94 lines
1.2 KiB
Plaintext
94 lines
1.2 KiB
Plaintext
Finding Mispriced Options • 145
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Calls are on the left, puts on the right.
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Strike prices
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and expirations
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are listed here.
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You can tell the stock was down on this day because most of the call
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options are showing losses and all the put options are showing gains.
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All the strikes for
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each selected expiry
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are listed grouped
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together.
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This query was set up
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to pull back three
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strikes at the three
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moneyness regions
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(20–22, 29–31, 37–39).
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The 1-week options
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and the LEAPS did
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not have strikes at
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each of the prices I
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requested.
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Now that you can see what the general setup is, let’s drill down and
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look at only the calls for one expiration to see what each column means.
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Last
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C12.02 11.75
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10.70
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9.50
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1.65
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1.08
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0.65
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0.04
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0.01
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0.01 0.02
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0.03
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0.05
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0.67
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1.10
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1.68
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10.10
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12.35
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11.90 N/A
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N/A
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N/A
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22.720%
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55.427% 20
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SEP 20 ´13
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21
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22
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31
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32
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33
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37
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38
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39
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0.9869
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0.9834
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0.6325
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0.4997
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0.3606
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0.0463
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0.0266
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0.0155
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123.903%
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64.054%
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23.311%
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22.407%
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21.813%
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21.147%
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22.144%
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23.409%
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22.019%
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21.378%
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20.455%
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19.050%
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21.354%
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C11.03
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C10.04
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1.65
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1.06
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-0.13
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-0.12
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-0.07
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0.00
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+0.01
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0.66
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C0.06
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0.03
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0.02
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Chnq Bid AskA skImpl.I mpl.Bid Vol. Vol. Delta Description
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Call
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0.9897
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Red
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(loss) Green
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(gain) |