Implied Volatility Ratio Scan
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Results for 0% Out-Of-The-Money Implied Put/Call Ratio Scan For Thursday, October 09, 2008
Symbol Call Symbol Call Strike Total Call Open Interest Call Implied Put Implied Total Put Open Interest Put Strike Put Symbol Put/Call IV Ratio
TFSL
UJJ JV 12.50 2,027 33.60 % 108.20 % 3,833 10.00 UJJ VB 322.02 %
UUP
UUP JE 25.00 5,031 14.20 % 38.40 % 5,459 22.50 UUP VX 270.42 %
OMRI
ULH JV 12.50 3,641 140.80 % 257.70 % 1,609 10.00 ULH VB 183.03 %
URI
URI JV 12.50 4,306 82.00 % 145.30 % 2,901 10.00 URI VB 177.20 %
UN
UN JE 25.00 3,295 49.80 % 87.50 % 2,697 22.50 UN VX 175.70 %
CB
CB JH 40.00 11,421 109.10 % 188.70 % 7,973 35.00 CB VG 172.96 %
IWO
IZP JB 54.00 20,274 63.10 % 104.00 % 34,949 53.00 IZP VA 164.82 %
LDG
LDG JN 70.00 7,469 26.60 % 43.70 % 4,185 65.00 LDG VM 164.29 %
PCS
PCS JC 15.00 7,663 88.00 % 135.50 % 4,856 12.50 PCS VV 153.98 %
ABI
ABI JF 30.00 1,537 51.90 % 79.80 % 1,576 25.00 ABI VE 153.76 %
ATHN
QJN JE 25.00 1,639 87.80 % 132.40 % 1,867 22.50 QJN VX 150.80 %
KMX
KMX JV 12.50 48,360 116.90 % 175.30 % 67,223 10.00 KMX VB 149.96 %
MGM
MGM JW 17.50 68,927 166.00 % 247.20 % 103,696 15.00 MGM VC 148.92 %
XME
EXF JG 33.00 45,622 99.20 % 147.00 % 38,862 32.00 EXF VF 148.19 %
MET
MET JF 30.00 55,780 122.40 % 180.30 % 45,455 25.00 MET VE 147.30 %
THO
THO JX 22.50 3,345 77.70 % 112.40 % 4,357 20.00 THO VD 144.66 %
TNE
TNE JV 12.50 1,757 93.90 % 135.20 % 1,329 10.00 TNE VB 143.98 %
IBN
IBN JW 17.50 21,849 148.20 % 209.80 % 26,611 15.00 IBN VC 141.57 %
NTRI
NSI JC 15.00 21,792 117.00 % 163.50 % 17,195 12.50 NSI VV 139.74 %
RUT
RUW JZ 500.00 852,622 66.90 % 93.40 % 963,412 490.00 RUW VA 139.61 %
USNA
UNX JI 45.00 6,013 82.50 % 115.00 % 9,180 40.00 UNX VH 139.39 %
IWM
IWM JX 50.00 1,345,455 69.90 % 97.30 % 2,402,543 49.00 IWM VW 139.20 %
WINN
QQE JV 12.50 4,685 88.30 % 122.40 % 1,677 10.00 QQE VB 138.62 %
CVS
CVS JZ 32.50 88,985 62.60 % 86.40 % 61,805 30.00 CVS VF 138.02 %
NAL
NAL JC 15.00 5,338 63.40 % 86.80 % 1,832 12.50 NAL VV 136.91 %
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