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ANR: Alpha Natural Resources Inc - Options Greek Montage |
Enter Ticker:
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| Closing Date |
Closing Price |
One Day Return |
Ten Day Return |
One Month Historical |
Two Month Historical |
Three Month Historical |
| 11/20/2009 | $40.10 | -0.50% | 5.90% | 198.43% | 211.29% | 186.30% |
| Option Symbol (Call) |
Price (Call) |
Rho (Call) |
Vega (Call) |
Theta (Call) |
Gamma (Call) |
Delta (Call) |
Implied Volatility (Call) |
Strike |
Implied Volatility (Put) |
Delta (Put) |
Gamma (Put) |
Theta (Put) |
Vega (Put) |
Rho (Put) |
Price (Put) |
Option Symbol (Put) |
| ANR LC | $4.85 | 0.02 | 0.04 | -0.04 | 0.05 | 0.76 | 52% | 36 | 57% | -0.24 | 0.05 | -0.04 | 0.04 | -0.01 | $0.90 | ANR XC |
| ANR LD | $4.20 | 0.02 | 0.04 | -0.04 | 0.05 | 0.71 | 54% | 37 | 56% | -0.29 | 0.05 | -0.04 | 0.04 | -0.01 | $1.20 | ANR XD |
| ANR LV | $3.55 | 0.02 | 0.04 | -0.04 | 0.05 | 0.65 | 54% | 38 | 56% | -0.35 | 0.05 | -0.04 | 0.04 | -0.01 | $1.55 | ANR XV |
| ANR LW | $2.97 | 0.02 | 0.04 | -0.05 | 0.06 | 0.60 | 54% | 39 | 54% | -0.40 | 0.06 | -0.05 | 0.04 | -0.01 | $1.88 | ANR XW |
| ANR LH | $2.38 | 0.01 | 0.05 | -0.05 | 0.06 | 0.54 | 52% | 40 | 53% | -0.46 | 0.06 | -0.05 | 0.05 | -0.02 | $2.33 | ANR XH |
| ANR LX | $1.92 | 0.01 | 0.05 | -0.05 | 0.06 | 0.48 | 51% | 41 | 55% | -0.52 | 0.06 | -0.05 | 0.05 | -0.02 | $2.97 | ANR XX |
| ANR LY | $1.52 | 0.01 | 0.04 | -0.05 | 0.06 | 0.43 | 51% | 42 | 54% | -0.57 | 0.06 | -0.05 | 0.04 | -0.02 | $3.55 | ANR XY |
| ANR LZ | $1.17 | 0.01 | 0.04 | -0.05 | 0.05 | 0.38 | 50% | 43 | 56% | -0.62 | 0.05 | -0.05 | 0.04 | -0.02 | $4.30 | ANR XZ |
| ANR LA | $0.90 | 0.01 | 0.04 | -0.04 | 0.05 | 0.33 | 50% | 44 | 55% | -0.67 | 0.05 | -0.04 | 0.04 | -0.03 | $5.00 | ANR XA |
| ANR LI | $0.70 | 0.01 | 0.04 | -0.04 | 0.05 | 0.28 | 50% | 45 | 65% | -0.72 | 0.05 | -0.04 | 0.04 | -0.03 | $6.15 | ANR XI |
| ANR LB | $0.50 | 0.01 | 0.04 | -0.04 | 0.05 | 0.24 | 49% | 46 | 67% | -0.76 | 0.05 | -0.04 | 0.04 | -0.03 | $7.00 | ANR XB |
| ANR LJ | $0.15 | 0.00 | 0.02 | -0.02 | 0.03 | 0.12 | 49% | 50 | 76% | -0.88 | 0.03 | -0.02 | 0.02 | -0.04 | $10.65 | ANR XJ |
| ANR LK | $0.05 | 0.00 | 0.01 | -0.01 | 0.01 | 0.04 | 54% | 55 | 94% | -0.96 | 0.01 | -0.01 | 0.01 | -0.04 | $15.60 | ANR XK |
| ANR LL | $0.05 | 0.00 | 0.00 | -0.00 | 0.00 | 0.01 | 66% | 60 | 111% | -0.99 | 0.00 | -0.00 | 0.00 | -0.05 | $20.60 | ANR XL |
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