Calls for American Capital Most Active at CBOE

Published on Wednesday, 01 September 2010 22:09 Written by Christian Paolinetti

New York, September 1^st (Tradershuddle.com) – American Capital (NASDAQ:ACAS), the alternative asset manager, had the most active Call options volume.

Call options on American Capital with a $4.00 strike price expiring on Nov 20, 2010, were the most active options with 100,866 contracts traded. The price of the Call finished at $1.35 per contract gaining $0.16 in the session.

The contract Greeks are: Delta: 0.80; Gamma: 0.27; Vega: 0.00; Theta: 0.00.

Shares of American Capital jumped 4.33% to $5.30 during the session. The 52-week low is $2.08 and its 52-week high is $6.65.