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Indicators for options

As of 22 May 2012

Name Delta Implied volatility*
1 OW20C3170 0.760553 31.01
2 OW20C3180 0.709598 30.02
3 OW20C3190 0.649115 28.75
4 OW20C3200 0.580766 27.28
5 OW20C3210 0.504104 25.63
6 OW20C3220 0.421670 24.57
7 OW20C3230 0.339599 23.58
8 OW20C3240 0.262990 22.78
9 OW20C3250 0.197563 22.28
10 OW20C3260 0.145549 22.02
11 OW20C3270 0.107652 22.08
12 OW20F2150 0.989675 0.01
13 OW20F2155 0.986868 0.01
14 OW20F2160 0.984004 0.01
15 OW20F2165 0.978416 0.01
16 OW20F2170 0.970239 0.01
17 OW20F2175 0.957864 0.01
18 OW20F2180 0.940380 0.01
19 OW20F2185 0.915449 0.01
20 OW20F2190 0.875377 0.01
21 OW20F2195 0.823581 17.42
22 OW20F2200 0.736421 22.33
23 OW20F2205 0.641885 23.63
24 OW20F2210 0.536347 22.90
25 OW20F2215 0.377877 22.39
26 OW20F2220 0.245141 23.03
27 OW20F2225 0.144685 23.25
28 OW20F2230 0.085142 24.17
29 OW20F2235 0.055816 26.03
30 OW20F2240 0.036535 27.62
31 OW20F2245 0.021686 28.46
32 OW20F2250 0.016815 30.69
33 OW20F2255 0.009217 30.93
34 OW20F2260 0.008004 33.32
35 OW20F2265 0.006003 34.86
36 OW20F2270 0.005779 37.46
37 OW20F2275 0.006671 40.98
38 OW20F2280 0.003463 40.18
39 OW20F2285 0.009079 48.46
40 OW20F2290 0.003858 45.64
41 OW20F2295 0.008370 53.22
42 OW20F2300 0.003026 48.96
43 OW20F2305 0.005639 55.26
44 OW20F2310 0.001515 49.61
45 OW20F2315 0.005204 59.33
46 OW20F2320 0.004955 0.00
47 OW20F2325 0.004753 63.08
48 OW20F2330 0.001748 58.30
49 OW20I2150 0.901275 0.01
50 OW20I2160 0.866389 0.01
51 OW20I2170 0.817111 19.61
52 OW20I2180 0.752579 22.41
53 OW20I2190 0.674163 23.97
54 OW20I2200 0.581911 22.63
55 OW20I2210 0.463776 21.84
56 OW20I2220 0.313685 21.62
57 OW20I2230 0.200088 21.47
58 OW20I2240 0.113652 21.01
59 OW20I2250 0.069493 21.82
60 OW20I2260 0.046672 23.17
61 OW20I2270 0.029532 23.99
62 OW20I2280 0.017643 24.46
63 OW20I2290 0.013882 26.05
64 OW20I2300 0.008462 26.42
65 OW20L2170 0.780924 28.86
66 OW20L2180 0.722581 27.29
67 OW20L2190 0.653764 26.54
68 OW20L2200 0.574328 25.17
69 OW20L2210 0.482629 24.11
70 OW20L2220 0.359464 20.86
71 OW20L2230 0.281479 22.47
72 OW20L2240 0.206049 22.49
73 OW20L2250 0.146308 22.51
74 OW20L2260 0.102778 22.70
75 OW20L2270 0.067744 22.53
76 OW20O3170 -0.189173 31.99
77 OW20O3180 -0.240128 30.39
78 OW20O3190 -0.300611 29.07
79 OW20O3200 -0.368960 27.61
80 OW20O3210 -0.445622 26.18
81 OW20O3220 -0.528056 25.06
82 OW20O3230 -0.610127 24.22
83 OW20O3240 -0.686736 23.47
84 OW20O3250 -0.752162 23.25
85 OW20O3260 -0.804177 23.22
86 OW20O3270 -0.842074 25.53
87 OW20R2150 -0.008992 57.96
88 OW20R2155 -0.011799 54.72
89 OW20R2160 -0.014663 50.93
90 OW20R2165 -0.020251 48.15
91 OW20R2170 -0.028428 45.52
92 OW20R2175 -0.040803 43.13
93 OW20R2180 -0.058287 40.70
94 OW20R2185 -0.083218 38.25
95 OW20R2190 -0.123290 36.57
96 OW20R2195 -0.175086 34.29
97 OW20R2200 -0.262246 34.92
98 OW20R2205 -0.356782 34.14
99 OW20R2210 -0.462320 32.98
100 OW20R2215 -0.620790 33.24
101 OW20R2220 -0.753526 34.03
102 OW20R2225 -0.853982 36.29
103 OW20R2230 -0.913526 39.62
104 OW20R2235 -0.942851 43.67
105 OW20R2240 -0.962132 48.04
106 OW20R2245 -0.976981 52.41
107 OW20R2250 -0.981852 56.77
108 OW20R2255 -0.989451 61.08
109 OW20R2260 -0.990663 65.25
110 OW20R2265 -0.992664 69.37
111 OW20R2270 -0.992888 73.29
112 OW20R2275 -0.991996 77.06
113 OW20R2280 -0.995204 80.76
114 OW20R2285 -0.989588 84.29
115 OW20R2290 -0.994809 87.77
116 OW20R2295 -0.990297 91.16
117 OW20R2300 -0.995641 92.55
118 OW20R2305 -0.993029 97.68
119 OW20R2310 -0.997153 100.81
120 OW20R2315 -0.993463 103.93
121 OW20R2320 -0.993712 106.90
122 OW20R2325 -0.993914 109.86
123 OW20R2330 -0.996919 112.73
124 OW20U2150 -0.062698 39.37
125 OW20U2160 -0.097585 37.71
126 OW20U2170 -0.146863 36.32
127 OW20U2180 -0.211395 35.01
128 OW20U2190 -0.289810 33.38
129 OW20U2200 -0.382062 30.77
130 OW20U2210 -0.500198 29.18
131 OW20U2220 -0.650289 29.07
132 OW20U2230 -0.763885 29.96
133 OW20U2240 -0.850321 31.79
134 OW20U2250 -0.894480 34.45
135 OW20U2260 -0.917301 37.56
136 OW20U2270 -0.934441 40.84
137 OW20U2280 -0.946331 44.11
138 OW20U2290 -0.950092 47.27
139 OW20U2300 -0.955512 50.29
140 OW20X2170 -0.172874 32.47
141 OW20X2180 -0.231217 31.17
142 OW20X2190 -0.300033 29.73
143 OW20X2200 -0.379470 28.33
144 OW20X2210 -0.471169 27.09
145 OW20X2220 -0.594334 26.22
146 OW20X2230 -0.672319 26.08
147 OW20X2240 -0.747749 26.75
148 OW20X2250 -0.807490 27.78
149 OW20X2260 -0.851020 29.28
150 OW20X2270 -0.886054 31.07

Indicators based on the last session


* - Indicator of implied volatility based on Black-Scholes model of WIG20 option prices and WSE algorithm available on www.opcje.gpw.pl

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