 53.8 54.8 55.8 56.8 57.8 58.8 59.8 64.8 69.7 70.7 71.7 72.7 73.7 74.7 79.7 84.7 89.7 94.7 96.7 97.7 98.7 99.7 104.7 109.7 114.7 119.7 124.7 129.7 134.7
28.8
0
0
2
34.1
0
0
90
31.8
0
0
172
20.5
0
0
0 0
0
0
0
30.5
0
0
3
31.4
0
0
13
38.5
0
0
160
33.2
0
0
2
39
0
0
20
40.9
0
0
190
0
0
0
0
45.6
0
0
161
23.07
0
0
6
23
0
0
0
46.3
0
0
111
47.2
0
0
30
45.5
0
0
23
0
0
0
0
32.1
0
0
1
0
0
0
0
48.2
0
0
10
32.4
0
0
15
18.1
0
0
8
50.8
0
0
117
45.5
0
0
8
14.8
0
0
10
58.1
0
0
77
60.12
0
0
26
65.7
0
0
59
0
0
0
0
44.5
0
0
24
66.1
0
0
60
27
0
0
8
36.1
0
0
5
74.68
0
0
40
31.8
0
0
4
35.2
0
0
22
92.6
0
0
93
0
0
0
0
0
0
0
0
65
0
0
52
70.7
0
0
38
75.7
0
0
46
91.9
0
0
25
0
0
0
0
0
0
0
0
83
0
0
0
93.3
0
0
25
98.4
0
0
51
SRSSA SRSSB SRSSK SRSSD SRSSE SRSSF SRSSG SRSSU SRSSM SRSSN SRSSO SRSSL SRSSS SKRSN SKRSO SKRSP SKRSM SKRSR SKRSS SKRST SKRSU SKRSV SKRSW SKRSX SKRSY SKRSZ SKRSA SKRSB SKRSG SKRSL RPBSM RPBSN RPBSO RPBSP RPBSQ RPBSV RPBSA RPBSF RPBSK RHVSM RHVSN RHVSO RHVSP RHVSU RHVSZ RHVSE RHVSJ RHUSO RHUST RHUSY
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
160 165 170 175 180 185 190 195 200 210 220 230 240 250 260
139.1 144.2 149.2 154.2 159.1 164.2 169.1 174.2 179.2 189.2 199.2 209.1 219.2 229.2 239.2
139.7 144.7 149.7 154.7 159.7 164.7 169.7 174.7 179.7 189.7 199.7 209.7 219.7 229.7 239.7
129.4
0
0
79
134.2
0
0
11
0
0
0
0
112.5
0
0
10
133.8
0
0
10
0
0
0
0
164
0
0
10
110.9
0
0
0
159.6
0
0
11
0
0
0
0
0
0
0
0
206.7
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
RHUSI RHUSM RHUSN RHUSW RHUSX RHUSQ RHUSR RHUSS RHUSC RHUSB RHUSD RHUSG RHUSH RHUSJ RHUSL
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Options Expiration: May 16, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Symbol
Interest
Volume
Net Change
Last
Bid
Ask
GBJET GBJEU GBJEV GBJEW GBJEX GBJEY GBJEZ GBJEA GBJEB GBJEC GBJED GBJEE GBJEF GBJEG GBJEH GBJEI GDXEJ GDXEK GDXEL GDXEM GDXEN GDXEO GDXEP GDXEQ GDXER GDXES GDXET GDXEU GDXEV GDXEW GDXEX
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
6
6
1.8
8.8
6
0
0
6.24
3
0
0
5.22
1
11
-1.31
5.77
9
3
-1.32
4.48
221
8
0.9
4
878
66
1.05
3.5
625
185
0.64
2.64
956
820
0.45
2
1,155
1,190
0.4
1.6
3,338
1,638
0.29
1.14
7,305
935
0.16
0.81
4,182
294
0.15
0.6
3,360
788
0.14
0.51
1,095
549
0.1
0.3
1,338
112
0.05
0.25
2,379
162
0.05
0.2
613
2
0.05
0.15
146
0
0
0.35
333
2
0
0.1
1,434
0
0
0.05
379
0
0
0.05
24
0
0
0.05
273
0
0
0.4
66
1
-0.05
0.05
8
0
0
0.1
13
0
0
0.05
12 11 10 9 8.1 7.1 6.2 5.3 4.6 3.8 3.1 2.5 1.95 1.5 1.1 0.8 0.55 0.4 0.25 0.2 0.1 0.1 0.05 0.05 0 0 0 0 0 0 0
12.7 11.7 10.7 9.7 8.7 7.8 6.9 6 4.8 4 3.3 2.6 2.05 1.6 1.15 0.85 0.65 0.5 0.35 0.25 0.2 0.15 0.15 0.1 0.1 0.1 0.05 0.05 0.05 0.05 0.05
Puts Strike
Open
Price
Bid
Ask
Last
Net Change
Volume
Interest
Symbol
20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
0 0 0.05 0.05 0.05 0.1 0.2 0.3 0.45 0.65 1 1.3 1.75 2.3 2.95 3.6 4.4 5.2 6 6.6 7.5 8.5 9.4 10.4 11.4 12.3 13.3 14.3 15.3 16.3 17.3
0.05 0.05 0.1 0.1 0.15 0.2 0.25 0.35 0.55 0.8 1.1 1.45 1.9 2.45 3.1 3.8 4.5 5.4 6.3 7.2 8.2 9.1 10.1 11.1 12 13 14 15 16 17 18
0.04
0
0
4
0.05
0
11
5
0.05
0.05
10
0
0.12
0
0
1
0.15
0
0
3
0.18
-0.07
28
102
0.2
-0.2
5
165
0.43
-0.12
20
222
0.45
-0.35
324
1,777
0.65
-0.46
121
993
1
-0.55
662
2,572
GBJQT GBJQU GBJQV GBJQW GBJQX GBJQY GBJQZ GBJQA GBJQB GBJQC GBJQD GBJQE GBJQF GBJQG GBJQH GBJQI GDXQJ GDXQK GDXQL GDXQM GDXQN GDXQO GDXQP GDXQQ GDXQR GDXQS GDXQT GDXQU GDXQV GDXQW GDXQX
1.4
-0.55
130
654
1.75
-0.78
220
2,078
2.35
-0.95
322
2,751
2.79
-1.08
94
1,912 2,476
3.6
-1.13
398
4.35
-1.05
13
662
6.35
0
0
2,352
6.3
0
0
385
7.41
0
0
78
8.3
0
0
139
4.8
0
0
78
11.1
0
0
163
6.85
0
0
34
8.3
0
0
7
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
#DIV/0! #DIV/0! #DIV/0! #DIV/0!
9,587,000 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
29-Apr
0 0 0 0 0
3:15 PM
BLT
SLT
BST
SST
calls
call out of money Put(OI) out of money Call(OI) out of money Put (V) out of money (V)
0 BST/BLT
0 3.03
0
0 0.85 SST/SLT ((BST/BLT)/(SST/SLT))3.56 0.17 SST/BST
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
volume
pus 21 22.5 24 25 35
0 0 0 0 0
15 20 25 30 35 0
contract price notional value
0.00 0.00 0.00 0.00 0 42 0
0 0 0 0
0 0 0 0
42
0 0 0 0 0 0 0 0
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 0 0 0 0
0 0 0 0 0 0 contract price notional value
0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
8.09 3.55 2.08 0.91
BLT
15,500,662 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
68359 39304 4859 18876 5320
SLT
BST
SST
call out of money Put (OI) out of money Call(OI) out of money Put (V) out of money (V)
8,982 BST/BLT
5,162 3.03
4072 0.85 ((BST/BLT)/(SST/SLT))3.56 0.17 SST/BST
21 22.5 24 25 50 strike 60 strike 70 strike
35,713
SST/SLT
calls
contract price
11,667
0.63 0.00 0.00 0.00 0 0 0
19,436 3,686 924
0 0 0
calls
pus 21 22.5 24 25 35
notional value
7350.21 0 0 0 0 0 0
4.8 0.63 0 0 0 5.43 puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
15 20 25 30 35
0.15 2.75 0 0 0 2.9 contract price notional value
0 53 271 0 0 0
0 0.15 2.75 0 0 0
0 7.95 745.25 0 0 0
{C} to {P} VoL (ns)
1.993
BLT
{C} to {P} O (nl)
2.239
call out of money (OI)
SLT
(V) to (OI) call (BST)
0.118
(V) to (OI) put (SST)
0.133
94,703 BST/BLT
BST
13,250 3.03
11,052 SST/SLT
((BST/BLT)/(SST/SLT)) may 29 close
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
SST/BST
31741181
4207 0.85 3.56 0.17
TOTAL OPTION TRANSACTIONS calls
volume
contract price
20 strike
1578.0
1.85
25 strike
1189.00
0.80
30 strike
194.000
0.35
45 strike
8.000
0.25
50 strike
2.000
60 strike
0.000
0.10 0.60 0.05
70 strike
0.000
4.00
1393.00
notional value
2919.3 951.2 67.9 2 0.2 0 0 3940.6
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
volume
contract price notional value
96 3133 310 680 102 36 1 4262
0.7 1.15 1.65 2.25 6 10.28 14.5 35.83
67.2 3602.95 511.5 1530 612 370.08 14.5 6641.03
0.417 srs {C} to {P} VoL (ns)
0.821
BLT
{C} to {P} O (nl)
2.239
call out of money (OI)
SLT
(V) to (OI) call (BST)
0.010
(V) to (OI) put (SST)
0.027
89,716 BST/BLT
BST
21,018 3.03
359 SST/SLT
((BST/BLT)/(SST/SLT))
May 29th 10:02:00 AM
SST/BST
31741181
calls
volume
contract price
20 strike
541.000
2.75
25 strike
70.000
1.10
30 strike
56.000
0.55
45 strike
5.000
0.35
50 strike
0.000
60 strike
0.000
0.12 0.60 0.05
70 strike
0.000 131.000
srs {C} to {P} VoL (ns)
#NUM!
notional value
1487.75 77 30.8 1.75 0 0 0 1597.3
5.52 5/29/2009 Premarket BLT SLT
{C} to {P} O (nl)
2.239
call out of money (OI)
(V) to (OI) call (BST)
0.000
(V) to (OI) put (SST)
0.000
89,716 BST/BLT
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
calls
Open Interest contract price 4987
2.50
25 strike
15685
1.10
30 strike
12237
0.50
45 strike
1310
0.35
50 strike
565.000
60 strike
85.000
70 strike
58.000
0.12 0.60 0.05
29940 8-May
0.660
5.22
volume
contract price notional value
79 439 22 253 0 5 1
BST
0.35 0.75 1.25 1.7 5.2 9.6 14.5 33
27.65 329.25 27.5 430.1 0 48 14.5 849.35
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
21,018 3.03
31741181
20 strike
1094 0.85 3.56 0.17
720
0
SST/BST
0 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 0 0 0 0
SST/SLT
((BST/BLT)/(SST/SLT)) 5/29/2009 Premarket
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
notional value
12467.5 17253.5 6118.5 458.5 67.8 51 2.9 36419.7
contract price notional value
0
0 0.1 2 5.2 9.8 14.6 31.7
0 0 0 0 0 0 0
srs {C} to {P} VoL (ns)
2.266
BLT
{C} to {P} O (nl)
2.322
call out of money (OI)
SLT
(V) to (OI) call (BST)
0.098
(V) to (OI) put (SST)
0.101
84,094 BST/BLT
8-May
31741181
BST
18,402 3.03
7,544
SST/BST
2628 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 10 1011 57 29 0
SST/SLT
((BST/BLT)/(SST/SLT))
calls
volume
contract price
20 strike
4808
2.45
25 strike
14418
1.15
30 strike
11936
0.50
45 strike
1250
0.45
50 strike
641.000
60 strike
85.000
70 strike
84.000
0.40 0.60 0.20 5.75
28414
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
notional value
11779.6 16580.7 5968 562.5 256.4 51 16.8 35215
contract price notional value
1107
0 0.2 2.05 5.6 9.6 14.6 32.05
0 2 2072.55 319.2 278.4 0 2672.15
0.662
7-May srs {C} to {P} VoL (ns)
7.279
BLT
SLT
{C} to {P} O (nl)
2.505
call out of money (OI)
(V) to (OI) call (BST)
0.198
(V) to (OI) put (SST)
0.068
76,059 BST/BLT
BST
Put out of money (OI) Call out of money (V) Put out of money (V)
5,249 3.03
14,966
SST/BST
937 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 113 284 279 6 0
SST/SLT
((BST/BLT)/(SST/SLT)) 0.662
7-May
calls
volume
contract price
20 strike
1210
3.10
25 strike
6495
1.15
30 strike
4893
0.50
45 strike
5959
0.20
50 strike
3642
60 strike
7529
70 strike
3220
0.20 0.10 0.10
31738
4-May srs
11:39AM
5.35
SST
notional value
3751 7469.25 2446.5 1191.8 728.4 752.9 322 16661.85
contract price notional value
682
0 0.1 1.25 4.3 7 10.4 23.05
0 11.3 355 1199.7 42 0 1608
BLT
SLT
BST
SST
{C} to {P} VoL (ns)
5.275
{C} to {P} O (nl)
2.505 call out of money (OI)Put out of money (OI)Call out of money (V)Put out of money (V)
(V) to (OI) call (BST)
0.048
(V) to (OI) put (SST)
0.023
73,213 BST/BLT
8,516 3.03
2,835
SST/BST
315 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 125 69 5 0
SST/SLT
((BST/BLT)/(SST/SLT)) 9587000 TOTAL OPTION TRANSACTIONS calls
volume
contract price
20 strike
1210
4.48
25 strike
6495
1.95
30 strike
4893
0.85
45 strike
5959
0.40
50 strike
3642
60 strike
7529
70 strike
3220
0.20 0.10 0.15 8.13
31738
156660
TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME
11403
TOTAL PUT VOLUME
5722
TOTAL CALL OPEN INTERST
96460
TOTAL PUT OPEN INTERST
43075
May 29th
31741181
10:02:00 AM TOTAL OPTION TRANSACTIONS
141667
TOTAL CALL VOLUME
961.000
TOTAL CALL OPEN INTERST
96460
TOTAL PUT OPEN INTERST
43075
10:02 4,987 15,685 12,237 1,310 565 85 58
4,987 15,685 12,237 1,310
565 85 58
0.000
TOTAL CALL VOLUME
0.000
TOTAL PUT VOLUME TOTAL CALL OPEN INTERST
96460.000
TOTAL PUT OPEN INTERST
43075.000 31741181.0
8-May
142020.0 8881.0
TOTAL CALL VOLUME
3920.0
TOTAL PUT VOLUME
90322.0
TOTAL CALL OPEN INTERST
38897.0
TOTAL PUT OPEN INTERST
TOTAL PUT VOLUME
29-May Open Interest
139535
TOTAL OPTION TRANSACTIONS
TOTAL CALL VOLUME
199
0 0.05 0.7 3.1 7.1 10.4 21.35
31741181
5/29/2009 Premarket
TOTAL OPTION TRANSACTIONS
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
contract price notional value
1171
TOTAL PUT VOLUME
7-May
5420.8 12665.25 4159.05 2383.6 728.4 752.9 483 26593
31741181
may 29 close
TOTAL OPTION TRANSACTIONS
notional value
0.662 127164.000
4-May TOTAL OPTION TRANSACTIONS
15490.000
TOTAL CALL VOLUME
2128.000
TOTAL PUT VOLUME
TOTAL CALL OPEN INTERST
78292.000
TOTAL CALL OPEN INTERST
TOTAL PUT OPEN INTERST
31254.000
TOTAL PUT OPEN INTERST
9,587,000 114014 3756 712 78292 31254
0 0 87.5 213.9 35.5 0 336.9
Trade Trade Trade Trade Trade Trade Trade 0
Symbol
Interest
Volume
TSOEU TSOEY TSOEV TSOEC TSOEW TSOED TSOEX
129
0
1,807
3
1,649
112
7,647
619
4,818
562
3,267
19
1,704
0
{C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
0 21021 1315 2.98 BLT SLT 1.47 call out of money (OI) Put out of money (OI) 0.06 17,436 8,536 0.03 BST/BLT 0.07
X {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
0.5 BLT SLT 1.05 call out of money (OI) Put out of money (OI) 0.17 27,515 22,099 0.37 BST/BLT 0.24
CI {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3.34 BLT SLT 2.45 call out of money (OI) Put out of money (OI) 0.08 25,415 1,579 0.06 BST/BLT 0.08
RCL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
2.31 BLT SLT 1.63 call out of money (OI) Put out of money (OI) 0.37 4,285 1,557 0.26 BST/BLT 0.39
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4.54 BLT SLT 1.38 call out of money (OI) Put out of money (OI) 2.5 2,446 1,518 0.76 BST/BLT 3.03
HAL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
1.75 BLT SLT 2.49 call out of money (OI) Put out of money (OI) 0.28 36,471 18,371 0.4 BST/BLT 0.3
X {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
0.5 BLT SLT 1.05 call out of money (OI) Put out of money (OI) 0.17 27,515 22,099 0.37 BST/BLT 0.24
CI {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3.34 BLT SLT 2.45 call out of money (OI) Put out of money (OI) 0.08 25,415 1,579 0.06 BST/BLT 0.08
RCL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
2.31 BLT SLT 1.63 call out of money (OI) Put out of money (OI) 0.37 4,285 1,557 0.26 BST/BLT 0.39
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4.54 BLT SLT 1.38 call out of money (OI) Put out of money (OI) 2.5 2,446 1,518 0.76 BST/BLT 3.03
HAL {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
1.75 BLT SLT 2.49 call out of money (OI) Put out of money (OI) 0.28 36,471 18,371 0.4 BST/BLT 0.3
Calls Strike Net Change
Last
Bid
Ask
Price
Bid
0
7.18
-0.62
4.5
-0.93
2.3
6.7 4.3 2.2 0.8 0.2 0.05 0
7.1 4.6 2.3 0.85 0.25 0.1 0.05
7.5 10 12.5 15 17.5 20 22.5
0 0.05 0.35 1.4 3.2 5.4 7.9
-0.63
0.8
-0.18
0.25
0
0.1
0
0.05
-2.36 BST
15.18 SST
Call out of money (V)
193 0.02 3.04 0.16
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
BST
SST
Call out of money (V)
Put out of money (V)
6,574
12234 0.55 0.43 1.86
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
2,036
530 0.34 0.24 0.26
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
1,680 SST/SLT
15.25 RF
Put out of money (V)
1,200
14.25
124 0.08
105 {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
18.3 1.3 3.54 0.63 1.71
((BST/BLT)/(SST/SLT)) SST/BST BST
4.92 0.07 SST
Call out of money (V)
Put out of money (V)
7,421
1292 0.85 3.56 0.17
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
11,026
3759 0.2 1.48 0.34
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
BST
SST
Call out of money (V)
Put out of money (V)
6,574
12234 0.55 0.43 1.86
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
2,036
530 0.34 0.24 0.26
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
1,680
124 0.08 4.92 0.07
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
7,421
1292 0.85 3.56 0.17
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST BST
SST
Call out of money (V)
Put out of money (V)
11,026 SST/SLT ((BST/BLT)/(SST/SLT))
3759 0.2 1.48
SST/BST
0.34
Puts Open Ask
Last
Net Change
Volume
Interest
Symbol
0.05 0.1 0.45 1.5 3.5 5.8 8.3
0.04
0
0
805
0.1
0.05
12
2,047
0.35
0.05
181
5,684
1.4
0.45
225
2,030
3.31
0.86
3
3,146
4.7
0
0
484
8
0
20
82
TSOQU TSOQY TSOQV TSOQC TSOQW TSOQD TSOQX
19.7 17.9 1.41 441 14278 BLT SLT BST SST call out of money Put out(OI) of money Call out (OI) of money Put out(V) of money (V) 15275 5739 12688 6861 BST/BLT 0.83 SST/SLT 1.2 ((BST/BLT)/(SST/SLT)) 0.69 SST/BST 0.54
0
Trade Trade Trade Trade Trade Trade Trade 0
RF
{C} to {P} VoL (ns) BLT SLT BST SST {C} to {P} O (nl) call out of money Put (OI) out of money Call(OI) out of money Put out (V) of money (V) (V) to (OI) call (BST) (V) to (OI) put (SST) BST/BLT SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20-Apr {C} to {P} VoL (ns)1.08 BLT SLT BST SST {C} to {P} O (nl) 1.8 call out of money Put out(OI) of money Call out (OI) of money Put out(V) of money (V) (V) to (OI) call (BST) 0.25 21885 7300 6794 4719 (V) to (OI) put (SST) 0.42 BST/BLT 0.31 SST/SLT 0.65 ((BST/BLT)/(SST/SLT)) 0.48 SST/BST 0.69
390 minutes 6.5 hrs in trading day
5-May 9:30-11:40 11:40-1:50 1:50-3:00
22@ low high low high 21.21 22.43 1.75
20@ Put low
6-May 9:30-11:40 11:40-1:50 1:50-3:00 7-May
20.85
22.84
1.4
2.5
20.6
24.11
1.55
3.1
8-May
21.85
22.99
1.65
2.4
9:30:00 AM
high
2.3
0.8
total 1.3 april
special service loans 1825 2062 237 increase
0.13
t Options Expiration: May 16, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Symbol
Interest
TSOEU TSOEY TSOEV TSOEC TSOEW TSOED TSOEX TSOED TSOEX TSOEE TSOEF TSOEG
129 1,807 1,700 7,603 4,960 3,259 1,704 3,267 1,704 742 309 30
0
27214
21-Apr 10:39:00 AM
{C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3.19 1.82 0.02 0.01
20-Apr
{C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
2.98 0.64 0.06 0.01
Calls Strike Volume
Net Change
Last
Bid
Ask
Price
0
0
7.18 4.5
6.8 4.4 2.2 0.8 0.2 0.05 0 0.05 0 0 0 0
7.2 4.8 2.5 0.9 0.25 0.1 0.05 0.1 0.05 0.05 0.05 0.05
7.5 10 12.5 15 17.5 20 22.5 20 22.5 25 30 35
0
0
10
-0.1
2.2
142
0.05
0.85
177
0
0.25
64
0
0.1 0.05
0
0
19
0
0.1
0
0
0.05
0
0
0.05
0
0
0.03
0
0
0.1
412
-0.05
15.46
14.5
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
11,015
13,816 83 0.01 SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
BST/BLT
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
18,517 BST/BLT
29,050 1,200 0.06 SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
100 0.01 1.04 1.2
193 0.01 9.75 0.16
16.1
237.5
Puts Open Bid
Ask
Last
Net Change
Volume
Interest
Symbol
0 0.05 0.3 1.3 3.1 5.5 7.8 5.4 7.9 10.4 15.4 20.4
0.05 0.1 0.4 1.4 3.4 5.7 8.2 5.8 8.3 10.8 15.8 20.8
0.04
0
0
805
TSOQU TSOQY TSOQV TSOQC TSOQW TSOQD TSOQX TSOQD TSOQX TSOQE TSOQF TSOQG
77.55
80.75
0.1
0
0
2,046
0.3
-0.05
80
5,695
1.45
0.05
20
2,124
3.31
0
0
3,146
4.7
0
0
484
8.08
0.08
9
98
4.7
0
0
484
8
0
20
82
10.3
0
0
10
12.2
0
0
0
26.56
0
0
0
79.74
0.08
129
14974
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Options Expiration: June 20, 2009
Symbol
13
18.5
689.5
21.15
0
25.4
0
30.2
0
35.1
0
42.05
0
47.6
0
52.05
0
12.7 9.4 9.3 13.9 7.4 6.7 7.7 5.7 5.2 4.6 4.2 3.8 3.6 3.3 3 2.6 2.3 2.1 1.85
197
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
SKWFJ SKWFK SKWFL SKWFM SKWFN SKWFO SKWFP SKWFQ SAKFL SAKFM SAKFD SAKFO SAKFP SAKFQ SAKFR SAKFE SAKFS SAKFT SAKFU SAKFV SAKFF SAKFY SAKFZ SAKFA SAKFB SAKFG SAKFH SAKFI SRSFH SRSFC SRSFP SRSFQ SRSFR SRSFI SRSFT SRSFX SRSFV SRSFW SRSFJ SRSFY SRSFZ SRSFA SRSFB SRSFK
65.1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Trade Trade Trade Trade Trade
SRSFU SRSFS SKRFR SKRFW SKRFB
0
0
0
0
0
0
0
0
0
0
0 0
0 0 0 1-Jun srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4:00 PM 2.35 2.14 0.22 0.2
31,741,181 29-May calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
Open Interest 4,987 15,685 12,237 1,310
565 85 58 10:02
10:02 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME
5,787 TOTAL PUT VOLUME 15,989 TOTAL CALL OPEN INTERST 12,301 TOTAL PUT OPEN INTERST 1,305 563 85 58
171954 20929 8912 96850 45263
4,987 15,685 12,237 1,310 565 85 58
29-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
29-May
10:02 TOTAL OPTION TRANSACTIONS
10:02 AM 0.82 2.24 0.01 0.03
31,741,181 calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
Open Interest 4,987 15,685 12,237 1,310
565 85 58
TOTAL CALL VOLUME
4,987 TOTAL PUT VOLUME 15,685 TOTAL CALL OPEN INTERST 12,237 TOTAL PUT OPEN INTERST 1,310 565 85 58
141667 961 1171 96460 43075
0 5/29/2009 Premarket srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
#NUM! 2.24 0 0
31,741,181 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
139535 0 0 96460 43075
0 8-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
3:51 PM 2.27 2.32 0.1 0.1
31,741,181 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
7-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
142020 8881 3920 90322 38897
3:53 PM 7.28 2.51 0.2 0.07
31,741,181 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
127164 15490 2128 78292 31254
4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
11:39AM 5.28 2.51 0.05 0.02
9,587,000 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
29-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
114014 3756 712 78292 31254
3:15 PM 1.54 2.56 0.14 0.22
15,500,662 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
28-Apr srs 28-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST)
108867 9139 5921 67443 26364
12:23 PM 3.08 2.61 0.06
(V) to (OI) put (SST)
0.05
15,500,662 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
28-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
97726 4231 1375 66574 25546
11:23 AM 4.86 2.53 0.31 0.16
4,014,463 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
24-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
99317 17524 3604 56046 22143
9:56 AM 21.06 2.53 0.07 0.01
4,014,463 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
82358 3980 189 56046 22143
23-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
4:00 PM 3.36 2.45 0.17 0.13
8,426,545 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
23-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
85769 9034 2685 52572 21478
10:41 AM 4.22 2.45 0.04 0.03
8,426,545 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
22-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
76970 2361 559 52572 21478
4:00 PM 3.51 2.43 0.31 0.21
22,125,382 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
86905 14774 4210 48120 19801
22-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
1:23 PM 2.9 2.43 0.19 0.16
22,125,382 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
21-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
80067 9035 3111 48120 19801
4:00 PM 2.5 2.46 0.42 0.41
42,152,347 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
21-Apr srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
84903 17822 7141 42641 17299
10:52 AM 2.35 2.46 0.17 0.18
17,825,031
TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
54.5 54.5 54.5 54.5 54.5 26 26 26 26 26
40.25
70312 7279 3093 42641 17299
Calls Open Interest
Volume
Net Change
Last
13
138
-1.3
8.6
2
0
0
13.38
30
14
-9
6.8
10
0
0
9.5
96
473
-1.6
4.3 3.5
70
197
-1.36
215
588
-2
2.7
333
1,502
-1.45
2.05
446
2,545
-1.04
1.66
727
1,596
-0.95
1.35
5,787
3,437
-0.7
1.15
4,790
1,473
-0.7
0.9
7,803
1,435
-0.5
0.8
7,091
885
-0.4
0.7
4,808
629
-0.35
0.55
15,989
2,513
-0.4
0.4
3,271
519
-0.25
0.4
3,026
338
-0.29
0.3
5,606
293
-0.3
0.2
1,697
74
-0.1
0.35
12,301
419
-0.15
0.2
4,103
71
-0.15
0.2
3,855
1,088
-0.15
0.15
1,004
26
-0.2
0.15
1,131
11
-0.15
0.15
1,305
265
-0.15
0.1
345
4
-0.1
0.1
1,026
59
-0.05
0.1
2,048
267
-0.05
0.1
1,130
0
0
0.15
563
14
-0.05
0.05
800
18
-0.15
0.05
3,139
8
-0.05
0.05
358
30
-0.05
0.05
182
0
0
0.05
85
0
0
0.6
79
0
0
0.05
47
0
0
0.25
452
0
0
0.05
85
0
0
0.05
58
0
0
0.05
83
0
0
0.2
174
0
0
0.1
171
0
0
0.05
420
0
0
87
0
0
0.1 0.1
9
0
0
0.05
0
0
0
0
0
0
0
0
96850
20929
-24.14
62.89
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
96,081 BST/BLT
5,173 0.19
18,017
SST/BST
4701 0.91 0.21 0.26
volume
contract price
3,437
1.15
2,513
0.40
419
0.20
SST/SLT ((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
265
0.10
14 0 0
0.05 0.60 0.05 3211
2.55
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
89,716 BST/BLT
21,018 0
359
SST/BST
1094 0.05 0.08 3.05
volume
contract price
541
2.75
70
1.10
56
0.55
SST/SLT ((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
90322
5
0.35
0 0 0
0.12 0.60 0.05
8881
131
5.52
-18.71
106.25
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
89,716 BST/BLT
21,018 3.03
0
0 0.85 3.56
SST/SLT ((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
90322
SST/BST
0.17
Open Interest
contract price
4,987
2.50
15,685
1.10
12,237
0.50
1,310
0.35
565 85 58
0.12 0.60 0.05
8881
29940
5.22
-18.71
106.25
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
84,094 BST/BLT
18,402 0.09
7,544 SST/SLT SST/BST
2628 0.14 0.63 0.35
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
volume
contract price
4,808
2.45
14,418
1.15
11,936
0.50
60 strike 70 strike
7,613 2,758
((BST/BLT)/(SST/SLT))
1,250
0.45
641 85 84
0.40 0.60 0.20 28414
5.75 0.05 0.10
32966
2.45
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
76,059 BST/BLT
5,249 0.2
14,966 SST/SLT SST/BST
937 0.18 1.1 0.06
volume
contract price
1,210
3.10
6,495
1.15
4,893
0.50
((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
5,959
0.20
3,642 7,529 3,220
0.20 0.10 0.10
31738
5.35
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
73,213 BST/BLT
8,516 0.04
2,835 SST/SLT SST/BST
315 0.04 1.05 0.11
volume
contract price
1,210
4.48
6,495
1.95
4,893
0.85
((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
5,959
0.40
3,642 7,529 3,220
0.20 0.10 0.15 31738
8.13
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
64,260 BST/BLT
5,976 0.13
8,646 SST/SLT SST/BST
1740 0.29 0.46 0.2
volume
contract price
70
4.50 2.20 1.15 0.60 0.4 42 0.1
((BST/BLT)/(SST/SLT))
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
1,522 967 332
309 975 163 4268
46.45
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
62,869
10,933
3,750
1272
BST/BLT
0.06
0.12 0.51 0.34
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 24 971 537 240 49 1 0
contract price
6.40 3.70 2.20 1.15 0.75 0.5 0.21 1798
8.51
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
54,761 BST/BLT
8,282 0.31
17,104
2247 0.27 1.15 0.13
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 81 1,688 882 602 76 39 11
contract price
6.00 3.70 2.30 1.50 1.05 0.71 0.51 3298
9.77
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
52,954 BST/BLT
6,894 0.07
3,919
142 0.02 3.59 0.04
SST/SLT ((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 0 42 190 36 5 1 0
contract price
7.40 4.60 3.00 1.85 1.25 0.8 0.6 274
12.1
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
49,420 BST/BLT
6,429 3.03
6,262 SST/SLT
1880 0.85 3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 58 2,116 759 377 226 45 10
contract price
7.40 4.50 2.90 1.90 1.25 0.9 0.6 3533
12.05
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
41,553 BST/BLT
12,744 3.03
699
475 0.85
SST/SLT
3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
calls 30 1,042 209 82 40 0 0
contract price
9.50 6.03 3.90 2.65 1.76 1.3 0.95 1373
16.59
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
39,690 BST/BLT
11,296 3.03
8,196 SST/SLT
3870 0.85
((BST/BLT)/(SST/SLT)) SST/BST
20 strike 25 strike 30 strike 45 strike
calls 82 310 1,364 2,760
3.56 0.17 contract price
8.40 6.40 4.30 2.90
50 strike 60 strike 70 strike
827 124 10
2 1.05 1.05 5477
26.1
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
39,690 BST/BLT
11,296 3.03
5,012
2906 0.85
SST/SLT
3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
calls 75 175 1,038 1,352 393 114 10
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
contract price
9.30 5.60 3.60 2.20 1.6 1.1 0.85 3082
14.95
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
36,929 BST/BLT
9,450 3.03
10,795 SST/SLT
5361 0.85 3.56 0.17
((BST/BLT)/(SST/SLT)) SST/BST
calls 311 326 718 2,421 596 182 70
20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
contract price
8.60 5.50 3.70 2.50 1.8 1.25 0.9 4313
BLT
SLT
call out of money (OI)
Put out of money (OI) Call out of money (V)
36,929 BST/BLT
BST 9,450 3.03 SST/SLT ((BST/BLT)/(SST/SLT))
15.65
SST Put out of money (V)
5,202
1848 0.85 3.56
SST/BST calls 45 strike 50 strike 60 strike 70 strike
0.17 puts 1,017 25 strike 222 20 strike 40 15 strike 34
Puts Strike Bid
Ask
Price
Bid
Ask
Last
Net Change
7.6 6.6 5.6 4.7 3.9 3.1 2.55 2.05 1.65 1.35 1.05 0.85 0.8 0.6 0.5 0.45 0.3 0.25 0.2 0.15 0.15 0.1 0.1 0.05 0.05 0.05 0.05 0.05 0.05 0 0.05 0.05 0.05 0.05 0 0 0 0 0 0 0 0 0 0
8 7 6 5.1 4.2 3.4 2.7 2.15 1.75 1.45 1.15 0.95 0.85 0.7 0.6 0.5 0.45 0.35 0.35 0.3 0.25 0.2 0.2 0.2 0.15 0.15 0.15 0.15 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.05
10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55
0 0 0 0.05 0.15 0.4 0.75 1.25 1.8 2.5 3.2 4 4.9 5.7 6.6 7.5 8.4 9.4 10.3 11.3 12.3 13.2 14.2 15.1 16.1 17.1 18.1 19.1 22.1 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37
0.05 0.1 0.1 0.15 0.25 0.5 0.85 1.35 1.9 2.6 3.4 4.2 5.1 5.9 6.8 7.7 8.7 9.6 10.5 11.6 12.6 13.6 14.5 15.5 16.5 17.5 18.5 19.5 22.5 23.5 24.4 25.4 26.4 27.4 28.4 29.4 30.4 31.4 32.4 33.4 34.4 35.4 36.4 37.4
0
0
0.1
0
0.07
-0.08
0.1
0.08
0.2
0.15
0.3
0.1
0.8
0.4
1.29
0.59
1.85
0.7
2.55
0.9
3.3
1.05
4
1.1
4.8
1.2
6.1
1.8
6.2
1.4
7
1
7.5
1.6
9.8
2.3
9.8
1.3
8.3
0
12.7
2.42
13.7
4
10.9
0
11.3
0
12.7
0
16.57
2.07
19.27
3.74
15.56
0
15.9
0
17.4
0
23.34
1.54
20.93
0
21.1
0
23.6
0
21.9
0
23.8
0
26.6
0
28.59
0
32.1
3.64
30.36
0
31.31
0
29.6
0
0
0
31.7
0
0 0 0 0 0
0.1 0.1 0.1 0.1 0.1
60 65 70 75 80
42 47 52 57 62
42.4 47.4 52.4 57.4 62.4
35.8
0
0
0
46.21
0
0
0
0
0
45.1
51.45
1768
935.5
950.15
647
33 July options 5/29/2009 pre market srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
3952.55 1005.2 83.8 26.5 0.7 0 0 5068.75
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
volume
1647 1376 726 784 166 45 3 3100
contract price
1.29 1.85 2.55 3.3 7 12.7 16.57 43.97
notional value
2124.63 2545.6 1851.3 2587.2 1162 571.5 49.71 8767.31
TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
5/29/2009 pre market srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
1487.75 77 30.8 1.75 0 0 0 1597.3
77.65
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
85.65
volume
79 439 22 253 0 5 1
contract price
notional value
720
0.35 0.75 1.25 1.7 5.2 9.6 14.5 33
27.65 329.25 27.5 430.1 0 48 14.5 849.35
3238
1888.85
1910.9
TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
1237.91
15.99 5/29/2009 pre market srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
12467.5 17253.5 6118.5 458.5 67.8 51 2.9 36419.7 77.65
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 0 0 0 0
contract price
notional value
TOTAL CALL VOLUME TOTAL PUT VOLUME
85.65
0
0 0.1 2 5.2 9.8 14.6 31.7
0 0 0 0 0 0 0
3238
1888.85
1910.9
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
1237.91
15.99 JUNE 4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
11779.6 16580.7 5968 562.5 256.4 51 16.8 35215 380.65 275.8 8098.6
puts
volume
contract price
notional value
TOTAL CALL VOLUME TOTAL PUT VOLUME
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike 30 strike 35 strike
0 10 1011 57 29 0 1107 16 0 1930
0 0.2 2.05 5.6 9.6 14.6 32.05 10.4 11.8 29.27
0 2 2072.55 319.2 278.4 0 2672.15 166.4 0 3264.21
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
3751 7469.25 2446.5 1191.8 728.4 752.9 322
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 113 284 279 6 0
contract price
notional value
TOTAL CALL VOLUME TOTAL PUT VOLUME
0 0.1 1.25 4.3 7 10.4
0 11.3 355 1199.7 42 0
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
16661.85
682
23.05
1608
4-May srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
TOTAL OPTION TRANSACTIONS
notional value
5420.8 12665.25 4159.05 2383.6 728.4 752.9 483 26593
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 125 69 5 0
contract price
notional value
TOTAL PUT VOLUME
199
calls
0 0.05 0.7 3.1 7.1 10.4 21.35
0 0 87.5 213.9 35.5 0 336.9
pus 21 22.5 24 25 35
notional value
315 3348.4 1112.05 199.2 123.6 40950 16.3 45749.55
10.1 4.5 2.2 1.15 0.55 18.5 puts
15 20 25 30 35 volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
calls
0.05 1.24 4.1 8 11.1 24.49 contract price
0 1 956 1570 0 0 2527
0 0.05 1.24 4.1 8 11.1 24.49
15 20
0.1 1
pus 15 20
TOTAL CALL VOLUME
10.1 6.4
notional value
0 0.05 1185.44 6437 0 0 7622.49
TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
25 30 35 notional value
153.6 3592.7 1181.4 276 36.75 0.5 0 5087.35
3.7 2.2 1.1
25 30 35
23.5 puts
contract price
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 4 161 280 0 0 445
calls
3.3 7.1 9.9 21.4
0 0.1 1 3.3 7.1 9.9 21.4
notional value
0 0.4 161 924 0 0 1085.4
pus 15 20 25 30 35
notional value
486 6245.6 2028.6 903 79.8 27.69 5.61 9290.3
13 6 3.7 2.3 1.5
15 20 25 30 35
26.5 puts
contract price
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
calls
0.22 1.47 4.3 8 12.1 26.09
0 1 281 974 0 0 1256
0 0.22 1.47 4.3 8 12.1 26.09
15 20 25 30 35
0.3 3.3 7 12.7 16.57
notional value
0 0.22 413.07 4188.2 0 0 4601.49
puts 15 20 25 30 35
notional value
0 193.2 570 66.6 6.25 0.8 0 836.85
13 7.4 4.6 3 1.85
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 0 44 25 0 0 69
0 0.15 1.1 3.41 6.8 10.7 22.16
notional value
0 0 48.4 85.25 0 0 133.65
notional value
429.2 9522 2201.1 716.3 282.5 40.5 6 12768.4
notional value
285 6283.26 815.1 217.3 70.4 0 0 7386.06
notional value
688.8 1984 5865.2 8004
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 0 132 664 0 0 796
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 559 784 166 45 3 213
puts 10 stike 15 strike 20 strike
0 0.15 1.1 3.4 6.7 10.7 22.05
0 0.15 0.85 2.75 5.6 9.1 18.45
contract price
0 12 300
0 0.3 3.3
notional value
0 0 145.2 2257.6 0 0 2402.8
notional value
0 0 54.4 409.75 0 0 464.15
notional value
0 1.8 240
1654 130.2 10.5 18336.7
notional value
697.5 980 3736.8 2974.4 628.8 125.4 8.5 8453.9
notional value
2674.6 1793 2656.6 6052.5 1072.8 227.5 63 11865.4
25 strike 30 strike 35 strike
1622 0 0 1934
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
contract price
0 8 203 1436 0 0 1647
puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
7 12.7 16.57 39.87
0 0.15 1 2.5 5.4 9 18.05
contract price
0 0 276 609 0 0 885
0 0.15 1.02 2.9 6.1 9 19.17
4055 0 0 4296.8
notional value
0 1.2 203 3590 0 0 3794.2
notional value
0 0 281.52 1766.1 0 0 2047.62
0 114 300
Puts Open Volume
Interest
Symbol
0
0
SKWRJ SKWRK SKWRL SKWRM SKWRN SKWRO SKWRP SKWRQ SAKRL SAKRM SAKRD SAKRO SAKRP SAKRQ SAKRR SAKRE SAKRS SAKRT SAKRU SAKRV SAKRF SAKRY SAKRZ SAKRA SAKRB SAKRG SAKRH SAKRI SRSRH SRSRC SRSRP SRSRQ SRSRR SRSRI SRSRT SRSRX SRSRV SRSRW SRSRJ SRSRY SRSRZ SRSRA SRSRB SRSRK
0
17
2
111
121
141
794
214
559
302
1,578
3,471
1,647
917
1,376
6,828
726
3,050
784
8,019
234
4,146
556
7,948
59
2,138
204
1,398
166
1,708
1
609
11
418
30
912
0
369
45
566
11
131
0
133
0
146
0
132
3
336
2
228
0
77
0
160
0
20
1
121
0
88
0
65
0
26
0
60
0
36
0
20
0
79
2
32
0
22
0
6
0
20
0
0
0
13
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
559
784
166
0
30
0
0
0
0
0
0
0
0
SRSRU SRSRS SKRRR SKRRW SKRRB
Trade Trade Trade Trade Trade
8912
45263
4:00AM #DIV/0! 40.33 0 0
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
23,306 BST/BLT
3,189 0
0
SST/BST
0 0 #DIV/0! #DIV/0!
volume
contract price
0
4
0
3
SST/SLT ((BST/BLT)/(SST/SLT))
31,741,181 124 0 0 121 3
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
0
2
0
1.75
0 0 0
1 0 0.65 0
notional value
13
0 0 0 0 0 0 0 0
4:00AM #NUM! 40.33 0 0
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
23,306 BST/BLT
3,189 0
0
SST/BST
0 0 #NUM! #NUM!
volume
contract price
0
4
0
3
SST/SLT ((BST/BLT)/(SST/SLT))
31,741,181 124 0 0 121 3
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
0
2
0
1.75
0 0 0
1 0 0.65 0
3920
notional value
13
38897
4:00AM #NUM! 40.33 0 0
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
23,306 BST/BLT
3,189 0
0
0 0 #NUM!
SST/SLT ((BST/BLT)/(SST/SLT))
0 0 0 0 0 0 0 0
31,741,181 124 0 0 121 3
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
SST/BST
#NUM!
volume
contract price
0
4
0
3
0
2
0
1.75
0 0 0
1 0 0.65 0
3920
notional value
0 0 0 0 0 0 0 0
13
38897
4:00PM 3.57 1.7 0.18 0.08
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
17,693 BST/BLT
6,805 0.17
2,973 SST/SLT SST/BST
459 0.07 2.49 0.15
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
volume
contract price
175
5
751
3
60 strike 70 strike
0 0
((BST/BLT)/(SST/SLT))
31,741,181 33130 3218 901 18273 10738
437
2
343
1.5
0 1 10
2 0.91 0.75 1,717
notional value
14 0.45 1.9
0
2
805 2140.35 913.33 514.5 0 0.91 7.5 4381.59 0 0 0
4:00AM 3.57 1.7 0.18 0.08
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
17,693 BST/BLT
6,805 0.17
2,973 SST/SLT SST/BST
459 0.07 2.49 0.15
volume
contract price
175
5
751
3
((BST/BLT)/(SST/SLT))
31,741,181 33130 3218 901 18273 10738
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
437
2
343
1.5
0 1 10
2 0.91 0.75
notional value
805 2140.35 913.33 514.5 0 0.91 7.5
1,717
14
4381.59
11:50AM 2.7 1.7 0.06 0.03
BLT
SLT
BST
SST
call out of money (OI)
Put out of money (OI)
Call out of money (V)
Put out of money (V)
16,744 BST/BLT
8,043 0.06
950 SST/SLT SST/BST
287 0.04 1.59 0.3
volume
contract price
12
6
344
4
((BST/BLT)/(SST/SLT))
9,587,000 30393 1008 374 18273 10738
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
233
3
107
2.15
0 0 0
2 1.4 1.05 696
notional value
20
74.4 1513.6 722.3 230.05 0 0 0 2540.35
Options Expiration: July 18, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Symbol
Interest
Volume
Net Change
Last
Bid
Ask
SKWGJ SKWGK SKWGL SKWGM SKWGN SKWGO SKWGP SKWGQ SAKGW SAKGL SAKGM SAKGD SAKGO SAKGP SAKGX SAKGQ SAKGR SAKGE SAKGS SAKGT SAKGU SAKGV SAKGF SAKGY SAKGZ SAKGA SAKGB SAKGG SAKGH SAKGI SAKGJ SAKGK SRSGH SRSGC SRSGP SRSGQ SRSGR SRSGI SRSGT SRSGV SRSGW SRSGJ SRSGY SRSGZ
26
0
0
13.7
10
0
0
9.4
0
0
0
0
70
0
0
8.3
443
0
0
8.2
362
0
0
7.6
162
0
0
6
130
0
0
6.2
192
0
0
5.9
114
0
0
4.3
10.4 9.5 8.5 7.7 6.9 6.3 5.5 5.1 4.8 4.4 4.1 3.7 3.4 3 2.9 2.7 2.5 2.3 2.1 1.85 1.75 1.65 1.5 0 1.3 1.25 1.15 1 0.95 0.9 0.85 0.75 0.7 0.65 0.65 0.6 0.55 0.55 0.5 0.5 0.45 0.45 0.4 0.35
10.9 9.9 9 8.1 7.3 6.6 5.9 5.3 5 4.7 4.3 3.9 3.5 3.2 3 2.9 2.65 2.4 2.2 2.05 1.85 1.75 1.65 0 1.4 1.3 1.25 1.15 1.05 1.05 0.95 0.9 0.9 0.8 0.8 0.75 0.75 0.7 0.65 0.55 0.6 0.55 0.5 0.55
450
0
0
4.7
2,008
0
0
3.8
630
0
0
3.7
749
0
0
3.28
471
0
0
2.9
923
0
0
2.8
797
0
0
2.7
1,235
0
0
2.3
351
0
0
2.3
396
0
0
2.25
376
0
0
2.3
490
0
0
1.94
4,961
0
0
1.55
323
0
0
1.8
171
0
0
1.75
298
0
0
1.35
289
0
0
2
749
0
0
1.2
168
0
0
1.2
136
0
0
1.15
73
0
0
1.05
830
0
0
1.05
2,024
0
0
0.95
0
0
0
0
0
0
0
0
2
0
0
0.9
0
0
0
0
597
0
0
0.65
296
0
0
0.75
127
0
0
0.65
337
0
0
0.65
2,158
0
0
0.55
95
0
0
1.25
95
0
0
0.3
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
SRSGA SRSGB SRSGK SRSGD SRSGE SRSGF SRSGG SRSGU SRSGM SRSGN SRSGO SRSGL SRSGS SKRGN SKRGO SKRGP SKRGM SKRGR SKRGS SKRGT SKRGU SKRGV SKRGW SKRGX SKRGY SKRGZ SKRGA SKRGB SKRGG SKRGL RPBGM RPBGN RPBGO RPBGP RPBGQ RPBGV RPBGA RPBGF RPBGK RHVGM RHVGN RHVGO RHVGP RHVGU RHVGZ RHVGE RHVGJ RHUGO RHUGT RHUGY
104
0
0
0.85
130
0
0
0.7
570
0
0
0.4
347
0
0
0.7
77
0
0
0.45
121
0
0
0.55
178
0
0
0.35
570
0
0
0.35
334
0
0
0.4
275
0
0
0.45
180
0
0
0.35
267
0
0
0.15
3,216
0
0
0.3
331
0
0
0.65
170
0
0
1.9
250
0
0
0.35
235
0
0
0.95
464
0
0
0.3
93
0
0
0.55
128
0
0
0.35
28
0
0
1.95
31
0
0
6.5
320
0
0
0.65
166
0
0
0.5
143
0
0
0.4 0.9
45
0
0
119
0
0
0.3
885
0
0
0.25
370
0
0
0.3
460
0
0
0.3
51
0
0
0.25
94
0
0
0.3
31
0
0
2.05
0
0
0
28.5
208
0
0
0.3
568
0
0
0.2
64
0
0
0.3
169
0
0
0.2
135
0
0
0.2
100
0
0
0.2
52
0
0
1
55
0
0
1.1
434
0
0
0.2
170
0
0
0.15
90
0
0
0.1
166
0
0
0.05
166
0
0
0.1
290
0
0
0.2
477
0
0
0.07
86
0
0
0.2
0.35 0.35 0.35 0.3 0.3 0.3 0.25 0.25 0.25 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.15 0.15 0.15 0.15 0.15 0.15 0.1 0.1 0.1 0.1 0.1 0.15 0.05 0.05 0.05 0 0 0 0 0.05 0.05 0 0.05 0 0 0 0.05 0.05 0.05 0 0 0 0.05 0
0.45 0.5 0.5 0.45 0.45 0.45 0.45 0.4 0.35 0.4 0.4 0.4 0.3 0.35 0.35 0.35 0.35 0.35 0.3 0.3 0.3 0.3 0.3 0.3 0.25 0.3 0.25 0.25 0.25 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.15 0.15 0.15 0.1 0.1 0.15 0.15 0.15 0.15 0.15 0.15
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
RHUGI RHUGM RHUGN RHUGW RHUGX RHUGQ RHUGR RHUGS RHUGC RHUGB RHUGD RHUGG RHUGH RHUGJ RHUGL
101
0
0
0.35
90
0
0
0.6
94
0
0
0.1
29
0
0
5.3
131
0
0
0.05
20
0
0
0.1
38
0
0
0.05
31
0
0
1.1
volume
contract price
notional value
0 0 0 0 0 0
0.1 0.65 2.45 4.9 8.3 13.8
85
0
0
0.1
206
0
0
0.35
359
0
0
0.35
82
0
0
0.1
232
0
0
0.05
83
0
0
0.45
161
0
0
0.2
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15 0.15
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
volume
contract price
0 0 0 0 0 0
0.1 0.65 2.45 4.9 8.3 13.8
notional value
0 0 0 0 0 0
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
volume
contract price
0 0 0 0 0 0
0.1 0.65 2.45 4.9 8.3 13.8
volume
contract price
0 147 63 3 13 2 0 0 0
0 1.2 3.1 6 9.7 14.07 0 26.9 28.8
volume
contract price
0 147 63 3 13
0 1.2 3.1 6 9.7
notional value
0 0 0 0 0 0
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike 31 strike 36 strike
notional value
0 176.4 195.3 18 126.1 28.14 0 0 0
puts 10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
notional value
0 176.4 195.3 18 126.1
2
14.07 0
30.2
28.14 0
puts volume
10 stike 16 strike 21 strike 26 strike 31 strike 36 strike
0 66 63 2 2 0 133
contract price
0 1 3.1 6.37 10.2 14.2 34.87
notional value
0 66 195.3 12.74 20.4 0 294.44
Puts Strike
Open
Price
Bid
Ask
Last
Net Change
Volume
Interest
Symbol
10 11 12 13 14 15 16 17 17.5 18 19 20 21 22 22.5 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 48 49 50 51 52
0 0 0.1 0.2 0.4 0.65 1 1.4 1.7 1.95 2.45 3 3.7 4.4 4.7 5.1 5.8 6.6 7.4 8.2 9.1 9.9 10.8 11.7 12.6 13.5 14.4 15.4 16.3 17.1 18.1 19 19.9 20.9 21.9 22.8 23.8 24.8 25.7 27.7 28.6 29.7 30.6 31.6
0.15 0.2 0.25 0.4 0.6 0.85 1.2 1.6 1.85 2.05 2.6 3.3 3.9 4.6 5 5.3 6.1 6.9 7.7 8.5 9.4 10.3 11.2 11.9 12.8 13.9 14.8 15.7 16.5 17.6 18.5 19.3 20.4 21.4 22.3 23.3 24.1 25.2 26.2 28.1 29.1 30.1 31.1 32
0.1
0
0
21
0.41
0
0
5
0.25
0
0
38
0.35
0
0
41
0.6
0
0
57
0.65
0
0
438
1.05
0
0
1,339
1.4
0
0
249
1.6
0
0
293
1.93
0
0
245
2.45
0
0
463
3.1
0
0
1,007
SKWSJ SKWSK SKWSL SKWSM SKWSN SKWSO SKWSP SKWSQ SAKSW SAKSL SAKSM SAKSD SAKSO SAKSP SAKSX SAKSQ SAKSR SAKSE SAKSS SAKST SAKSU SAKSV SAKSF SAKSY SAKSZ SAKSA SAKSB SAKSG SAKSH SAKSI SAKSJ SAKSK SRSSH SRSSC SRSSP SRSSQ SRSSR SRSSI SRSST SRSSV SRSSW SRSSJ SRSSY SRSSZ
3.7
0
0
548
4.06
0
0
150
4.3
0
0
151
4.9
0
0
111
5.7
0
0
228
6.2
0
0
737
7.7
0
0
136
7.9
0
0
217
8.3
0
0
129
9.9
0
0
164
9.88
0
0
374
11.6
0
0
206
12.2
0
0
64
13.8
0
0
81
14
0
0
278
14.7
0
0
256
16.1
0
0
458
16.51
0
0
288
17.7
0
0
266
19.4
0
0
64
19.6
0
0
400
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
25.2
0
0
255
23.9
0
0
36
26.9
0
0
27
27.57
0
0
50
28.6
0
0
405
31.1
0
0
140
23.5
0
0
22
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 85 90 91 92 93 94 95 100 105 110 115 117 118 119 120 125 130 135 140 145 150 155
32.5 33.6 34.6 35.5 36.5 37.5 38.5 39.4 40.4 41.4 42.4 43.4 44.4 45.5 46.4 47.4 48.3 49.3 50.3 51.3 52.3 53.3 54.3 55.3 56.3 57.3 58.3 59.3 64.3 69.2 70.2 71.2 72.2 73.2 74.2 79.2 84.3 89.2 94.2 96.2 97.2 98.2 99.2 104.2 109.2 114.2 119.2 124.1 129.1 134.1
33 34 35 36 37 37.9 38.9 39.9 40.9 41.9 42.9 43.9 44.9 45.9 46.8 47.8 48.8 49.8 50.8 51.8 52.8 53.8 54.8 55.8 56.8 57.8 58.8 59.8 64.8 69.7 70.7 71.7 72.7 73.7 74.7 79.7 84.7 89.7 94.7 96.7 97.7 98.7 99.7 104.7 109.7 114.7 119.7 124.7 129.7 134.7
28.8
0
0
2
34.1
0
0
90
31.8
0
0
172
20.5
0
0
0 0
0
0
0
30.5
0
0
3
31.4
0
0
13
38.5
0
0
160
33.2
0
0
2
39
0
0
20
40.9
0
0
190
0
0
0
0
45.6
0
0
161
23.07
0
0
6
23
0
0
0
46.3
0
0
111
47.2
0
0
30
45.5
0
0
23
0
0
0
0
32.1
0
0
1
0
0
0
0
48.2
0
0
10
32.4
0
0
15
18.1
0
0
8
50.8
0
0
117
45.5
0
0
8
14.8
0
0
10
58.1
0
0
77
60.12
0
0
26
65.7
0
0
59
0
0
0
0
44.5
0
0
24
66.1
0
0
60
27
0
0
8
36.1
0
0
5
74.68
0
0
40
31.8
0
0
4
35.2
0
0
22
92.6
0
0
93
0
0
0
0
0
0
0
0
65
0
0
52
70.7
0
0
38
75.7
0
0
46
91.9
0
0
25
0
0
0
0
0
0
0
0
83
0
0
0
93.3
0
0
25
98.4
0
0
51
SRSSA SRSSB SRSSK SRSSD SRSSE SRSSF SRSSG SRSSU SRSSM SRSSN SRSSO SRSSL SRSSS SKRSN SKRSO SKRSP SKRSM SKRSR SKRSS SKRST SKRSU SKRSV SKRSW SKRSX SKRSY SKRSZ SKRSA SKRSB SKRSG SKRSL RPBSM RPBSN RPBSO RPBSP RPBSQ RPBSV RPBSA RPBSF RPBSK RHVSM RHVSN RHVSO RHVSP RHVSU RHVSZ RHVSE RHVSJ RHUSO RHUST RHUSY
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
160 165 170 175 180 185 190 195 200 210 220 230 240 250 260
139.1 144.2 149.2 154.2 159.1 164.2 169.1 174.2 179.2 189.2 199.2 209.1 219.2 229.2 239.2
139.7 144.7 149.7 154.7 159.7 164.7 169.7 174.7 179.7 189.7 199.7 209.7 219.7 229.7 239.7
129.4
0
0
79
134.2
0
0
11
0
0
0
0
112.5
0
0
10
133.8
0
0
10
0
0
0
0
164
0
0
10
110.9
0
0
0
159.6
0
0
11
0
0
0
0
0
0
0
0
206.7
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
RHUSI RHUSM RHUSN RHUSW RHUSX RHUSQ RHUSR RHUSS RHUSC RHUSB RHUSD RHUSG RHUSH RHUSJ RHUSL
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Options Expiration: May 16, 2009 Calls Open
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
Symbol
Interest
Volume
Net Change
Last
Bid
Ask
GBJET GBJEU GBJEV GBJEW GBJEX GBJEY GBJEZ GBJEA GBJEB GBJEC GBJED GBJEE GBJEF GBJEG GBJEH GBJEI GDXEJ GDXEK GDXEL GDXEM GDXEN GDXEO GDXEP GDXEQ GDXER GDXES GDXET GDXEU GDXEV GDXEW GDXEX
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
6
6
1.8
8.8
6
0
0
6.24
3
0
0
5.22
1
11
-1.31
5.77
9
3
-1.32
4.48
221
8
0.9
4
878
66
1.05
3.5
625
185
0.64
2.64
956
820
0.45
2
1,155
1,190
0.4
1.6
3,338
1,638
0.29
1.14
7,305
935
0.16
0.81
4,182
294
0.15
0.6
3,360
788
0.14
0.51
1,095
549
0.1
0.3
1,338
112
0.05
0.25
2,379
162
0.05
0.2
613
2
0.05
0.15
146
0
0
0.35
333
2
0
0.1
1,434
0
0
0.05
379
0
0
0.05
24
0
0
0.05
273
0
0
0.4
66
1
-0.05
0.05
8
0
0
0.1
13
0
0
0.05
12 11 10 9 8.1 7.1 6.2 5.3 4.6 3.8 3.1 2.5 1.95 1.5 1.1 0.8 0.55 0.4 0.25 0.2 0.1 0.1 0.05 0.05 0 0 0 0 0 0 0
12.7 11.7 10.7 9.7 8.7 7.8 6.9 6 4.8 4 3.3 2.6 2.05 1.6 1.15 0.85 0.65 0.5 0.35 0.25 0.2 0.15 0.15 0.1 0.1 0.1 0.05 0.05 0.05 0.05 0.05
Puts Strike
Open
Price
Bid
Ask
Last
Net Change
Volume
Interest
Symbol
20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
0 0 0.05 0.05 0.05 0.1 0.2 0.3 0.45 0.65 1 1.3 1.75 2.3 2.95 3.6 4.4 5.2 6 6.6 7.5 8.5 9.4 10.4 11.4 12.3 13.3 14.3 15.3 16.3 17.3
0.05 0.05 0.1 0.1 0.15 0.2 0.25 0.35 0.55 0.8 1.1 1.45 1.9 2.45 3.1 3.8 4.5 5.4 6.3 7.2 8.2 9.1 10.1 11.1 12 13 14 15 16 17 18
0.04
0
0
4
0.05
0
11
5
0.05
0.05
10
0
0.12
0
0
1
0.15
0
0
3
0.18
-0.07
28
102
0.2
-0.2
5
165
0.43
-0.12
20
222
0.45
-0.35
324
1,777
0.65
-0.46
121
993
1
-0.55
662
2,572
GBJQT GBJQU GBJQV GBJQW GBJQX GBJQY GBJQZ GBJQA GBJQB GBJQC GBJQD GBJQE GBJQF GBJQG GBJQH GBJQI GDXQJ GDXQK GDXQL GDXQM GDXQN GDXQO GDXQP GDXQQ GDXQR GDXQS GDXQT GDXQU GDXQV GDXQW GDXQX
1.4
-0.55
130
654
1.75
-0.78
220
2,078
2.35
-0.95
322
2,751
2.79
-1.08
94
1,912 2,476
3.6
-1.13
398
4.35
-1.05
13
662
6.35
0
0
2,352
6.3
0
0
385
7.41
0
0
78
8.3
0
0
139
4.8
0
0
78
11.1
0
0
163
6.85
0
0
34
8.3
0
0
7
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
#DIV/0! #DIV/0! #DIV/0! #DIV/0!
9,587,000 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
29-Apr
0 0 0 0 0
3:15 PM
BLT
SLT
BST
SST
calls
call out of money Put(OI) out of money Call(OI) out of money Put (V) out of money (V)
0 BST/BLT
0 3.03
0
0 0.85 SST/SLT ((BST/BLT)/(SST/SLT))3.56 0.17 SST/BST
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
volume
pus 21 22.5 24 25 35
0 0 0 0 0
15 20 25 30 35 0
contract price notional value
0.00 0.00 0.00 0.00 0 42 0
0 0 0 0
0 0 0 0
42
0 0 0 0 0 0 0 0
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 0 0 0 0
0 0 0 0 0 0 contract price notional value
0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
srs {C} to {P} VoL (ns) {C} to {P} O (nl) (V) to (OI) call (BST) (V) to (OI) put (SST)
8.09 3.55 2.08 0.91
BLT
15,500,662 TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME TOTAL PUT VOLUME TOTAL CALL OPEN INTERST TOTAL PUT OPEN INTERST
68359 39304 4859 18876 5320
SLT
BST
SST
call out of money Put (OI) out of money Call(OI) out of money Put (V) out of money (V)
8,982 BST/BLT
5,162 3.03
4072 0.85 ((BST/BLT)/(SST/SLT))3.56 0.17 SST/BST
21 22.5 24 25 50 strike 60 strike 70 strike
35,713
SST/SLT
calls
contract price
11,667
0.63 0.00 0.00 0.00 0 0 0
19,436 3,686 924
0 0 0
calls
pus 21 22.5 24 25 35
notional value
7350.21 0 0 0 0 0 0
4.8 0.63 0 0 0 5.43 puts 10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
15 20 25 30 35
0.15 2.75 0 0 0 2.9 contract price notional value
0 53 271 0 0 0
0 0.15 2.75 0 0 0
0 7.95 745.25 0 0 0
{C} to {P} VoL (ns)
1.993
BLT
{C} to {P} O (nl)
2.239
call out of money (OI)
SLT
(V) to (OI) call (BST)
0.118
(V) to (OI) put (SST)
0.133
94,703 BST/BLT
BST
13,250 3.03
11,052 SST/SLT
((BST/BLT)/(SST/SLT)) may 29 close
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
SST/BST
31741181
4207 0.85 3.56 0.17
TOTAL OPTION TRANSACTIONS calls
volume
contract price
20 strike
1578.0
1.85
25 strike
1189.00
0.80
30 strike
194.000
0.35
45 strike
8.000
0.25
50 strike
2.000
60 strike
0.000
0.10 0.60 0.05
70 strike
0.000
4.00
1393.00
notional value
2919.3 951.2 67.9 2 0.2 0 0 3940.6
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
volume
contract price notional value
96 3133 310 680 102 36 1 4262
0.7 1.15 1.65 2.25 6 10.28 14.5 35.83
67.2 3602.95 511.5 1530 612 370.08 14.5 6641.03
0.417 srs {C} to {P} VoL (ns)
0.821
BLT
{C} to {P} O (nl)
2.239
call out of money (OI)
SLT
(V) to (OI) call (BST)
0.010
(V) to (OI) put (SST)
0.027
89,716 BST/BLT
BST
21,018 3.03
359 SST/SLT
((BST/BLT)/(SST/SLT))
May 29th 10:02:00 AM
SST/BST
31741181
calls
volume
contract price
20 strike
541.000
2.75
25 strike
70.000
1.10
30 strike
56.000
0.55
45 strike
5.000
0.35
50 strike
0.000
60 strike
0.000
0.12 0.60 0.05
70 strike
0.000 131.000
srs {C} to {P} VoL (ns)
#NUM!
notional value
1487.75 77 30.8 1.75 0 0 0 1597.3
5.52 5/29/2009 Premarket BLT SLT
{C} to {P} O (nl)
2.239
call out of money (OI)
(V) to (OI) call (BST)
0.000
(V) to (OI) put (SST)
0.000
89,716 BST/BLT
puts 17 strike 18 stike 19 strike 20 strike 25 strike 30 strike 35 strike
calls
Open Interest contract price 4987
2.50
25 strike
15685
1.10
30 strike
12237
0.50
45 strike
1310
0.35
50 strike
565.000
60 strike
85.000
70 strike
58.000
0.12 0.60 0.05
29940 8-May
0.660
5.22
volume
contract price notional value
79 439 22 253 0 5 1
BST
0.35 0.75 1.25 1.7 5.2 9.6 14.5 33
27.65 329.25 27.5 430.1 0 48 14.5 849.35
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
21,018 3.03
31741181
20 strike
1094 0.85 3.56 0.17
720
0
SST/BST
0 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 0 0 0 0
SST/SLT
((BST/BLT)/(SST/SLT)) 5/29/2009 Premarket
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
notional value
12467.5 17253.5 6118.5 458.5 67.8 51 2.9 36419.7
contract price notional value
0
0 0.1 2 5.2 9.8 14.6 31.7
0 0 0 0 0 0 0
srs {C} to {P} VoL (ns)
2.266
BLT
{C} to {P} O (nl)
2.322
call out of money (OI)
SLT
(V) to (OI) call (BST)
0.098
(V) to (OI) put (SST)
0.101
84,094 BST/BLT
8-May
31741181
BST
18,402 3.03
7,544
SST/BST
2628 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 10 1011 57 29 0
SST/SLT
((BST/BLT)/(SST/SLT))
calls
volume
contract price
20 strike
4808
2.45
25 strike
14418
1.15
30 strike
11936
0.50
45 strike
1250
0.45
50 strike
641.000
60 strike
85.000
70 strike
84.000
0.40 0.60 0.20 5.75
28414
SST
Put out of money (OI) Call out of money (V) Put out of money (V)
notional value
11779.6 16580.7 5968 562.5 256.4 51 16.8 35215
contract price notional value
1107
0 0.2 2.05 5.6 9.6 14.6 32.05
0 2 2072.55 319.2 278.4 0 2672.15
0.662
7-May srs {C} to {P} VoL (ns)
7.279
BLT
SLT
{C} to {P} O (nl)
2.505
call out of money (OI)
(V) to (OI) call (BST)
0.198
(V) to (OI) put (SST)
0.068
76,059 BST/BLT
BST
Put out of money (OI) Call out of money (V) Put out of money (V)
5,249 3.03
14,966
SST/BST
937 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 113 284 279 6 0
SST/SLT
((BST/BLT)/(SST/SLT)) 0.662
7-May
calls
volume
contract price
20 strike
1210
3.10
25 strike
6495
1.15
30 strike
4893
0.50
45 strike
5959
0.20
50 strike
3642
60 strike
7529
70 strike
3220
0.20 0.10 0.10
31738
4-May srs
11:39AM
5.35
SST
notional value
3751 7469.25 2446.5 1191.8 728.4 752.9 322 16661.85
contract price notional value
682
0 0.1 1.25 4.3 7 10.4 23.05
0 11.3 355 1199.7 42 0 1608
BLT
SLT
BST
SST
{C} to {P} VoL (ns)
5.275
{C} to {P} O (nl)
2.505 call out of money (OI)Put out of money (OI)Call out of money (V)Put out of money (V)
(V) to (OI) call (BST)
0.048
(V) to (OI) put (SST)
0.023
73,213 BST/BLT
8,516 3.03
2,835
SST/BST
315 0.85 3.56 0.17
puts
volume
10 stike 15 strike 20 strike 25 strike 30 strike 35 strike
0 0 125 69 5 0
SST/SLT
((BST/BLT)/(SST/SLT)) 9587000 TOTAL OPTION TRANSACTIONS calls
volume
contract price
20 strike
1210
4.48
25 strike
6495
1.95
30 strike
4893
0.85
45 strike
5959
0.40
50 strike
3642
60 strike
7529
70 strike
3220
0.20 0.10 0.15 8.13
31738
156660
TOTAL OPTION TRANSACTIONS TOTAL CALL VOLUME
11403
TOTAL PUT VOLUME
5722
TOTAL CALL OPEN INTERST
96460
TOTAL PUT OPEN INTERST
43075
May 29th
31741181
10:02:00 AM TOTAL OPTION TRANSACTIONS
141667
TOTAL CALL VOLUME
961.000
TOTAL CALL OPEN INTERST
96460
TOTAL PUT OPEN INTERST
43075
10:02 4,987 15,685 12,237 1,310 565 85 58
4,987 15,685 12,237 1,310
565 85 58
0.000
TOTAL CALL VOLUME
0.000
TOTAL PUT VOLUME TOTAL CALL OPEN INTERST
96460.000
TOTAL PUT OPEN INTERST
43075.000 31741181.0
8-May
142020.0 8881.0
TOTAL CALL VOLUME
3920.0
TOTAL PUT VOLUME
90322.0
TOTAL CALL OPEN INTERST
38897.0
TOTAL PUT OPEN INTERST
TOTAL PUT VOLUME
29-May Open Interest
139535
TOTAL OPTION TRANSACTIONS
TOTAL CALL VOLUME
199
0 0.05 0.7 3.1 7.1 10.4 21.35
31741181
5/29/2009 Premarket
TOTAL OPTION TRANSACTIONS
calls 20 strike 25 strike 30 strike 45 strike 50 strike 60 strike 70 strike
contract price notional value
1171
TOTAL PUT VOLUME
7-May
5420.8 12665.25 4159.05 2383.6 728.4 752.9 483 26593
31741181
may 29 close
TOTAL OPTION TRANSACTIONS
notional value
0.662 127164.000
4-May TOTAL OPTION TRANSACTIONS
15490.000
TOTAL CALL VOLUME
2128.000
TOTAL PUT VOLUME
TOTAL CALL OPEN INTERST
78292.000
TOTAL CALL OPEN INTERST
TOTAL PUT OPEN INTERST
31254.000
TOTAL PUT OPEN INTERST
9,587,000 114014 3756 712 78292 31254
0 0 87.5 213.9 35.5 0 336.9
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