Option Report for Rice from Farmtools.com
For: Friday, January 09, 2004 2:43:19 PM EST
Prices are in cents
Next update: 2:45:19 PM

Please see disclaimer
Dec Rice Last: #No Data.,; Jan Rice Last: 8.98 , Prices are delayed 15-20 min

OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
Mar 30 Put.0170.8%.012/25/2002.0%.0.0
Mar 32 Put.0160.3%.015/10/2002.0%.0.0
Mar 34 Put.0151.5%.015/10/2002.0%.0.0
Mar 36 Put.0144.1%.0412/20/2002.0%.0.0
Mar 38 Put.0138.3%.0712/24/2002.0%.0.0
Mar 40 Put.0133.9%.1412/24/2002.0%.0.0
Mar 42 Put.0131.1%.2512/23/2002.0%.0.0
Mar 44 Put.0029.9%.3712/20/2002.0%.0.0
Mar 46 Put.0030.1%.4811/29/2002-.1%.0.0
Mar 48 Put.0231.9%.6311/29/2002-31.7%.0.0
Mar 50 Put.1635.2%.8011/29/2002-95.3%.0.0
Mar 52 Put.3640.0%.9811/29/2002-99.9%.0.0
Mar 54 Put.5646.3%1.1611/29/2002-100.0%.0.0
OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
Mar 30 Call1.84.0%.022/22/2002100.0%.0.0
Mar 32 Call1.64.0%.0810/1/2002100.0%.0.0
Mar 34 Call1.44.0%.002/15/2002100.0%.0.0
Mar 36 Call1.24.0%.2810/23/2002100.0%.0.0
Mar 38 Call1.04.0%.3612/19/2002100.0%.0.0
Mar 40 Call.843.9%.2512/18/2002100.0%.0.0
Mar 42 Call.6411.3%.2312/20/2002100.0%.0.0
Mar 44 Call.4417.9%.1612/20/2002100.0%.0.0
Mar 46 Call.2423.9%.1112/24/2002100.0%.0.0
Mar 48 Call.0529.2%.0812/23/200269.6%.0.0
Mar 50 Call.0033.8%.0612/23/20024.1%.0.0
Mar 52 Call.0037.7%.0412/23/2002.0%.0.0
Mar 54 Call.0040.9%.0412/23/2002.0%.0.0
OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
May 32 Put.0171.5%.0311/23/2001.0%.0.0
May 34 Put.0165.4%.019/11/2002.0%.0.0
May 36 Put.0160.2%.039/12/2002.0%.0.0
May 38 Put.0155.7%.0612/20/2002.0%.0.0
May 40 Put.0152.1%.1212/23/2002.0%.0.0
May 42 Put.0149.4%.2212/13/2002.0%.0.0
May 44 Put.0147.4%.2912/20/2002.0%.0.0
May 46 Put.0146.3%.4511/29/2002.0%.0.0
May 48 Put.0146.1%.6012/23/2002.0%.0.0
May 50 Put.0146.7%.7411/29/2002.0%.0.0
May 52 Put.0148.1%.9011/29/2002.0%.0.0
May 54 Put.0050.3%1.0711/29/2002.0%.0.0
May 56 Put.0053.3%1.5812/31/2001.0%.0.0
OptionFair ValueVolLast PriceLast TimeDeltaDPV-1%DP+7
May 32 Call3.3571.6%1.0612/31/2001100.0%.0.0
May 34 Call3.1566.7%.414/1/2002100.0%.0.0
May 36 Call2.9562.2%.309/11/2002100.0%.0.0
May 38 Call2.7558.0%.309/5/2002100.0%.0.0
May 40 Call2.5554.1%.2811/21/2002100.0%.0.0
May 42 Call2.3550.7%.3812/23/2002100.0%.0.0
May 44 Call2.1547.6%.2912/20/2002100.0%.0.0
May 46 Call1.9544.8%.2812/17/2002100.0%.0.0
May 48 Call1.7542.4%.1912/20/2002100.0%.0.0
May 50 Call1.5540.3%.1512/23/2002100.0%.0.0
May 52 Call1.3538.6%.1312/23/2002100.0%.0.0
May 54 Call1.1537.3%.1112/23/2002100.0%.0.0
May 56 Call.9536.3%.1112/20/2002100.0%.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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