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Profit from the Pros

 GREEKS MONTAGE
 Provided by Schaeffer's Investment Research

Enter a Symbol:  Choose an expiration month
12/20/2008
1/17/2009
2/21/2009
Highlight % Out-of-the-money
Closing Date Closing Price One Day Return Ten Day Return One Month Historical Two Month Historical Three Month Historical
11/20/2008$17.53-4.20%-16.00%43.02%32.74%28.92%

Option Symbol (Call) Price (Call) Rho (Call) Vega (Call) Theta (Call) Gamma (Call) Delta (Call) Implied Volatility (Call) Strike Implied Volatility (Put) Delta (Put) Gamma (Put) Theta (Put) Vega (Put) Rho (Put) Price (Put) Option Symbol (Put)
MQF LB$7.680.010.000.000.001.00138%10123%-0.000.000.000.000.00$0.11MQF XB
MQF LC$3.300.010.01-0.010.080.8296%1589%-0.180.08-0.010.01-0.00$0.69MQF XC
MQF LQ$1.940.010.02-0.020.120.6086%1781%-0.400.12-0.020.02-0.01$1.36MQF XQ
MQF LS$1.010.000.02-0.020.110.3780%1972%-0.630.11-0.020.02-0.01$2.37MQF XS
MQF LD$0.670.000.02-0.020.100.2776%2069%-0.730.10-0.020.02-0.01$3.05MQF XD
MQF LU$0.440.000.01-0.010.080.1974%2166%-0.810.08-0.020.01-0.01$3.83MQF XU
MSQ LN$0.280.000.01-0.010.060.1373%2260%-0.870.06-0.010.01-0.02$4.65MSQ XN
MSQ LQ$0.170.000.01-0.010.050.0971%2353%-0.910.05-0.010.01-0.02$5.55MSQ XQ
MSQ LD$0.100.000.01-0.010.030.0670%24N/A-0.940.03-0.010.01-0.02$6.50MSQ XD
MSQ LE$0.060.000.00-0.000.020.0470%25N/A-0.960.02-0.010.00-0.02$7.49MSQ XE
MSQ LR$0.040.000.00-0.000.020.0269%26N/A-0.980.02-0.000.00-0.02$8.49MSQ XR
MSQ LS$0.030.000.00-0.000.010.0171%27N/A-0.980.01-0.000.00-0.02$9.49MSQ XS
MSQ LT$0.020.000.00-0.000.010.0173%28N/A-0.990.01-0.000.00-0.02$10.49MSQ XT
MSQ LF$0.010.000.000.000.000.0075%30N/A-1.000.00-0.000.00-0.03$12.49MSQ XF

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