Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Quote Panel Contract VIX INDEX Statistics Opt. Volume Last Bid Size Bid Ask Ask Size TBS Position 14.93 x Put/Call Volume Opt. Volume Change

image text in transcribed

Quote Panel Contract VIX INDEX Statistics Opt. Volume Last Bid Size Bid Ask Ask Size TBS Position 14.93 x Put/Call Volume Opt. Volume Change % Hist. Vol. Close % Opt. Implied Volatility % Opt. Imp. Vol. Change Put/Call Interest Closing Impl. Vol. % Hist. Vol. % Hist. Vol. Change Armed X Buttons Add Underlying Preview Order/Check Margin Impact Trading Orders Log Trades Portfolio Strategy Builder Contract Bid Close Position Reverse Position View Account Ask Action Quantity Time in Force Type Lmt Price Status Volatility Cntnsly up... Volatility Type Rfrnc Px Typ NEO Hdg Ordr Typ Hedge Aux. Pr... Undrlyng Rng... Undrlyng Rng... Option Chains - VIX Strikes Multiple Expiries Multiple Exchange SMART Load My Chains Clear Chains Call Put Last Changel Bid Size Bid Mid Description Ask Ask Size Position Implied Vol. % Delta Last Change Bid Size Bid Mid Ask Ask Size Position Implied Vol. % Delta Greeks Gamma Vegal Theta APR 15 '14 4.10 3.20 +0.40 2,144 +0.45 2,084 3.90 2.95 4.00 3.03 4.10. 78 10 87.431% 0.9971 12 898846... 0.05 9,214 27.572% -0.0028 0.0050 0.0003 -0.0004 67.781% 0.9560 13 0.05 2.35 +0.40 1.60 +0.20 67 1,024 2.20 2.25 4.10 (87.431%) 1,955 71.674% 0.8381 14 0.15 0.00 -0.10 0.05 4,949 9,037 0.15 0.18 0.20 191 1.55 1.60 1.65 1,926 71.114% 0.6819 15 0.55 -0.15 9,172 0.50 0.55 0.60. 2,211 67.331% 1.20 +0.15 1.00 +0.20 6,922 0.85 0.90 0.95. 3,235 91.017% 0.75 +0.10 0.55 +0.05 8,231 0.50 0.55 0.60 2,735 16 0.4202 17 18 19 1.10 -0.25 6,133 1.10 1.15 1.20 8,230 74.037% 1.90 -0.20 6,529 1.80 1.88 1.95. 7,029 87.605% -0.3179 0.1350 -0.4634 0.1354 -0.5797 0.1216 0.0133 0.0148 -0.0238 -0.0294 0.0146 -0.0317 2.65 -0.30 5,546 2.60 2.68 2.75. 3,597 90.985% -0.6672 0.1043 0.0135 -0.0319 3.60 -0.25 4,860 3.40 3.50 3.60. 110 104.651% -0.7320 0.0881 0.0123 -0.0310 0.50 +0.10 9,275 0.40 0.45 0.50 - 5,454 111.434% 0.2198 201 4.50 -0.25 4,452 4.30 4.40 4.50. 112 0.35 0.00 3,208 0.35 0.38 0.40 5 110.362% 0.1835 21 C5.65 3,916 5.20 5.35 5.50. 5,828 0.30 0.00 11,208 0.25 0.28 0.30. 7 116.471% 0.1556 22 C6.60 1,122 6.20 6.30 6.40. 3,146 111.480% 124.970% 127.412% -0.7801 0.0744 0.0110 -0.0297 -0.8164 -0.8442 0.0631 0.0099 0.0540 0.0089 -0.0282 -0.0266 0.25 0.00 11,939 0.20 0.25 0.30. 8,479 120.797% 0.1338 23 C7.55 3,460 7.10 7.20 7.30 57 MAY 20 '14 4.60 +0.35 3.40 +0.05 2.90 +0.30 1,745 2.35 +0.30 3,170 1.95 +0.30 6,010 1.65 +0.30 7,146 1.40 +0.25 7,631 1.10 +0.15 7,818 1.00 +0.15 7,921 0.85 +0.10 0.80 +0.15 0.70 +0.10 1,169 4.50 4.65 4.80. 1,590 30.765% 428 3.60 3.70 3.80 2,599 0.9916 12 13 * C0.05 898846... 0.05. 7,382 49.428% 2.80 2.90 3.00. 2,907 2.25 2.32 2.40 635 49.600% 57.830% 0.8318 14 0.7138 15 0.10 0.30 -0.10 0.75 -0.05 1.85 1.92 2.00 2,536 64.979% 0.6072 16 1.40 2,752 5,566 -0.10 1,221 -0.05 0.05 0.08 0.10. 9,677 45.774% 0.25 0.30 0.35 10,043 49.541% -0.0080 0.0096 -0.0629 -0.1679 0.0014 0.0440 0.0079 -0.0005 -0.0032 0.0767 0.0161 -0.0075 0.70 0.75 0.80. 6,682 57.804% -0.2858 0.0916 0.0219 -0.0115 8,921 1.25 1.33 1.40. 7,558 66.993% -0.3925 0.0935 0.0247 -0.0144 1.55 1.62 1.70 3,768 71.204% 0.5184 17 2.00 -0.15 174 2.00 2.05 2.10. 7,340 69.259% -0.4812 0.0889 0.0256 -0.0163 1.30 1.38 1.45 3,887 75.977% 0.4465 18 2.85 -0.05 3,828 2.70 2.78 2.85. 6,592 77.960% -0.5531 0.0821 0.0254 -0.0173 1.10 1.18 1.25 4,111 76.119% 0.3882 19 3.50 -0.25 3,969 3.50 3.60 3.70. 8,033 76.155% -0.6114 0.0748 0.0246 -0.0179 0.95 1.00 1.05 1,341 82.356% 0.3402 20 C4.60 4,676 4.30 4.40 4.50. 3,610 86.639% 0.85 0.88 0.90 10 7,709 0.70 0.78 0.85. 6,891 7,915 0.60 0.68 0.75 + 8,067 90.782% 93.299% 21 0.2656 22 0.2354 23 C5.50 1,733 .5.20 5.30 5.40. 6,829 91.672% C6.40 5,702 6.00 6.15 6.30 6,977 C7.35 5,702 6.90 7.05 7.20 8,510 95.538% 98.367% -0.6594 -0.6996 0.0618 -0.7341 -0.7642 0.0512 0.0680 0.0236 -0.0180 0.0224 -0.0178 0.0562 0.0211 -0.0174 0.0198 -0.0168 JUN 17 '14 4.80 -0.05 590 5.00 5.15 5.30 4.10 +0.20 1,282 4.10 4.25 4.40. 592 3,079 12 * CD,05 898846... 0.05. 1,348 N/A 0.9292 13 0.10 -0.05 5,420 0.05 0.10 0.15 9,896 3.50 2.75 +0.35 +0.15 1,675 2,325 3.30 3.45 3.60 1,593 47.457% 0.8408 14 2.80 2.90 3.00. 4,961 48.811% 0.7429 15 2.45 +0.25 2,050 2.35 2.42 2.50 1,342 2.10 +0.20 4,687 2.00 2.08 2.15 1,370 57.946% 62.644% 0.6509 16 0.5707 17 1.65 0.00 985 1.75 1.80 1.85 10 18 2.85 0.40 0.00 0.75 -0.10 4,956 1.40 -0.05 4,541 2.05 -0.05 4,425 0.00 4,560 0.30 0.35 0.40. 10,990 0.70 0.78 0.85. 12,032 1.25 1.33 1.40 11,119 1.90 1.98 2.05 7,848 4,318 2.60 2.68 2.75 + 5,345 1.45 0.00 5,214 1.50 1.58 1.65 7,466 67.564% 0.4449 19 C3.65 4,881 3.30 3.45 3.60 4,939 1.30 0.00 5,424 1.30 1.38 1.45 7,721 C1.15 3,919 1.15 1.22 1.30 6,406 70.390% 73.481% 0.3958 20 C4.45 2,967 4.10 4.25 4.40 4,807 0.3533 21 5.30 0.00 1,354 5.00 5.10 5.20 3,647 1.00 0.00 5,663 1.00 1.05 1.10 10 0.95 +0.05 2,816 0.90 0.95 1.00 6,568 80.069% 22 0.2825 23 6.10 -0.10 2,631 5.80 5.95 6.10. 4,585 7.00 -0.05 2,346 6.70 6.80 6.90. 20 43.315% 40.781% 49.879% 52.622% 61.233% 65.762% 69.235% 75.337% 78.374% 80.129% 84.103% 83.770% 0.0132 -0.0155 0.0032 -0.0007 -0.0703 0.0389 0.0110 -0.0028 -0.1586 0.0615 0.0198 -0.0057 -0.2566 0.0738 0.0263 -0.3485 0.0776 0.0302 -0.4288 0.0765 0.0321 -0.4969 0.0731 0.0326 -0.5546 0.0687 0.0323 -0.6037 0.0641 0.0315 -0.0085 -0.0106 -0.0121 -0.0131 -0.0137 -0.0139 -0.6462 0.0596 0.0304 -0.6835 0.0554 0.0290 -0.7170 0.0515 0.0276 -0.0139 -0.0137 -0.0134

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Quantitative Analysis for Management

Authors: Barry Render, Ralph M. Stair, Michael E. Hanna, Trevor S. Ha

12th edition

133507335, 978-0133507331

More Books

Students also viewed these Finance questions