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发表于 2010-2-19 11:42 AM
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BCRX三月份的call volume很大,只可能是大fund的行为,应该值得研究研究。
有懂option的来看看吗?
CALL OPTIONS Expire at close Fri, Mar 19, 2010
Strike Symbol Last Chg Bid Ask Vol Open Int
2.50 BIU100320C00002500 5.10 0.00 4.30 4.55 0 26
5.00 BIU100320C00005000 2.37 0.00 1.85 1.99 20 2,615
7.50 BIU100320C00007500 0.43 0.00 0.42 0.46 5 10,433
10.00 BIU100320C00010000 0.07 0.01 0.06 0.10 15 11,390
12.50 BIU100320C00012500 0.05 0.00 0.01 0.07 43 9,817
15.00 BIU100320C00015000 0.05 0.00 0.01 0.04 160 9,222
17.50 BIU100320C00017500 0.02 0.00 N/A 0.03 0 2,484
20.00 BIU100320C00020000 0.03 0.00 N/A 0.03 0 1,558
22.50 BIU100320C00022500 0.10 0.00 N/A 0.06 0 1,121
25.00 BIU100320C00025000 0.05 0.00 N/A 0.06 0 1,276
PUT OPTIONS Expire at close Fri, Mar 19, 2010
Strike Symbol Last Chg Bid Ask Vol Open Int
2.50 BIU100320P00002500 0.04 0.00 N/A 0.06 0 76
5.00 BIU100320P00005000 0.10 0.00 0.08 0.14 42 1,700
7.50 BIU100320P00007500 1.15 0.00 1.02 1.21 44 4,289
10.00 BIU100320P00010000 3.20 0.00 3.10 3.35 2 2,580
12.50 BIU100320P00012500 5.40 0.00 5.60 5.80 0 1,646
15.00 BIU100320P00015000 8.05 0.00 8.00 8.25 0 1,781
17.50 BIU100320P00017500 10.45 0.00 10.40 10.75 0 572
20.00 BIU100320P00020000 12.10 0.00 12.90 13.35 0 389
22.50 BIU100320P00022500 16.00 0.00 15.40 15.85 0 118
25.00 BIU100320P00025000 17.95 0.00 17.90 18.35 0 73 |
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