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SPX: S&p 500 - Options Greek Montage Enter Ticker:

Quote	Estimates	Charts	Company Reports	News	Financials

Quote \| Detailed Quotes \| Real Time \| Options Chain \| Greeks Montage

GREEKS MONTAGE

Provided by Schaeffer's Investment Research

Closing Date	Closing Price	One Day Return	Ten Day Return	One Month Historical	Two Month Historical	Three Month Historical
11/19/2009	$1,094.90	-1.30%	2.70%	70.84%	74.92%	65.46%

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)

SPV LD

$894.92

N/A

176%

200

177%

N/A

$0.03

SPV XD

SPV LA

$844.92

N/A

152%

250

154%

N/A

$0.03

SPV XA

SPV LT

$794.92

N/A

300

136%

N/A

$0.03

SPV XT

SPV LJ

$744.92

N/A

350

120%

N/A

$0.03

SPV XJ

SYU LT

$594.92

N/A

500

N/A

$0.03

SYU XT

SYU LE

$569.92

N/A

525

N/A

$0.03

SYU XE

SYU LJ

$544.92

N/A

550

N/A

$0.03

SYU XJ

SYU LO

$519.92

N/A

575

N/A

$0.03

SYU XO

SYG LT

$494.92

N/A

600

N/A

$0.03

SYG XT

SYG LB

$484.92

N/A

610

N/A

$0.03

SYG XB

SYG LD

$474.92

N/A

620

N/A

$0.03

SYG XD

SYG LE

$469.92

N/A

625

N/A

$0.03

SYG XE

SYG LF

$464.92

N/A

630

N/A

$0.03

SYG XF

SYG LH

$454.92

N/A

640

N/A

$0.03

SYG XH

SYG LJ

$444.92

N/A

650

62%

N/A

$0.08

SYG XJ

SYG LL

$434.92

N/A

660

58%

N/A

$0.05

SYG XL

SYG LN

$424.92

N/A

670

57%

N/A

$0.05

SYG XN

SYG LO

$419.92

N/A

675

56%

N/A

$0.05

SYG XO

SYG LP

$414.92

N/A

680

55%

N/A

$0.05

SYG XP

SYG LR

$404.92

N/A

690

54%

N/A

$0.05

SYG XR

SYG LS

$399.92

N/A

695

53%

N/A

$0.05

SYG XS

SPZ LT

$394.92

N/A

700

54%

N/A

$0.08

SPZ XT

SPZ LA

$389.92

N/A

705

53%

N/A

$0.08

SPZ XA

SPZ LB

$384.92

N/A

710

54%

N/A

$0.10

SPZ XB

SPZ LC

$379.92

N/A

715

53%

N/A

$0.10

SPZ XC

SPZ LD

$374.92

N/A

720

52%

N/A

$0.10

SPZ XD

SPZ LE

$369.92

N/A

725

54%

N/A

$0.17

SPZ XE

SPZ LF

$364.92

N/A

730

53%

N/A

$0.15

SPZ XF

SPZ LG

$359.92

N/A

735

52%

N/A

$0.15

SPZ XG

SPZ LH

$354.92

N/A

740

51%

N/A

$0.15

SPZ XH

SPZ LI

$349.92

N/A

745

49%

N/A

$0.13

SPZ XI

SPZ LJ

$344.92

N/A

750

49%

N/A

$0.15

SPZ XJ

SPZ LL

$334.92

N/A

760

51%

N/A

$0.28

SPZ XL

SPZ LM

$329.92

N/A

765

50%

N/A

$0.28

SPZ XM

SPZ LN

$324.92

N/A

770

50%

N/A

$0.28

SPZ XN

SPZ LO

$319.92

N/A

775

47%

N/A

$0.22

SPZ XO

SPZ LP

$314.92

N/A

780

48%

N/A

$0.28

SPZ XP

SPZ LQ

$309.92

N/A

785

47%

N/A

$0.28

SPZ XQ

SPZ LR

$304.92

N/A

790

46%

N/A

$0.28

SPZ XR

SPZ LS

$299.92

N/A

795

45%

N/A

$0.28

SPZ XS

SPX LT

$294.92

N/A

800

45%

N/A

$0.30

SPX XT

SPX LA

$289.92

N/A

805

45%

N/A

$0.32

SPX XA

SPX LB

$284.92

N/A

810

44%

N/A

$0.35

SPX XB

SPX LC

$279.92

N/A

815

44%

N/A

$0.35

SPX XC

SPX LD

$274.92

N/A

820

43%

N/A

$0.38

SPX XD

SPX LE

$269.92

N/A

825

44%

N/A

$0.50

SPX XE

SPX LF

$264.92

N/A

830

42%

N/A

$0.40

SPX XF

SPX LG

$259.92

N/A

835

42%

N/A

$0.47

SPX XG

SPX LH

$254.93

N/A

840

41%

N/A

$0.47

SPX XH

SPX LI

$249.93

N/A

845

40%

N/A

$0.47

SPX XI

SPX LJ

$244.93

N/A

850

40%

N/A

$0.52

SPX XJ

SPX LK

$239.93

N/A

855

40%

N/A

$0.65

SPX XK

SPX LL

$234.93

N/A

860

39%

N/A

$0.55

SPX XL

SPX LM

$229.93

N/A

865

39%

N/A

$0.68

SPX XM

SPX LN

$224.93

N/A

870

38%

N/A

$0.68

SPX XN

SPX LO

$219.93

N/A

875

39%

N/A

$0.88

SPX XO

SPX LP

$215.00

N/A

28%

880

38%

N/A

$0.93

SPX XP

SPX LQ

$210.05

N/A

29%

885

38%

N/A

$0.98

SPX XQ

SPX LR

$205.10

N/A

29%

890

37%

N/A

$1.05

SPX XR

SPX LS

$200.15

N/A

29%

895

36%

N/A

$1.05

SPX XS

SXB LT

$195.15

N/A

29%

900

36%

N/A

$1.13

SXB XT

SXB LA

$190.30

N/A

30%

905

36%

N/A

$1.30

SXB XA

SXB LB

$185.40

N/A

30%

910

35%

N/A

$1.38

SXB XB

SXB LC

$180.50

N/A

30%

915

34%

N/A

$1.33

SXB XC

SXB LD

$175.60

N/A

30%

920

34%

N/A

$1.42

SXB XD

SXB LE

$170.70

N/A

30%

925

34%

N/A

$1.55

SXB XE

SXB LF

$165.80

N/A

30%

930

34%

N/A

$1.83

SXB XF

SXB LG

$160.90

N/A

29%

935

33%

N/A

$1.92

SXB XG

SXB LH

$156.00

N/A

29%

940

31%

N/A

$1.63

SXB XH

SXB LI

$151.15

N/A

29%

945

32%

N/A

$2.20

SXB XI

SXB LJ

$146.30

N/A

28%

950

31%

N/A

$2.08

SXB XJ

SXB LK

$141.45

N/A

28%

955

31%

N/A

$2.58

SXB XK

SXB LL

$136.55

N/A

28%

960

31%

N/A

$2.75

SXB XL

SXB LM

$131.80

N/A

28%

965

30%

N/A

$2.72

SXB XM

SXB LN

$126.95

N/A

27%

970

29%

N/A

$2.88

SXB XN

SXB LO

$122.15

N/A

27%

975

28%

N/A

$2.85

SXB XO

SXB LP

$117.50

N/A

27%

980

28%

N/A

$3.03

SXB XP

SXB LQ

$112.80

N/A

26%

985

28%

N/A

$3.58

SXB XQ

SXB LR

$108.00

N/A

26%

990

27%

N/A

$3.80

SXB XR

SXB LS

$103.40

N/A

26%

995

27%

N/A

$4.30

SXB XS

SPQ LT

$98.65

N/A

25%

1000

26%

N/A

$4.50

SPQ XT

SPQ LA

$94.05

N/A

25%

1005

26%

N/A

$4.90

SPQ XA

SPQ LB

$89.60

N/A

25%

1010

26%

N/A

$5.65

SPQ XB

SPQ LC

$84.95

N/A

24%

1015

25%

N/A

$5.60

SPQ XC

SPQ LD

$80.60

N/A

24%

1020

25%

N/A

$6.30

SPQ XD

SPQ LE

$76.05

N/A

23%

1025

24%

N/A

$6.90

SPQ XE

SPQ LF

$71.80

N/A

23%

1030

24%

N/A

$7.60

SPQ XF

SPQ LG

$67.50

N/A

23%

1035

24%

N/A

$8.20

SPQ XG

SPQ LH

$63.30

N/A

23%

1040

23%

N/A

$8.85

SPQ XH

SPQ LI

$59.10

N/A

22%

1045

23%

N/A

$9.80

SPQ XI

SPQ LJ

$54.15

N/A

21%

1050

23%

N/A

$10.95

SPQ XJ

SPQ LK

$51.10

N/A

22%

1055

22%

N/A

$11.90

SPQ XK

SPQ LL

$47.20

N/A

21%

1060

22%

N/A

$13.05

SPQ XL

SPQ LM

$43.40

N/A

21%

1065

22%

N/A

$14.35

SPQ XM

SPQ LN

$39.95

N/A

21%

1070

21%

N/A

$15.60

SPQ XN

SPQ LO

$36.40

N/A

20%

1075

21%

N/A

$17.20

SPQ XO

SPQ LP

$33.05

N/A

20%

1080

21%

N/A

$18.85

SPQ XP

SPQ LQ

$29.95

N/A

20%

1085

20%

N/A

$20.60

SPQ XQ

SPQ LR

$26.30

N/A

19%

1090

20%

N/A

$23.10

SPQ XR

SPQ LS

$23.70

N/A

19%

1095

20%

N/A

$24.65

SPQ XS

SPT LT

$20.80

N/A

19%

1100

20%

N/A

$27.30

SPT XT

SPT LA

$18.90

N/A

19%

1105

19%

N/A

$29.40

SPT XA

SPT LB

$16.30

N/A

18%

1110

19%

N/A

$32.25

SPT XB

SPT LC

$14.30

N/A

18%

1115

19%

N/A

$35.10

SPT XC

SPT LD

$12.35

N/A

18%

1120

19%

N/A

$38.20

SPT XD

SPT LE

$10.20

N/A

17%

1125

18%

N/A

$41.40

SPT XE

SPT LF

$9.00

N/A

17%

1130

18%

N/A

$44.80

SPT XF

SPT LG

$7.60

N/A

17%

1135

18%

N/A

$48.40

SPT XG

SPT LH

$6.00

N/A

17%

1140

18%

N/A

$52.20

SPT XH

SPT LI

$5.35

N/A

17%

1145

18%

N/A

$56.10

SPT XI

SPT LJ

$4.35

N/A

17%

1150

18%

N/A

$60.20

SPT XJ

SPT LK

$3.63

N/A

17%

1155

18%

N/A

$64.45

SPT XK

SPT LL

$3.10

N/A

17%

1160

18%

N/A

$68.75

SPT XL

SPT LM

$2.80

N/A

17%

1165

18%

N/A

$73.30

SPT XM

SPT LN

$1.92

N/A

16%

1170

18%

N/A

$77.80

SPT XN

SPT LO

$1.45

N/A

16%

1175

18%

N/A

$82.45

SPT XO

SPT LP

$1.25

N/A

16%

1180

18%

N/A

$87.05

SPT XP

SPT LQ

$0.85

N/A

16%

1185

18%

N/A

$91.75

SPT XQ

SPT LR

$0.80

N/A

16%

1190

19%

N/A

$96.65

SPT XR

SPT LS

$0.68

N/A

17%

1195

19%

N/A

$101.35

SPT XS

SZP LT

$0.63

N/A

17%

1200

19%

N/A

$106.20

SZP XT

SZP LA

$0.47

N/A

17%

1205

19%

N/A

$111.20

SZP XA

SZP LB

$0.38

N/A

17%

1210

20%

N/A

$116.05

SZP XB

SZP LC

$0.47

N/A

18%

1215

20%

N/A

$120.95

SZP XC

SZP LD

$0.30

N/A

17%

1220

22%

N/A

$126.25

SZP XD

SZP LE

$0.52

N/A

19%

1225

21%

N/A

$130.90

SZP XE

SZP LF

$0.45

N/A

20%

1230

22%

N/A

$135.90

SZP XF

SZP LG

$0.45

N/A

20%

1235

23%

N/A

$141.00

SZP XG

SZP LH

$0.30

N/A

19%

1240

23%

N/A

$146.00

SZP XH

SZP LI

$0.45

N/A

21%

1245

23%

N/A

$150.85

SZP XI

SZP LJ

$0.17

N/A

19%

1250

25%

N/A

$156.05

SZP XJ

SZP LK

$0.40

N/A

22%

1255

25%

N/A

$160.95

SZP XK

SZP LL

$0.38

N/A

22%

1260

25%

N/A

$165.85

SZP XL

SZP LM

$0.35

N/A

23%

1265

26%

N/A

$170.90

SZP XM

SZP LN

$0.30

N/A

23%

1270

25%

N/A

$175.75

SZP XN

SZP LO

$0.10

N/A

20%

1275

27%

N/A

$180.95

SZP XO

SZP LP

$0.15

N/A

22%

1280

27%

N/A

$185.85

SZP XP

SZP LQ

$0.08

N/A

21%

1285

28%

N/A

$190.85

SZP XQ

SZP LR

$0.08

N/A

21%

1290

28%

N/A

$195.85

SZP XR

SZP LS

$0.08

N/A

22%

1295

29%

N/A

$200.85

SZP XS

SXY LT

$0.05

N/A

21%

1300

29%

N/A

$205.85

SXY XT

SXY LE

$0.05

N/A

23%

1325

31%

N/A

$230.75

SXY XE

SXY LJ

$0.05

N/A

25%

1350

34%

N/A

$255.75

SXY XJ

SXY LO

$0.05

N/A

27%

1375

37%

N/A

$280.75

SXY XO

SXZ LT

$0.03

N/A

1400

38%

N/A

$305.70

SXZ XT

SXZ LE

$0.03

N/A

1425

41%

N/A

$330.70

SXZ XE

SXZ LJ

$0.03

N/A

1450

43%

N/A

$355.70

SXZ XJ

SXZ LO

$0.03

N/A

1475

45%

N/A

$380.70

SXZ XO

SXM LT

$0.03

N/A

1500

48%

N/A

$405.70

SXM XT

SXM LE

$0.03

N/A

1525

49%

N/A

$430.65

SXM XE

SXM LJ

$0.03

N/A

1550

51%

N/A

$455.65

SXM XJ

SPB LT

$0.03

N/A

1600

55%

N/A

$505.65

SPB XT

SPB LJ

$0.03

N/A

1650

59%

N/A

$555.65

SPB XJ

SVP LT

$0.03

N/A

1700

63%

N/A

$605.65

SVP XT

SVP LZ

$0.03

N/A

1800

69%

N/A

$705.60

SVP XZ

SVP LY

$0.03

N/A

1900

75%

N/A

$805.60

SVP XY

SYV LJ

$0.03

N/A

1950

78%

N/A

$855.55

SYV XJ

SYV LT

$0.03

N/A

2000

81%

N/A

$905.55

SYV XT

SYV LV

$0.03

N/A

2250

N/A

$0.05

SYV LC


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