Farmtools Network

Option Report for Soybeans from Farmtools.com
For: Friday, January 09, 2004 2:43:13 PM EST
Prices are in cents
Next update: 2:45:13 PM

Please see disclaimer
Nov Soybeans Last: #No Data.,; Mar Soybeans Last: 793 , Prices are delayed 15-20 min

Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Mar 440 Put	.01	19.9%	.13	12/12/2002	.0%	.0	.0
Mar 460 Put	.01	19.0%	.13	12/20/2002	.0%	.0	.0
Mar 480 Put	.01	18.3%	.25	12/23/2002	.0%	.0	.0
Mar 500 Put	.01	18.0%	.63	12/24/2002	.0%	.0	.0
Mar 520 Put	.01	17.9%	1.88	12/24/2002	.0%	.0	.0
Mar 540 Put	.01	18.1%	6.00	12/24/2002	.0%	.0	.0
Mar 560 Put	.01	18.6%	13.50	12/24/2002	.0%	.0	.0
Mar 580 Put	.01	19.3%	24.50	12/24/2002	.0%	.0	.0
Mar 600 Put	.01	20.3%	39.25	12/24/2002	.1%	.0	.0
Mar 620 Put	.00	21.6%	57.00	12/16/2002	.0%	.0	.0
Mar 640 Put	.32	23.2%	83.50	12/9/2002	-14.0%	-.1	.0
Mar 660 Put	12.10	25.0%	102.00	12/20/2002	-93.9%	.0	.0
Mar 680 Put	32.00	27.1%	109.25	10/18/2002	-100.0%	.0	.0
Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Mar 440 Call	207.97	20.4%	167.50	6/20/2002	100.0%	.0	.0
Mar 460 Call	187.97	19.5%	99.25	12/9/2002	100.0%	.0	.0
Mar 480 Call	167.98	18.9%	97.00	10/28/2002	100.0%	.0	.0
Mar 500 Call	147.98	18.5%	60.00	12/9/2002	100.0%	.0	.0
Mar 520 Call	127.98	18.3%	41.75	12/20/2002	100.0%	.0	.0
Mar 540 Call	107.98	18.5%	34.00	12/24/2002	100.0%	.0	.0
Mar 560 Call	87.99	18.9%	21.75	12/24/2002	100.0%	.0	.0
Mar 580 Call	67.99	19.6%	12.50	12/24/2002	100.0%	.0	.0
Mar 600 Call	47.99	20.6%	7.50	12/24/2002	100.0%	.0	.0
Mar 620 Call	28.00	21.8%	4.88	12/24/2002	100.0%	.0	.0
Mar 640 Call	8.34	23.4%	3.25	12/24/2002	85.7%	-.1	.0
Mar 660 Call	.11	25.1%	2.25	12/24/2002	6.4%	.0	.0
Mar 680 Call	.00	27.2%	1.63	12/24/2002	.0%	.0	.0
Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Nov 400 Put	.01	5.7%	.13	7/12/2002	.0%	.0	.0
Nov 420 Put	.01	8.7%	2.75	12/11/2002	.0%	.0	.0
Nov 440 Put	.01	11.4%	5.50	12/20/2002	.0%	.0	.0
Nov 460 Put	.01	13.7%	11.00	12/23/2002	.0%	.0	.0
Nov 480 Put	.01	15.6%	18.50	12/24/2002	.0%	.0	.0
Nov 500 Put	.01	17.1%	28.00	12/24/2002	.0%	.0	.0
Nov 520 Put	.01	18.2%	39.00	12/23/2002	.0%	.0	.0
Nov 540 Put	.01	18.9%	25.00	12/12/2002	.0%	.0	.0
Nov 560 Put	.01	19.2%	8.75	12/6/2002	.0%	.0	.0
Nov 580 Put	.01	19.1%	16.00	11/19/2002	.0%	.0	.0
Nov 600 Put	.00	18.6%	7.00	12/16/2002	.0%	.0	.0
Nov 620 Put	.01	17.8%	40.25	9/13/2002	-1.1%	.0	.0
Nov 640 Put	4.86	16.5%	57.38	9/13/2002	-69.1%	-.1	.0
Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Nov 400 Call	236.22	16.3%	105.25	12/9/2002	100.0%	.0	.0
Nov 420 Call	216.22	16.7%	165.25	9/13/2002	100.0%	.0	.0
Nov 440 Call	196.22	17.1%	150.00	9/11/2002	100.0%	.0	.0
Nov 460 Call	176.22	17.5%	125.25	9/13/2002	100.0%	.0	.0
Nov 480 Call	156.23	17.9%	60.50	11/12/2002	100.0%	.0	.0
Nov 500 Call	136.23	18.4%	41.00	12/24/2002	100.0%	.0	.0
Nov 520 Call	116.23	18.9%	32.50	12/24/2002	100.0%	.0	.0
Nov 540 Call	96.24	19.4%	25.75	12/24/2002	100.0%	.0	.0
Nov 560 Call	76.24	19.9%	21.00	12/24/2002	100.0%	.0	.0
Nov 580 Call	56.24	20.5%	17.00	12/24/2002	100.0%	.0	.0
Nov 600 Call	36.24	21.1%	13.50	12/24/2002	100.0%	.0	.0
Nov 620 Call	16.26	21.7%	11.50	12/23/2002	98.7%	.0	.0
Nov 640 Call	1.19	22.3%	9.75	12/23/2002	31.4%	-.1	.0

Prices are delayed 15-20 min
Please see disclaimer
Vol: Implied Vol Is the volatility that results in the option price at the then current price for the underlying contract.
The calculation uses the last option price and the underlying price at that time.
Delta: Tells you the equivalent percent of underlying contracts you have from the option position.
Example 50% = Long half of the underlying position in market risk.
Example -50% = Short half of the underlying position.
Fair Value: Is the option price calculated at current market and the listed implied volatility.
DPV-1% Is the change in option price with a 1% decline in Volatillity.
DP+7 Is the change in option price 7 days from now.

Copyright 1999 by Useful Technologies Inc.