Option Report for Corn from Farmtools.com
For: Friday, January 09, 2004 2:43:15 PM EST
Prices are in cents
Next update: 2:45:15 PM

Please see disclaimer
Dec Corn Last: 254.75; Mar Corn Last: 251 , Prices are delayed 15-20 min

OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
Mar 180 Put.0110.5%.1311/22/2002.0%.0.0
Mar 190 Put.0112.2%.1312/9/2002.0%.0.0
Mar 200 Put.0113.7%.1312/23/2002.0%.0.0
Mar 210 Put.0115.0%.1312/18/2002.0%.0.0
Mar 220 Put.0016.0%.2512/24/2002-.1%.0.0
Mar 230 Put3.0616.9%1.7512/24/2002-88.9%.0.0
Mar 240 Put13.0017.5%5.0012/24/2002-100.0%.0.0
Mar 250 Put23.0018.0%11.0012/24/2002-100.0%.0.0
Mar 260 Put33.0018.2%18.7512/24/2002-100.0%.0.0
Mar 270 Put42.9918.2%30.7512/20/2002-100.0%.0.0
Mar 280 Put52.9918.0%42.2512/18/2002-100.0%.0.0
Mar 290 Put62.9917.6%50.2512/20/2002-100.0%.0.0
Mar 300 Put72.9917.0%60.7512/20/2002-100.0%.0.0
OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
Mar 180 Call46.9917.6%59.2512/23/2002100.0%.0.0
Mar 190 Call36.9916.9%46.7512/9/2002100.0%.0.0
Mar 200 Call27.0016.3%36.7512/9/2002100.0%.0.0
Mar 210 Call17.0016.1%26.7512/9/2002100.0%.0.0
Mar 220 Call7.0016.1%23.0012/24/200299.9%.0.0
Mar 230 Call.0616.4%14.2512/24/200210.6%.0.0
Mar 240 Call.0017.0%7.6312/24/2002.0%.0.0
Mar 250 Call.0117.9%3.7512/24/2002.0%.0.0
Mar 260 Call.0119.0%1.6312/24/2002.0%.0.0
Mar 270 Call.0120.4%.6312/24/2002.0%.0.0
Mar 280 Call.0122.0%.3812/24/2002.0%.0.0
Mar 290 Call.0124.0%.1312/24/2002.0%.0.0
Mar 300 Call.0126.2%.1312/24/2002.0%.0.0
OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
Dec 180 Put.0119.8%3.2511/22/2002.0%.0.0
Dec 190 Put.0119.0%5.7511/22/2002.0%.0.0
Dec 200 Put.0118.7%7.7512/23/2002.0%.0.0
Dec 210 Put.0118.9%4.7512/24/2002.0%.0.0
Dec 220 Put.0019.6%7.5012/24/2002.0%.0.0
Dec 230 Put.0920.9%12.5012/24/2002-10.1%.0.0
Dec 240 Put6.2722.6%18.0012/24/2002-97.4%.0.0
Dec 250 Put16.2524.9%23.7512/23/2002-100.0%.0.0
Dec 260 Put26.2527.7%32.0012/12/2002-100.0%.0.0
Dec 270 Put36.2430.9%39.2512/16/2002-100.0%.0.0
Dec 280 Put46.2434.7%46.2512/16/2002-100.0%.0.0
Dec 290 Put56.2439.1%45.5012/13/2002-100.0%.0.0
Dec 300 Put66.2443.9%23.009/12/2002-100.0%.0.0
OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
Dec 180 Call53.7419.7%94.509/5/2002100.0%.0.0
Dec 190 Call43.7420.0%49.7512/11/2002100.0%.0.0
Dec 200 Call33.7520.3%20.5011/22/2002100.0%.0.0
Dec 210 Call23.7520.7%16.7511/22/2002100.0%.0.0
Dec 220 Call13.7521.0%26.0012/9/2002100.0%.0.0
Dec 230 Call3.8421.4%22.7512/17/200289.8%.0.0
Dec 240 Call.0121.9%20.0012/24/20022.0%.0.0
Dec 250 Call.0022.3%16.0012/24/2002.0%.0.0
Dec 260 Call.0122.8%13.0012/24/2002-.2%.0.0
Dec 270 Call.0123.3%10.5012/24/2002.0%.0.0
Dec 280 Call.0123.8%8.7512/24/2002.0%.0.0
Dec 290 Call.0124.3%7.2512/24/2002.0%.0.0
Dec 300 Call.0124.9%5.7512/24/2002.0%.0.0

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.

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