Most Active Put Options at CBOE: Bank of America

Published on Wednesday, 08 September 2010 21:39 Written by Christian Paolinetti

New York, September 8^th (Tradershuddle.com) – Bank of America (NYSE:BAC), the largest U.S. lender, had the most active Put options volume.

Put options on Bank of America with a $12.50 strike price expiring on January 22nd, 2010, were the most active put options with 11.183 contracts traded. The price of the Put finished at $0.86 per contract sliding $0.05, or 5.49% in the session.

The contract Greeks are: Delta: -0.35; Gamma: 0.14; Vega: 0.02; Theta: 0.00.

Shares of Bank of America gained 1.21% to $13.37 during the session. The 52-week low is $12.18 and its 52-week high is $19.86.

Bank of America moved to the upside along with the financial sector, which posted a 1.1% gain after a successful Portuguese debt offering eased concerns over the European debt crisis derailing the global economic recovery.