Table 1: OEX Option Data: Summary
|
June 30 |
July 1 |
July 2 |
July 6 |
July 7 |
July 8 |
July 9 | |
|
included puts, # |
57 |
56 |
48 |
56 |
51 |
55 |
56 |
|
included calls, # |
38 |
41 |
39 |
32 |
34 |
35 |
36 |
|
put (July expiring) |
110- |
450- |
440- |
450- |
480- |
480- |
460- |
|
strike range |
570 |
580 |
570 |
600 |
600 |
600 |
565 |
|
call (July expiring) |
500- |
500- |
510- |
520- |
520- |
525- |
525- |
|
strike range |
590 |
595 |
590 |
580 |
580 |
580 |
590 |
Table 2: XEO Option Data: Summary
|
June 30 |
July 1 |
July 2 |
July 6 |
July 7 |
July 8 |
July 9 | |
|
included options, # |
21 |
12 |
27 |
31 |
23 |
20 |
23 |
|
inferred by parity, # |
10 |
2 |
9 |
12 |
10 |
8 |
9 |
|
option (July expiring) |
510- |
520- |
520- |
510- |
525- |
520- |
520- |
|
strike range |
580 |
575 |
570 |
585 |
565 |
555 |
565 |
22
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