For: Friday, January 09, 2004 2:43:16 PM EST
Prices are in cents
Next update: 2:45:16 PM
Please see disclaimer
Sep Wheat Last: #No Data.,; Dec Wheat Last: 380.5 , Prices are delayed 15-20 min
Option Report for Wheat from Farmtools.com
For: Friday, January 09, 2004 2:43:16 PM EST
Prices are in cents
Next update: 2:45:16 PM
Please see disclaimer
Sep Wheat Last: #No Data.,;
Dec Wheat Last: 380.5
, Prices are delayed 15-20 min
| Option | Fair Value | Vol | Last Price | Last Time | Delta | DPV-1% | DP+7 |
|---|---|---|---|---|---|---|---|
| Mar 310 Put | .00 | 27.6% | 2.50 | 12/24/2002 | .0% | .0 | .0 |
| Mar 320 Put | .00 | 28.2% | 4.75 | 12/24/2002 | .0% | .0 | .0 |
| Mar 330 Put | .07 | 28.9% | 8.13 | 12/24/2002 | -4.8% | .0 | .0 |
| Mar 340 Put | 2.81 | 29.6% | 12.25 | 12/24/2002 | -60.9% | -.1 | .0 |
| Mar 350 Put | 11.52 | 30.3% | 17.50 | 12/24/2002 | -98.2% | .0 | .0 |
| Mar 360 Put | 21.50 | 31.1% | 24.00 | 12/24/2002 | -100.0% | .0 | .0 |
| Mar 370 Put | 31.50 | 31.9% | 31.38 | 12/24/2002 | -100.0% | .0 | .0 |
| Mar 380 Put | 41.49 | 32.7% | 39.38 | 12/24/2002 | -100.0% | .0 | .0 |
| Mar 390 Put | 51.49 | 33.6% | 47.75 | 12/24/2002 | -100.0% | .0 | .0 |
| Mar 400 Put | 61.49 | 34.6% | 53.38 | 12/19/2002 | -100.0% | .0 | .0 |
| Mar 410 Put | 71.49 | 35.5% | 41.25 | 12/2/2002 | -100.0% | .0 | .0 |
| Mar 420 Put | 81.49 | 36.6% | 75.25 | 12/24/2002 | -100.0% | .0 | .0 |
| Mar 430 Put | 91.49 | 37.6% | 80.75 | 12/19/2002 | -100.0% | .0 | .0 |
| Option | Fair Value | Vol | Last Price | Last Time | Delta | DPV-1% | DP+7 |
| Mar 310 Call | 28.50 | 27.8% | 70.50 | 11/29/2002 | 100.0% | .0 | .0 |
| Mar 320 Call | 18.50 | 28.2% | 30.63 | 12/24/2002 | 100.0% | .0 | .0 |
| Mar 330 Call | 8.57 | 28.8% | 23.75 | 12/24/2002 | 95.0% | .0 | .0 |
| Mar 340 Call | 1.31 | 29.4% | 18.00 | 12/24/2002 | 39.1% | -.1 | .0 |
| Mar 350 Call | .02 | 30.1% | 13.25 | 12/24/2002 | 1.8% | .0 | .0 |
| Mar 360 Call | .00 | 30.9% | 9.75 | 12/24/2002 | .0% | .0 | .0 |
| Mar 370 Call | .00 | 31.8% | 7.25 | 12/24/2002 | .0% | .0 | .0 |
| Mar 380 Call | .00 | 32.8% | 5.25 | 12/24/2002 | -.1% | .0 | .0 |
| Mar 390 Call | .01 | 33.8% | 4.00 | 12/24/2002 | .0% | .0 | .0 |
| Mar 400 Call | .01 | 35.0% | 2.88 | 12/24/2002 | .0% | .0 | .0 |
| Mar 410 Call | .01 | 36.2% | 2.25 | 12/24/2002 | .0% | .0 | .0 |
| Mar 420 Call | .01 | 37.5% | 1.63 | 12/24/2002 | .0% | .0 | .0 |
| Mar 430 Call | .01 | 38.9% | 1.25 | 12/24/2002 | .0% | .0 | .0 |
| Option | Fair Value | Vol | Last Price | Last Time | Delta | DPV-1% | DP+7 |
| Jul 260 Put | .01 | 25.3% | 4.63 | 12/24/2002 | .0% | .0 | .0 |
| Jul 270 Put | .01 | 25.6% | 7.63 | 12/23/2002 | .0% | .0 | .0 |
| Jul 280 Put | .01 | 26.0% | 10.25 | 12/23/2002 | .0% | .0 | .0 |
| Jul 290 Put | .01 | 26.4% | 14.25 | 12/23/2002 | .0% | .0 | .0 |
| Jul 300 Put | .01 | 27.0% | 19.00 | 12/24/2002 | .0% | .0 | .0 |
| Jul 310 Put | .01 | 27.6% | 25.75 | 12/23/2002 | .1% | .0 | .0 |
| Jul 320 Put | .00 | 28.3% | 31.00 | 12/24/2002 | .0% | .0 | .0 |
| Jul 330 Put | .00 | 29.0% | 38.25 | 12/23/2002 | .0% | .0 | .0 |
| Jul 340 Put | .15 | 29.9% | 40.00 | 12/17/2002 | -8.5% | .0 | .0 |
| Jul 350 Put | 3.70 | 30.8% | 48.50 | 12/17/2002 | -68.9% | -.1 | .0 |
| Jul 360 Put | 12.76 | 31.8% | 52.25 | 11/29/2002 | -98.7% | .0 | .0 |
| Jul 370 Put | 22.75 | 32.9% | .25 | 12/20/2002 | -100.0% | .0 | .0 |
| Jul 380 Put | 32.75 | 34.1% | 9.00 | 12/19/2002 | -100.0% | .0 | .0 |
| Option | Fair Value | Vol | Last Price | Last Time | Delta | DPV-1% | DP+7 |
| Jul 260 Call | 87.24 | 20.8% | 14.75 | 11/1/2002 | 100.0% | .0 | .0 |
| Jul 270 Call | 77.24 | 22.2% | 122.75 | 9/13/2002 | 100.0% | .0 | .0 |
| Jul 280 Call | 67.24 | 23.4% | 28.00 | 11/22/2002 | 100.0% | .0 | .0 |
| Jul 290 Call | 57.24 | 24.6% | 11.50 | 12/17/2002 | 100.0% | .0 | .0 |
| Jul 300 Call | 47.24 | 25.7% | 24.63 | 12/20/2002 | 100.0% | .0 | .0 |
| Jul 310 Call | 37.24 | 26.8% | 21.50 | 12/24/2002 | 100.0% | .0 | .0 |
| Jul 320 Call | 27.25 | 27.8% | 18.25 | 12/24/2002 | 100.0% | .0 | .0 |
| Jul 330 Call | 17.25 | 28.7% | 15.75 | 12/24/2002 | 100.0% | .0 | .0 |
| Jul 340 Call | 7.38 | 29.5% | 13.25 | 12/24/2002 | 92.1% | .0 | .0 |
| Jul 350 Call | .91 | 30.3% | 11.25 | 12/24/2002 | 30.7% | -.1 | .0 |
| Jul 360 Call | .01 | 31.0% | 9.75 | 12/24/2002 | 1.2% | .0 | .0 |
| Jul 370 Call | .00 | 31.6% | 8.25 | 12/24/2002 | .0% | .0 | .0 |
| Jul 380 Call | .00 | 32.2% | 7.13 | 12/23/2002 | .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.
Copyright 1999 by Useful Technologies Inc.