SPDR S&P 500 (SPY): nov 5 CME SPX Options on futures P2C of...

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Re: bobjack post# 64002

Thursday, 11/06/2008 8:54:26 AM

Thursday, November 06, 2008 8:54:26 AM

nov 5 CME SPX Options on futures P2C of 3.1

CBOE Volatility Index Options - (VIX)?????

Volume Call Put Total
71,488 26,631 98,119
OI 721,528 606,637 1,328,165

Level High Low Close Change
55.62 46.87 54.56 6.83

CME Options on futures P2C of 3.1

OI
nov 5th Vol OI Delta
S&P 500 CALL 6,958 349660 + 1565
S&P 500 PUT 21,489 556179 + 8428
What If???

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