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Daily Eurodollars Option Analysis 
Wed, April 7, 2004
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Month JUN SEP DEC 
Futures Closing Price 98.770 98.520 98.185 
Days Left 49 114 179 
Implied ATM Volatility 26.25% 41.20% 46.71% 
Last Trading Date Mon, Jun. 14, 2004 Mon, Sep. 13, 2004 Mon, Dec. 13, 2004 
Historical v. Implied Volatility Graphs Historical Volatility Tables Implied Standard Deviations 
JUN Futures
January 26, 2010  April 7, 2010
Days to Options Expiration v. Futures Price
SEP Futures
January 26, 2010  April 7, 2010
Days to Options Expiration v. Futures Price
DEC Futures
January 26, 2010  April 7, 2010
Days to Options Expiration v. Futures Price
Historical Volatilities for ED
1Week  2Week  1Month  6Week  2Month  3Month  4Month  6Month  

JUN SEP DEC 
39.38% 72.60% 94.48% 
24.43% 47.58% 66.25% 
29.97% 56.17% 75.35% 
26.51% 49.03% 65.26% 
32.02% 53.72% 65.94% 
n/a n/a n/a 
n/a n/a n/a 
n/a n/a n/a 
Implied Standard Deviations for ED
1Day  3Day  1Week  2Week  1Month  2Month  3Month  ATM Vol.  

JUN SEP DEC 
.02 .04 .05 
.03 .07 .09 
.05 .10 .14 
.07 .14 .20 
.11 .21 .29 
.16 .29 .41 
.19 .36 .50 
26.25% 41.20% 46.71% 
SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















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