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Re: Phisherman post# 6161

Thursday, 09/25/2008 4:43:08 PM

Thursday, September 25, 2008 4:43:08 PM

Post# of 45971
Freddie Mac-FRE calls active on wide intra-day price swings
09/25 02:48 PM
FRE is recently down 2c to $1.84. FRE traded at a intra-day high of $2.95 with a intra-day low of $1.31. The U.S. Treasury took over FRE on September 8th. FRE October 3 straddle is priced at $1.95, January 3 straddle is priced at $2.65. FRE call option volume of 101,667 contracts compares to put volume of 18,294 contracts according to Track Data.