Farmtools Network

Option Report for Cotton from Farmtools.com
For: Friday, January 09, 2004 2:43:17 PM EST
Prices are in cents
Next update: 2:45:17 PM

Please see disclaimer
Oct Cotton Last: #No Data.,; Dec Cotton Last: #No Data., , Prices are delayed 15-20 min

Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Mar 44 Put	.01	21.1%	.05	12/23/2002	.0%	.0	.0
Mar 45 Put	.01	20.5%	.10	12/23/2002	.0%	.0	.0
Mar 46 Put	.01	20.0%	.15	12/23/2002	.0%	.0	.0
Mar 47 Put	.01	19.6%	.20	12/23/2002	.0%	.0	.0
Mar 48 Put	.01	19.3%	.32	12/23/2002	.0%	.0	.0
Mar 49 Put	.01	19.2%	.55	12/23/2002	.0%	.0	.0
Mar 50 Put	.01	19.2%	.80	12/23/2002	.0%	.0	.0
Mar 51 Put	.01	19.3%	1.25	12/23/2002	.0%	.0	.0
Mar 52 Put	.01	19.6%	1.70	12/23/2002	.0%	.0	.0
Mar 53 Put	.01	20.0%	2.25	12/23/2002	.0%	.0	.0
Mar 54 Put	.01	20.5%	.22	11/8/2002	.0%	.0	.0
Mar 55 Put	.01	21.2%	4.80	12/18/2002	.0%	.0	.0
Mar 56 Put	.01	22.0%	2.42	11/7/2002	.0%	.0	.0
Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Mar 44 Call	19.60	20.0%	4.70	12/4/2002	100.0%	.0	.0
Mar 45 Call	18.60	19.7%	3.79	12/4/2002	100.0%	.0	.0
Mar 46 Call	17.60	19.4%	5.60	12/23/2002	100.0%	.0	.0
Mar 47 Call	16.60	19.1%	5.25	12/23/2002	100.0%	.0	.0
Mar 48 Call	15.60	19.0%	4.30	12/23/2002	100.0%	.0	.0
Mar 49 Call	14.60	18.9%	3.25	12/23/2002	100.0%	.0	.0
Mar 50 Call	13.60	18.8%	2.70	12/23/2002	100.0%	.0	.0
Mar 51 Call	12.60	18.9%	2.00	12/23/2002	100.0%	.0	.0
Mar 52 Call	11.60	19.0%	1.55	12/23/2002	100.0%	.0	.0
Mar 53 Call	10.60	19.2%	1.10	12/23/2002	100.0%	.0	.0
Mar 54 Call	9.60	19.4%	.75	12/23/2002	100.0%	.0	.0
Mar 55 Call	8.60	19.7%	.50	12/23/2002	100.0%	.0	.0
Mar 56 Call	7.60	20.1%	.35	12/23/2002	100.0%	.0	.0
Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Dec 49 Put	.01	21.1%	.50	9/13/2002	.0%	.0	.0
Dec 50 Put	.01	21.0%	1.16	12/12/2002	.0%	.0	.0
Dec 51 Put	.01	20.9%	1.43	12/12/2002	.0%	.0	.0
Dec 52 Put	.01	20.8%	1.39	12/19/2002	.0%	.0	.0
Dec 53 Put	.01	20.6%	2.15	12/11/2002	.0%	.0	.0
Dec 54 Put	.01	20.5%	2.56	12/11/2002	.0%	.0	.0
Dec 55 Put	.01	20.3%	.84	11/21/2002	.0%	.0	.0
Dec 56 Put	.01	20.0%	2.92	12/23/2002	.0%	.0	.0
Dec 57 Put	.01	19.8%	2.02	11/7/2002	.0%	.0	.0
Dec 58 Put	.01	19.5%	1.65	11/21/2002	.0%	.0	.0
Dec 59 Put	.01	19.2%	2.49	11/20/2002	.8%	.0	.0
Dec 60 Put	.00	18.8%	3.10	11/13/2002	.0%	.0	.0
Dec 61 Put	.00	18.5%	2.85	11/18/2002	.0%	.0	.0
Option	Fair Value	Vol	Last Price	Last Time	Delta	DPV-1%	DP+7
Dec 49 Call	15.40	16.1%	3.97	9/13/2002	100.0%	.0	.0
Dec 50 Call	14.40	16.6%	7.00	9/16/2002	100.0%	.0	.0
Dec 51 Call	13.40	16.9%	2.57	9/13/2002	100.0%	.0	.0
Dec 52 Call	12.40	17.1%	2.00	9/13/2002	100.0%	.0	.0
Dec 53 Call	11.40	17.2%	1.40	9/13/2002	100.0%	.0	.0
Dec 54 Call	10.40	17.2%	5.22	9/20/2002	100.0%	.0	.0
Dec 55 Call	9.40	17.1%	4.15	12/17/2002	100.0%	.0	.0
Dec 56 Call	8.40	16.9%	3.80	12/13/2002	100.0%	.0	.0
Dec 57 Call	7.40	16.7%	3.72	12/23/2002	100.0%	.0	.0
Dec 58 Call	6.40	16.3%	3.28	12/23/2002	100.0%	.0	.0
Dec 59 Call	5.40	15.7%	2.88	12/23/2002	100.0%	.0	.0
Dec 60 Call	4.40	15.1%	2.51	12/23/2002	100.0%	.0	.0
Dec 61 Call	3.40	14.4%	2.15	12/19/2002	100.0%	.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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