ACY

Price Volatility
110.4 29.85 %

Option prices

2010-04-15
Strikes Calls Puts
55.0 55.625 0.375
60.0 50.625 0.375
65.0 45.625 0.375
70.0 40.875 0.375
75.0 35.875 0.375
80.0 30.75 0.075
85.0 25.75 0.075
90.0 20.75 0.125
95.0 16 0.335
100.0 11.5 0.6
105.0 7.4 1.575

Total option volumes

2010-04-15
Strikes Calls Puts
55.0 0 20
60.0 10 0
65.0 351 60
70.0 0 60
75.0 20 160
80.0 100 790
85.0 346 426
90.0 130 2133
95.0 1992 344
100.0 1158 980
105.0 1148 640

Probability for closing in the money

2010-04-15
Strikes Calls Puts
55.0 0.00 % 0.00 %
60.0 0.00 % 0.00 %
65.0 0.00 % 0.00 %
70.0 0.00 % 0.00 %
75.0 0.00 % 0.00 %
80.0 0.00 % 0.00 %
85.0 0.00 % 0.00 %
90.0 0.00 % 0.00 %
95.0 0.00 % 0.00 %
100.0 0.00 % 0.00 %
105.0 0.00 % 0.00 %

Probability for buy-and-hold strategy being profitable

2010-04-15
Strikes Calls Puts
55.0 0.00 % 0.00 %
60.0 0.00 % 0.00 %
65.0 0.00 % 0.00 %
70.0 0.00 % 0.00 %
75.0 0.00 % 0.00 %
80.0 0.00 % 0.00 %
85.0 0.00 % 0.00 %
90.0 0.00 % 0.00 %
95.0 0.00 % 0.00 %
100.0 0.00 % 0.00 %
105.0 0.00 % 0.00 %
Put/Call ratios

What's this?

The shape-triangle describes the skewness and fat-tailed-ness of ACY. The vertical axis depicts increasing fat-tails, from normal distribution (y=0) to Cauchy distribution (y=1), while the x-axis desrcibes symmetry (x=0) or left- or right skewness, respectively.

Both today's value and the path since 2009-03-24 is depicted.

For an in-depth discussion, see Bølviken & Benth in Literature