Implied Volatilities
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Expiration Month: February March April
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Closing Returns Historical
Date Price 1-Day 10-Day 1-Month 2-Month 3-Month
2/6/2012 $26.72 ($0.00) $0.00 16.95% 23.86% 29.05%

 
= Near-the-Money

Call Detail Put Detail
Price Implied
Volatility
Strike Implied
Volatility
Price
14.50 451% 12 162% $0.00
13.50 414% 13 158% $0.01
12.30 330% 14 142% $0.01
11.57 163% 15 119% $0.00
10.55 330% 16 107% $0.00
9.55 301% 17 95% $0.00
8.68 117% 18 84% $0.00
7.72 93% 19 73% $0.00
6.72 81% 20 69% $0.01
5.72 69% 21 58% $0.01
4.72 58% 22 44% $0.00
3.72 46% 23 41% $0.01
2.72 34% 24 31% $0.01
1.74 26% 25 24% $0.04
0.83 21% 26 20% $0.13
0.22 18% 27 18% $0.52
0.04 19% 28 16% $1.33
0.01 23% 29 20% $2.30
0.00 28% 30 39% $3.30
0.01 38% 31 48% $4.30
0.00 41% 32 56% $5.30
0.01 51% 33 63% $6.30
0.01 57% 34 71% $7.30

 

 

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