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Implied Volatility Ratio Scan
Print
Please choose a filter option:
Calculate:
%
out-of-the-money implied Put/Call Ratios
Minimum Stock Price:
Minimum Put & Call Open Interest:
Results for 0% Out-Of-The-Money Implied Put/Call Ratio Scan For Thursday, May 17, 2012
Symbol
Call Symbol
Call Strike
Call Implied
Put Implied
Put Strike
Put Symbol
Put/Call IV Ratio
AAWW
AAWW 120616C00050000
50.00
44.80 %
55.30 %
37.50
AAWW 120616P00037500
1.23
AIR
AIR 120616C00015000
15.00
50.90 %
220.20 %
5.00
AIR 120616P00005000
4.33
ALK
ALK 120616C00040000
40.00
43.60 %
110.00 %
17.50
ALK 120616P00017500
2.52
BA
BA 120616C00077500
77.50
25.00 %
39.00 %
60.00
BA 120616P00060000
1.56
BEAV
BEAV 120616C00050000
50.00
33.80 %
108.50 %
22.50
BEAV 120616P00022500
3.21
DAL
DAL 120616C00012000
12.00
51.20 %
351.60 %
1.00
DAL 120616P00001000
6.87
FDX
FDX 120616C00095000
95.00
24.40 %
55.50 %
60.00
FDX 120616P00060000
2.27
FLIR
FLIR 120616C00023000
23.00
33.80 %
67.50 %
15.00
FLIR 120616P00015000
2.00
GD
GD 120616C00070000
70.00
21.30 %
43.70 %
50.00
GD 120616P00050000
2.05
GEOY
GEOY 120616C00022500
22.50
58.40 %
443.70 %
2.50
GEOY 120616P00002500
7.60
GR
GR 120616C00140000
140.00
53.10 %
94.90 %
95.00
GR 120616P00095000
1.79
HXL
HXL 120616C00030000
30.00
38.60 %
129.80 %
12.50
HXL 120616P00012500
3.36
LCC
LCC 120616C00012000
12.00
76.00 %
369.10 %
1.00
LCC 120616P00001000
4.86
LLL
LLL 120616C00075000
75.00
22.00 %
81.40 %
40.00
LLL 120616P00040000
3.70
LMT
LMT 120616C00092500
92.50
20.50 %
97.90 %
40.00
LMT 120616P00040000
4.78
NOC
NOC 120616C00065000
65.00
20.80 %
38.90 %
47.50
NOC 120616P00047500
1.87
PCP
PCP 120616C00185000
185.00
25.40 %
99.00 %
80.00
PCP 120616P00080000
3.90
RTN
RTN 120616C00055000
55.00
18.90 %
40.00 %
40.00
RTN 120616P00040000
2.12
SPR
SPR 120616C00025000
25.00
34.70 %
110.80 %
12.50
SPR 120616P00012500
3.19
TDG
TDG 120616C00135000
135.00
28.60 %
44.60 %
95.00
TDG 120616P00095000
1.56
TXT
TXT 120616C00025000
25.00
40.50 %
253.60 %
4.00
TXT 120616P00004000
6.26
UAL
UAL 120616C00024000
24.00
47.90 %
367.90 %
2.00
UAL 120616P00002000
7.68
UPS
UPS 120616C00082500
82.50
18.00 %
38.80 %
60.00
UPS 120616P00060000
2.16
AAP
AAP 120616C00075000
75.00
35.90 %
106.30 %
35.00
AAP 120616P00035000
2.96
ALV
ALV 120616C00065000
65.00
33.50 %
104.70 %
30.00
ALV 120616P00030000
3.13
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