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Ford: Most Active Calls at CBOE

fNew York, September 7th (Tradershuddle.com) – Ford (NYSE:F), the Dearborn, MI based automaker, had the most active Call options volume.

 

Call options on Ford with a $13.00 strike price expiring on December 18th 2010, were the most active call options with 17,223 contracts traded. The price of the Call finished at $0.52 per contract falling $0.08 in the session.

 

The contract Greeks are: Delta: 0.35; Gamma: 0.20; Vega: 0.02; Theta: 0.00.

 

Shares of Ford slid 2.24% to $11.80 during the session. The 52-week low is $6.61 and its 52-week high is $14.57. Ford fell with below average volume of 42.5 million shares versus its 90day average daily volume of 73 million shares.



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