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Create An Option Tables
Users Manual more...
Texas Instruments Incorporate
TXN Stock
| Date |
Open |
High |
Low |
Close |
Chg |
Vol |
SV |
| 1000424 | 142 | 145.563 | 139.75 | 141.25 | -3.75 | 4295900 | 0.0% |
| 1000424 | 142 | 145.563 | 139.75 | 141.25 | 0 | 4295900 | 104.5% |
| 1000425 | 147.375 | 152 | 145.625 | 152 | 10.75 | 4214700 | 102.0% |
| 1000426 | 155 | 155.938 | 147.75 | 149 | -3 | 3587400 | 98.8% |
| 1000427 | 146.75 | 162.875 | 146 | 159.5 | 10.5 | 4806100 | 99.0% |
TXN MAY00 Options on 04-27-00
22 Days remaining before expiration.
Ave MAY00 IV = 63.1%
| OpSym |
Strike |
Type |
Bid |
Ask |
IV |
Delta |
Gamma |
Vega |
Vol |
OI |
| TNZET |
100 |
Call |
60.375 |
60.625 |
123.097 |
95.5054 |
0.196453 |
0.0370814 |
20 |
86 |
| TNZEA |
105 |
Call |
55.375 |
55.75 |
113.86 |
94.9018 |
0.234932 |
0.0410171 |
0 |
168 |
| TNZEB |
110 |
Call |
50.75 |
51.125 |
111.257 |
93.2789 |
0.298676 |
0.0509541 |
75 |
640 |
| TNZED |
120 |
Call |
40.5 |
42.375 |
98.1825 |
90.3373 |
0.445142 |
0.0670169 |
10 |
330 |
| TNZEE |
125 |
Call |
35.25 |
35.625 |
71.6494 |
92.9696 |
0.480154 |
0.0527526 |
28 |
90 |
| TNZEF |
130 |
Call |
32.25 |
32.375 |
87.5194 |
85.5252 |
0.664275 |
0.0891463 |
29 |
190 |
| TNZEH |
140 |
Call |
22.75 |
23.5 |
72.8443 |
79.3486 |
1.00043 |
0.111746 |
1342 |
664 |
| TNZEI |
145 |
Call |
19.25 |
19.5 |
71.116 |
73.6695 |
1.17235 |
0.127842 |
141 |
1295 |
| TNZEJ |
150 |
Call |
15.75 |
16 |
69.0168 |
67.2613 |
1.33572 |
0.141358 |
509 |
1583 |
| TNZEK |
155 |
Call |
12.75 |
13.125 |
68.4867 |
60.036 |
1.44025 |
0.15125 |
320 |
923 |
| TNZEL |
160 |
Call |
10 |
10.125 |
65.9693 |
52.4581 |
1.54141 |
0.155923 |
878 |
3160 |
| TNZEM |
165 |
Call |
7.75 |
8 |
65.4852 |
44.8092 |
1.54257 |
0.154895 |
424 |
1792 |
| TNZEN |
170 |
Call |
5.75 |
6.125 |
64.2382 |
37.244 |
1.50418 |
0.148164 |
541 |
2131 |
| TNZEO |
175 |
Call |
4.625 |
4.75 |
65.431 |
30.9589 |
1.37613 |
0.138069 |
384 |
1141 |
| TNZEP |
180 |
Call |
3.375 |
3.625 |
65.054 |
24.9136 |
1.24516 |
0.124208 |
545 |
1763 |
| TXREQ |
185 |
Call |
2.75 |
2.8125 |
66.6223 |
20.4692 |
1.08812 |
0.11116 |
83 |
656 |
| TXRER |
190 |
Call |
1.875 |
2.0625 |
65.569 |
15.7087 |
0.936281 |
0.094136 |
85 |
643 |
| TXRES |
195 |
Call |
1.25 |
1.5625 |
65.1674 |
11.9788 |
0.782925 |
0.0782351 |
8 |
193 |
| TXRET |
200 |
Call |
1 |
1.125 |
65.9399 |
9.39568 |
0.649269 |
0.0656484 |
68 |
1143 |
| TNZQT |
100 |
Put |
0.1875 |
0.25 |
93.1928 |
-1.5582 |
0.107224 |
0.0153223 |
67 |
532 |
| TNZQA |
105 |
Put |
0.25 |
0.3125 |
88.0399 |
-2.05584 |
0.143761 |
0.0194076 |
43 |
681 |
| TNZQB |
110 |
Put |
0.3125 |
0.375 |
82.2965 |
-2.61872 |
0.188543 |
0.0237927 |
300 |
463 |
| TNZQC |
115 |
Put |
0.375 |
0.4375 |
76.0959 |
-3.25665 |
0.244384 |
0.0285158 |
29 |
297 |
| TNZQD |
120 |
Put |
0.5625 |
0.625 |
73.0609 |
-4.6861 |
0.342277 |
0.0383454 |
89 |
1173 |
| TNZQE |
125 |
Put |
0.875 |
0.875 |
70.4451 |
-6.73605 |
0.472522 |
0.0510416 |
95 |
1088 |
| TNZQF |
130 |
Put |
1.25 |
1.25 |
67.5807 |
-9.41595 |
0.634513 |
0.0657528 |
222 |
1156 |
| TNZQG |
135 |
Put |
1.8125 |
1.875 |
65.6968 |
-13.2508 |
0.833231 |
0.0839384 |
547 |
657 |
| TNZQH |
140 |
Put |
2.75 |
2.875 |
65.3525 |
-18.5937 |
1.04633 |
0.104854 |
653 |
1528 |
| TNZQI |
145 |
Put |
3.75 |
4 |
63.1435 |
-24.4366 |
1.26962 |
0.122929 |
326 |
1164 |
| TNZQJ |
150 |
Put |
5.25 |
5.5 |
61.8912 |
-31.5572 |
1.4669 |
0.139213 |
256 |
1700 |
| TNZQK |
155 |
Put |
7.25 |
7.375 |
61.0383 |
-39.5156 |
1.61112 |
0.150793 |
66 |
2962 |
| TNZQL |
160 |
Put |
9.5 |
9.75 |
59.9549 |
-47.9132 |
1.69694 |
0.156006 |
175 |
1331 |
| TNZQM |
165 |
Put |
12.5 |
12.5 |
59.8259 |
-56.2526 |
1.68197 |
0.154297 |
2020 |
1491 |
| TNZQN |
170 |
Put |
15.5 |
15.625 |
58.2847 |
-64.5797 |
1.62988 |
0.145667 |
53 |
952 |
| TNZQP |
180 |
Put |
22.875 |
23 |
56.1079 |
-79.0714 |
1.30911 |
0.112629 |
15 |
645 |
TXN JUN00 Options on 04-27-00
50 Days remaining before expiration.
Ave JUN00 IV = 64.9%
| OpSym |
Strike |
Type |
Bid |
Ask |
IV |
Delta |
Gamma |
Vega |
Vol |
OI |
| TNZFD |
120 |
Call |
42.625 |
43.125 |
77.8282 |
87.1155 |
0.457595 |
0.124113 |
20 |
0 |
| TNZFE |
125 |
Call |
38.375 |
38.875 |
75.3661 |
84.4526 |
0.536662 |
0.140953 |
5 |
5 |
| TNZFF |
130 |
Call |
34.75 |
35 |
75.2517 |
80.8814 |
0.613194 |
0.16081 |
0 |
15 |
| TNZFG |
135 |
Call |
30.875 |
31.25 |
73.5222 |
77.3046 |
0.694384 |
0.177917 |
12 |
21 |
| TNZFM |
165 |
Call |
13.125 |
13.375 |
66.3257 |
49.3872 |
1.01877 |
0.235482 |
106 |
64 |
| TXRFR |
190 |
Call |
5.875 |
6 |
66.2672 |
27.7328 |
0.856483 |
0.197795 |
11 |
75 |
| TXRFT |
200 |
Call |
2.5 |
2.5625 |
55.7119 |
16.0049 |
0.739952 |
0.143665 |
2 |
33 |
| TNZRD |
120 |
Put |
2.125 |
2.25 |
67.5414 |
-10.3244 |
0.450505 |
0.10604 |
91 |
112 |
| TNZRE |
125 |
Put |
2.875 |
3 |
66.5159 |
-13.2829 |
0.546807 |
0.126753 |
3 |
110 |
| TNZRF |
130 |
Put |
3.75 |
3.875 |
65.1356 |
-16.631 |
0.648876 |
0.147292 |
30 |
170 |
| TNZRG |
135 |
Put |
4.75 |
5.375 |
64.8879 |
-20.7683 |
0.74747 |
0.169027 |
15 |
57 |
| TNZRH |
140 |
Put |
6.125 |
6.75 |
63.9787 |
-25.1719 |
0.844428 |
0.188277 |
135 |
20 |
| TNZRI |
145 |
Put |
8 |
8.25 |
63.4209 |
-30.0346 |
0.929159 |
0.205363 |
0 |
10 |
| TNZRJ |
150 |
Put |
9.75 |
9.875 |
61.6619 |
-35.0791 |
1.01838 |
0.218839 |
105 |
120 |
| TNZRK |
155 |
Put |
12.125 |
12.625 |
62.6546 |
-40.5413 |
1.04813 |
0.228859 |
15 |
40 |
| TNZRL |
160 |
Put |
14.5 |
15.125 |
61.8663 |
-45.9847 |
1.0868 |
0.234316 |
20 |
2 |
TXN JUL00 Options on 04-27-00
85 Days remaining before expiration.
Ave JUL00 IV = 64.7%
| OpSym |
Strike |
Type |
Bid |
Ask |
IV |
Delta |
Gamma |
Vega |
Vol |
OI |
| TXNGO |
75 |
Call |
86 |
86.5 |
106.8 |
95.7442 |
0.11023 |
0.0697462 |
0 |
63 |
| TXNGP |
80 |
Call |
81.75 |
82.875 |
111.616 |
93.9475 |
0.139608 |
0.0923173 |
2 |
305 |
| TNZGR |
90 |
Call |
71.875 |
72.25 |
93.2592 |
93.2742 |
0.181372 |
0.10021 |
4 |
2589 |
| TNZGS |
95 |
Call |
67.25 |
67.625 |
89.4967 |
92.1571 |
0.212599 |
0.112724 |
0 |
117 |
| TNZGT |
100 |
Call |
62.5 |
63 |
85.0164 |
91.0382 |
0.247378 |
0.124598 |
5 |
2080 |
| TNZGB |
110 |
Call |
53.625 |
54.25 |
79.4752 |
87.7092 |
0.332562 |
0.156586 |
4 |
1435 |
| TNZGC |
115 |
Call |
49.375 |
49.875 |
76.659 |
85.7512 |
0.38175 |
0.173376 |
250 |
1401 |
| TNZGD |
120 |
Call |
45.375 |
45.875 |
75.0894 |
83.3091 |
0.432698 |
0.192492 |
2 |
527 |
| TNZGE |
125 |
Call |
41.375 |
41.875 |
72.9153 |
80.7469 |
0.487456 |
0.210572 |
4 |
1533 |
| TNZGF |
130 |
Call |
37.875 |
38.375 |
72.4243 |
77.6342 |
0.536181 |
0.230061 |
10 |
1613 |
| TNZGG |
135 |
Call |
34.5 |
35.375 |
72.4588 |
74.2726 |
0.578429 |
0.248307 |
7 |
715 |
| TNZGH |
140 |
Call |
31.25 |
31.75 |
70.7716 |
70.9726 |
0.628668 |
0.26359 |
3 |
692 |
| TNZGI |
145 |
Call |
28.75 |
29 |
71.4608 |
67.3214 |
0.655811 |
0.277648 |
18 |
677 |
| TNZGJ |
150 |
Call |
25.375 |
25.875 |
69.2398 |
63.715 |
0.703883 |
0.288738 |
13 |
953 |
| TNZGK |
155 |
Call |
23.25 |
23.5 |
69.8618 |
60.0042 |
0.718451 |
0.297361 |
10 |
968 |
| TNZGL |
160 |
Call |
20.875 |
21 |
69.2088 |
56.2622 |
0.739656 |
0.303277 |
40 |
890 |
| TNZGM |
165 |
Call |
18.875 |
18.875 |
69.1995 |
52.6092 |
0.7474 |
0.30641 |
21 |
483 |
| TNZGN |
170 |
Call |
16.5 |
16.875 |
68.2144 |
48.84 |
0.759498 |
0.306938 |
44 |
988 |
| TNZGO |
175 |
Call |
14.875 |
14.875 |
67.9062 |
45.2573 |
0.757867 |
0.304895 |
6 |
1277 |
| TNZGP |
180 |
Call |
13.25 |
13.375 |
67.8999 |
41.8716 |
0.747439 |
0.300671 |
45 |
1460 |
| TXRGR |
190 |
Call |
10.25 |
10.5 |
67.0426 |
35.2313 |
0.7195 |
0.285778 |
61 |
1148 |
| TXRGT |
200 |
Call |
8.25 |
8.25 |
67.2161 |
29.6186 |
0.668139 |
0.266065 |
32 |
1879 |
| TXRGB |
210 |
Call |
6.625 |
6.875 |
68.2395 |
25.1228 |
0.606582 |
0.245229 |
23 |
355 |
| TXRGD |
220 |
Call |
5 |
5 |
66.7416 |
20.1175 |
0.546899 |
0.216247 |
79 |
1129 |
| TXNSO |
75 |
Put |
0.25 |
0.375 |
76.9649 |
-1.33015 |
0.0576384 |
0.0262816 |
20 |
490 |
| TXNSP |
80 |
Put |
0.4375 |
0.5 |
75.8628 |
-1.93266 |
0.0805428 |
0.0361995 |
40 |
352 |
| TNZSQ |
85 |
Put |
0.75 |
0.75 |
76.1701 |
-2.89757 |
0.112757 |
0.0508833 |
74 |
440 |
| TNZSR |
90 |
Put |
0.875 |
1 |
73.362 |
-3.64562 |
0.14149 |
0.0614954 |
45 |
679 |
| TNZSS |
95 |
Put |
1 |
1.1875 |
69.6936 |
-4.37397 |
0.172699 |
0.0713067 |
35 |
947 |
| TNZST |
100 |
Put |
1.5 |
1.5 |
68.7787 |
-5.79066 |
0.218835 |
0.08917 |
9 |
372 |
| TNZSA |
105 |
Put |
2.0625 |
2.0625 |
68.3603 |
-7.60299 |
0.27184 |
0.110094 |
40 |
2292 |
| TNZSB |
110 |
Put |
2.625 |
2.625 |
66.8779 |
-9.4648 |
0.327446 |
0.129739 |
40 |
648 |
| TNZSC |
115 |
Put |
3.125 |
3.625 |
65.9344 |
-11.7583 |
0.388543 |
0.151774 |
35 |
1450 |
| TNZSD |
120 |
Put |
4.375 |
4.375 |
65.6059 |
-14.5237 |
0.451853 |
0.175626 |
73 |
2240 |
| TNZSE |
125 |
Put |
5 |
5.375 |
63.3972 |
-17.1149 |
0.520825 |
0.195618 |
20 |
725 |
| TNZSF |
130 |
Put |
6.625 |
6.875 |
64.1099 |
-20.7329 |
0.579655 |
0.220162 |
20 |
486 |
| TNZSG |
135 |
Put |
7.75 |
8.25 |
62.4801 |
-24.0758 |
0.647536 |
0.239692 |
2 |
2287 |
| TNZSH |
140 |
Put |
9.75 |
10 |
62.646 |
-28.0114 |
0.698253 |
0.259152 |
11 |
840 |
| TNZSI |
145 |
Put |
11.625 |
11.875 |
61.9689 |
-31.9807 |
0.749556 |
0.275185 |
1 |
451 |
| TNZSJ |
150 |
Put |
13.75 |
13.875 |
61.2255 |
-36.1081 |
0.794694 |
0.288257 |
20 |
584 |
| TNZSK |
155 |
Put |
16.125 |
16.25 |
60.835 |
-40.351 |
0.826944 |
0.298042 |
1 |
508 |
| TNZSP |
180 |
Put |
30.875 |
31.25 |
58.6712 |
-61.2366 |
0.848131 |
0.294805 |
52 |
1069 |
TXN OCT00 Options on 04-27-00
176 Days remaining before expiration.
Ave OCT00 IV = 63.7%
| OpSym |
Strike |
Type |
Bid |
Ask |
IV |
Delta |
Gamma |
Vega |
Vol |
OI |
| TNZJA |
105 |
Call |
62.75 |
62.75 |
76.3763 |
85.394 |
0.27076 |
0.253679 |
10 |
41 |
| TNZJB |
110 |
Call |
59 |
59 |
75.1808 |
83.4664 |
0.298507 |
0.275298 |
0 |
10 |
| TNZJC |
115 |
Call |
55.375 |
55.375 |
74.058 |
81.4129 |
0.326378 |
0.296506 |
0 |
5 |
| TNZJD |
120 |
Call |
51.5 |
52 |
72.5931 |
79.2903 |
0.355522 |
0.316594 |
0 |
22 |
| TNZJF |
130 |
Call |
45.5 |
45.625 |
71.8315 |
74.5182 |
0.403465 |
0.355519 |
0 |
13 |
| TNZJG |
135 |
Call |
30.25 |
30.375 |
36.917 |
78.1929 |
0.720498 |
0.326287 |
2 |
35 |
| TNZJH |
140 |
Call |
39.625 |
39.875 |
70.6123 |
69.5363 |
0.447644 |
0.387752 |
2 |
145 |
| TNZJI |
145 |
Call |
36.875 |
37.25 |
70.0694 |
66.9729 |
0.4668 |
0.401236 |
1 |
70 |
| TNZJJ |
150 |
Call |
34.625 |
34.875 |
70.1258 |
64.4154 |
0.479734 |
0.412686 |
259 |
527 |
| TNZJK |
155 |
Call |
32.375 |
32.625 |
70.0063 |
61.8649 |
0.491594 |
0.422167 |
3 |
124 |
| TNZJL |
160 |
Call |
30.25 |
30.25 |
69.5888 |
59.2948 |
0.503494 |
0.429808 |
4 |
195 |
| TNZJN |
170 |
Call |
25.25 |
26.25 |
67.9458 |
54.0138 |
0.527438 |
0.439618 |
107 |
186 |
| TNZJO |
175 |
Call |
23.625 |
24.25 |
67.7352 |
51.5157 |
0.531388 |
0.441537 |
11 |
904 |
| TNZJP |
180 |
Call |
22.125 |
23.125 |
68.4076 |
49.3206 |
0.526468 |
0.441792 |
88 |
274 |
| TNZVA |
105 |
Put |
4.875 |
5.125 |
62.7628 |
-11.9557 |
0.28702 |
0.220981 |
2 |
151 |
| TNZVB |
110 |
Put |
6.125 |
6.375 |
62.8439 |
-14.2389 |
0.323466 |
0.249364 |
4 |
647 |
| TNZVC |
115 |
Put |
7.25 |
7.375 |
61.6106 |
-16.3912 |
0.362219 |
0.273759 |
5 |
277 |
| TNZVD |
120 |
Put |
8.875 |
9 |
61.8885 |
-19.0242 |
0.396199 |
0.300791 |
0 |
99 |
| TNZVE |
125 |
Put |
10.375 |
10.625 |
61.39 |
-21.6259 |
0.431189 |
0.324718 |
10 |
144 |
| TNZVF |
130 |
Put |
11.875 |
11.875 |
59.9123 |
-24.2092 |
0.470702 |
0.345942 |
20 |
295 |
| TNZVH |
140 |
Put |
15.875 |
16.125 |
59.6289 |
-30.0848 |
0.527135 |
0.385585 |
1 |
574 |
| TNZVI |
145 |
Put |
18.375 |
22.25 |
64.4653 |
-33.1151 |
0.50792 |
0.401663 |
5 |
170 |
| TNZVJ |
150 |
Put |
20.5 |
20.625 |
58.8013 |
-36.1462 |
0.575248 |
0.414938 |
350 |
617 |
| TNZVK |
155 |
Put |
23 |
23.25 |
58.5077 |
-39.2204 |
0.593026 |
0.425626 |
0 |
133 |
| TNZVL |
160 |
Put |
25.625 |
25.875 |
58.0089 |
-42.323 |
0.609401 |
0.433649 |
3 |
68 |
| TNZVM |
165 |
Put |
28.5 |
28.75 |
57.7498 |
-45.3839 |
0.619539 |
0.438895 |
0 |
37 |
| TNZVN |
170 |
Put |
31.5 |
31.75 |
57.4493 |
-48.4186 |
0.626488 |
0.441509 |
0 |
121 |
| TNZVO |
175 |
Put |
34.625 |
35 |
57.2656 |
-51.372 |
0.62862 |
0.441595 |
0 |
101 |
| TNZVP |
180 |
Put |
37.75 |
38.125 |
56.6403 |
-54.41 |
0.632048 |
0.439153 |
3 |
1053 |
TXN JAN01 Options on 04-27-00
267 Days remaining before expiration.
Ave JAN01 IV = 61.0%
| OpSym |
Strike |
Type |
Bid |
Ask |
IV |
Delta |
Gamma |
Vega |
Vol |
OI |
| ZTNAD |
20 |
Call |
142.125 |
142.5 |
178.409 |
98.3151 |
0.017191 |
0.0570766 |
1 |
328 |
| ZTNAX |
22.5 |
Call |
138.25 |
139.125 |
147.28 |
98.5542 |
0.0182613 |
0.0500513 |
0 |
207 |
| ZTNAF |
30 |
Call |
131.125 |
131.375 |
125.995 |
98.166 |
0.026169 |
0.0613591 |
5 |
1064 |
| ZTNAG |
35 |
Call |
126.375 |
127 |
120.492 |
97.6539 |
0.0337084 |
0.0755854 |
5 |
0 |
| ZTNAH |
40 |
Call |
121.625 |
122.25 |
113.07 |
97.2177 |
0.0414344 |
0.0871861 |
4 |
732 |
| ZTNAI |
45 |
Call |
116.875 |
117.5 |
106.438 |
96.7494 |
0.0500759 |
0.0991896 |
5 |
579 |
| ZTNAJ |
50 |
Call |
112.125 |
112.625 |
99.8662 |
96.2885 |
0.0595108 |
0.1106 |
1 |
10348 |
| ZTNAK |
55 |
Call |
107.5 |
108 |
95.3924 |
95.6637 |
0.0706948 |
0.125499 |
4 |
3747 |
| ZTNAL |
60 |
Call |
103 |
103.5 |
91.9834 |
94.9092 |
0.0833785 |
0.142726 |
5 |
3800 |
| ZTNAN |
70 |
Call |
94.125 |
94.625 |
85.8261 |
93.1749 |
0.112464 |
0.179628 |
9 |
4268 |
| ZTNAO |
75 |
Call |
89.75 |
90.25 |
82.9939 |
92.1893 |
0.128949 |
0.199161 |
4 |
4772 |
| ZTNAP |
80 |
Call |
85.625 |
86.125 |
81.2262 |
90.9974 |
0.146584 |
0.221576 |
10 |
16698 |
| ZTNAQ |
85 |
Call |
81.625 |
83.25 |
82.0068 |
89.3993 |
0.163666 |
0.249774 |
2 |
385 |
| ZTNAR |
90 |
Call |
77.75 |
78.125 |
78.206 |
88.2967 |
0.184214 |
0.268104 |
3 |
1362 |
| ZTNAS |
95 |
Call |
75.125 |
75.25 |
80.475 |
86.3675 |
0.199101 |
0.298176 |
1 |
335 |
| ZTNAT |
100 |
Call |
70 |
70.5 |
75.0958 |
85.269 |
0.22486 |
0.314245 |
2 |
1153 |
| ZTNAA |
105 |
Call |
65.875 |
66.25 |
72.2159 |
83.7865 |
0.249125 |
0.334804 |
5 |
0 |
| ZTNAB |
110 |
Call |
62.875 |
63.375 |
72.7967 |
81.8084 |
0.26599 |
0.360343 |
57 |
1534 |
| ZZIAD |
120 |
Call |
56.375 |
56.5 |
70.7242 |
78.0199 |
0.306737 |
0.403714 |
1 |
3253 |
| ZZIAF |
130 |
Call |
50.625 |
50.875 |
70.0784 |
73.9204 |
0.339832 |
0.443188 |
5 |
905 |
| ZZIAH |
140 |
Call |
45.125 |
45.5 |
68.9834 |
69.708 |
0.371086 |
0.476386 |
47 |
427 |
| ZZIAJ |
150 |
Call |
40 |
40.5 |
67.8067 |
65.3895 |
0.398786 |
0.503214 |
286 |
1706 |
| ZZIAL |
160 |
Call |
35.75 |
36 |
67.1868 |
61.0979 |
0.418315 |
0.523031 |
5 |
2448 |
| ZZIAM |
165 |
Call |
34.125 |
34.375 |
67.6548 |
59.1238 |
0.420902 |
0.529931 |
6 |
153 |
| ZZIAN |
170 |
Call |
31.625 |
32 |
66.4119 |
56.8188 |
0.433898 |
0.536258 |
5 |
1265 |
| ZZIAO |
175 |
Call |
30 |
31 |
67.0976 |
54.9869 |
0.432436 |
0.539969 |
7 |
676 |
| ZZIAP |
180 |
Call |
28.125 |
28.625 |
66.1124 |
52.7461 |
0.441292 |
0.542937 |
34 |
1391 |
| ZZIAR |
190 |
Call |
25.375 |
25.625 |
66.2139 |
48.9699 |
0.441516 |
0.544045 |
10 |
673 |
| ZZIAT |
200 |
Call |
22.125 |
22.625 |
65.2767 |
44.9811 |
0.444454 |
0.539914 |
60 |
3304 |
| ZTNMX |
22.5 |
Put |
0 |
0.125 |
88.1275 |
-0.146357 |
0.00396887 |
0.00650906 |
40 |
276 |
| ZTNME |
25 |
Put |
0 |
0.125 |
83.3578 |
-0.155934 |
0.00444574 |
0.00689652 |
40 |
1621 |
| ZTNMG |
35 |
Put |
0.0625 |
0.125 |
71.5166 |
-0.267276 |
0.00845005 |
0.0112462 |
6 |
1487 |
| ZTNMH |
40 |
Put |
0.125 |
0.1875 |
69.6025 |
-0.43819 |
0.0135375 |
0.0175349 |
10 |
6922 |
| ZTNMI |
45 |
Put |
0.1875 |
0.25 |
66.7722 |
-0.618738 |
0.0191819 |
0.0238356 |
20 |
18405 |
| ZTNMJ |
50 |
Put |
0.3125 |
0.375 |
65.6086 |
-0.944149 |
0.0283201 |
0.0345776 |
50 |
6107 |
| ZTNMK |
55 |
Put |
0.5 |
0.5625 |
64.8878 |
-1.40468 |
0.040432 |
0.0488235 |
20 |
455 |
| ZTNML |
60 |
Put |
0.6875 |
0.8125 |
63.7028 |
-1.93721 |
0.0542272 |
0.0642859 |
6 |
2825 |
| ZTNMM |
65 |
Put |
1.125 |
1.125 |
63.7582 |
-2.75054 |
0.0727815 |
0.0863568 |
7 |
1343 |
| ZTNMN |
70 |
Put |
1.5 |
1.5 |
62.7935 |
-3.57753 |
0.0918397 |
0.107321 |
10 |
4154 |
| ZTNMP |
80 |
Put |
2.5625 |
2.5625 |
61.4182 |
-5.74875 |
0.137482 |
0.157139 |
320 |
4960 |
| ZTNMQ |
85 |
Put |
3.25 |
3.375 |
61.1347 |
-7.14394 |
0.163534 |
0.186052 |
16 |
555 |
| ZTNMR |
90 |
Put |
4.125 |
4.125 |
60.5527 |
-8.63044 |
0.190539 |
0.214712 |
10 |
2122 |
| ZTNMS |
95 |
Put |
5 |
5.125 |
60.0142 |
-10.273 |
0.218611 |
0.244155 |
10 |
508 |
| ZTNMT |
100 |
Put |
6 |
6.25 |
59.4904 |
-12.0602 |
0.247361 |
0.273853 |
1 |
889 |
| ZTNMA |
105 |
Put |
7.375 |
7.375 |
59.174 |
-14.0264 |
0.27608 |
0.304022 |
302 |
2513 |
| ZTNMB |
110 |
Put |
8.625 |
8.75 |
58.6218 |
-16.0655 |
0.305066 |
0.332807 |
2 |
1094 |
| ZZIMD |
120 |
Put |
11.5 |
11.5 |
57.0064 |
-20.4005 |
0.3643 |
0.386476 |
2 |
1768 |
| ZZIMG |
135 |
Put |
17 |
17.625 |
56.1246 |
-27.8457 |
0.438485 |
0.457982 |
2 |
340 |
| ZZIMH |
140 |
Put |
19.25 |
19.75 |
55.7592 |
-30.4365 |
0.460071 |
0.477399 |
1 |
227 |
| ZZIMI |
145 |
Put |
25.375 |
25.875 |
63.0951 |
-32.764 |
0.419533 |
0.492607 |
20 |
97 |
| ZZIMJ |
150 |
Put |
23.875 |
24.625 |
54.969 |
-35.7299 |
0.497604 |
0.509028 |
22 |
366 |
| ZZIML |
160 |
Put |
29.25 |
29.75 |
54.1405 |
-41.108 |
0.526681 |
0.530652 |
1 |
251 |
| ZZIMM |
165 |
Put |
32.375 |
32.875 |
54.3075 |
-43.6735 |
0.531708 |
0.537369 |
2 |
97 |
| ZZIMN |
170 |
Put |
35.125 |
40 |
57.591 |
-45.349 |
0.504337 |
0.540524 |
1 |
148 |
| ZZIMO |
175 |
Put |
38.375 |
44.25 |
58.4439 |
-47.4328 |
0.499345 |
0.5431 |
1 |
30 |
| ZZIMR |
190 |
Put |
48.25 |
48.75 |
52.3616 |
-56.6237 |
0.550789 |
0.536708 |
0 |
12 |
| ZZIMT |
200 |
Put |
55.25 |
55.625 |
51.299 |
-61.6517 |
0.545583 |
0.520847 |
10 |
646 |
TXN JAN02 Options on 04-27-00
631 Days remaining before expiration.
Ave JAN02 IV = 59.4%
| OpSym |
Strike |
Type |
Bid |
Ask |
IV |
Delta |
Gamma |
Vega |
Vol |
OI |
| WTNAH |
40 |
Call |
124.375 |
124.75 |
90.1805 |
96.0744 |
0.0448752 |
0.177983 |
0 |
146 |
| WTNAI |
45 |
Call |
120.25 |
120.625 |
87.1627 |
95.3244 |
0.0534747 |
0.204992 |
0 |
37 |
| WTNAJ |
50 |
Call |
116.5 |
117 |
86.0766 |
94.4179 |
0.0623502 |
0.236037 |
4 |
502 |
| WTNAL |
60 |
Call |
110 |
110.125 |
85.3321 |
92.3985 |
0.0799159 |
0.299919 |
10 |
349 |
| WTNAN |
70 |
Call |
101.75 |
102 |
79.0766 |
90.5231 |
0.101737 |
0.353821 |
11 |
295 |
| WTNAO |
75 |
Call |
97.875 |
98.125 |
76.7212 |
89.4785 |
0.113182 |
0.3819 |
2 |
616 |
| WTNAQ |
85 |
Call |
91.125 |
91.25 |
74.2359 |
87.1363 |
0.134892 |
0.440412 |
1 |
402 |
| WTNAR |
90 |
Call |
87.875 |
87.875 |
73.044 |
85.9043 |
0.145974 |
0.46894 |
2 |
410 |
| WTNAS |
95 |
Call |
67.875 |
68 |
34.4242 |
91.4833 |
0.215864 |
0.326816 |
2 |
151 |
| WGZAD |
120 |
Call |
71 |
71.25 |
69.4324 |
77.8802 |
0.203981 |
0.622887 |
1 |
596 |
| WGZAE |
125 |
Call |
53.125 |
53.5 |
45.4549 |
76.0105 |
0.32604 |
0.651792 |
1 |
94 |
| WGZAF |
130 |
Call |
66 |
66.5 |
68.4917 |
75.0914 |
0.220806 |
0.665129 |
5 |
817 |
| WGZAH |
140 |
Call |
61.5 |
62 |
67.7162 |
72.2953 |
0.235819 |
0.702312 |
13 |
674 |
| WGZAJ |
150 |
Call |
57.375 |
57.5 |
66.851 |
69.4747 |
0.249941 |
0.734857 |
32 |
2123 |
| WGZAK |
155 |
Call |
46.5 |
55.625 |
60.7167 |
66.8222 |
0.285024 |
0.761111 |
1 |
112 |
| WGZAL |
160 |
Call |
53.375 |
53.875 |
66.3373 |
66.7319 |
0.261156 |
0.761932 |
15 |
646 |
| WGZAM |
165 |
Call |
38.875 |
39.25 |
49.9499 |
60.9017 |
0.366534 |
0.805205 |
5 |
135 |
| WGZAN |
170 |
Call |
50.375 |
50.375 |
66.2415 |
64.1429 |
0.268937 |
0.7835 |
3 |
420 |
| WGZAO |
175 |
Call |
49 |
49.125 |
66.4761 |
62.9646 |
0.270918 |
0.792064 |
1 |
311 |
| WGZAP |
180 |
Call |
46.5 |
46.875 |
65.3092 |
61.3534 |
0.279401 |
0.802528 |
2 |
1299 |
| WGZAR |
190 |
Call |
43.5 |
43.875 |
64.9862 |
58.8015 |
0.285572 |
0.816196 |
1 |
180 |
| WGZAT |
200 |
Call |
40.75 |
41.125 |
64.731 |
56.3438 |
0.290156 |
0.826041 |
15 |
1458 |
| WTNMH |
40 |
Put |
0.6875 |
0.75 |
56.9636 |
-1.31675 |
0.0283337 |
0.0709837 |
50 |
2939 |
| WTNML |
60 |
Put |
2.6875 |
2.875 |
55.1549 |
-4.35597 |
0.0798268 |
0.193638 |
40 |
80 |
| WTNMN |
70 |
Put |
4.5 |
4.5 |
54.4524 |
-6.57442 |
0.112018 |
0.268264 |
20 |
134 |
| WTNMS |
95 |
Put |
10.375 |
10.5 |
51.8015 |
-13.5377 |
0.200242 |
0.4562 |
20 |
400 |
| WTNMT |
100 |
Put |
11.875 |
12.125 |
51.4098 |
-15.1818 |
0.218001 |
0.492905 |
4 |
498 |
| WGZMD |
120 |
Put |
19.625 |
19.75 |
50.413 |
-22.3415 |
0.282539 |
0.62644 |
8 |
1305 |
| WGZMF |
130 |
Put |
23.625 |
23.875 |
49.2523 |
-26.1218 |
0.314792 |
0.68188 |
1 |
561 |
| WGZMG |
135 |
Put |
26 |
30.875 |
52.247 |
-27.8856 |
0.306613 |
0.704546 |
0 |
30 |
| WGZMH |
140 |
Put |
28.375 |
28.875 |
48.7196 |
-30.0189 |
0.340397 |
0.72937 |
5 |
528 |
| WGZMJ |
150 |
Put |
33.125 |
33.875 |
47.6734 |
-34.0397 |
0.366654 |
0.76876 |
350 |
1065 |
| WGZML |
160 |
Put |
45.125 |
45.75 |
55.1078 |
-36.0184 |
0.323775 |
0.784718 |
60 |
82 |
| WGZMN |
170 |
Put |
44.5 |
44.875 |
46.0881 |
-42.1609 |
0.404761 |
0.820436 |
20 |
313 |
| WGZMP |
180 |
Put |
51.875 |
52.125 |
46.7561 |
-45.5928 |
0.404373 |
0.83153 |
2 |
28 |
| WGZMR |
190 |
Put |
57.5 |
57.875 |
45.0887 |
-49.9497 |
0.421904 |
0.83664 |
20 |
240 |
| WGZMT |
200 |
Put |
64.5 |
64.875 |
44.6412 |
-53.6662 |
0.424332 |
0.833105 |
0 |
120 |
|
|