Spreadsheet: harry_arora__12153__Option Model - light
Sheet: Monthly Option Markets

 |  | Do you want in the money prices? |  |  | yes |  |  | Monthly Options |  |  |  |  |  |  |  | 50 | MW
 | Vol |  |  |  | Bid | Offer |  | Bid | Offer | Bid | Bid | Offer | Bid | Bid C | Bid C | Bid C |  |  | Bid/Offer | Bid/Offer |  | Days | Peak
 | Skew | Bid Vol | [NAME] | Month | Price | Price | Strike | C-Price | C-Price | C-Delta | P-Price | P-Price | P-Delta | Gamma | VEGA | Theta | [NAME] |  | Call | Put | Rate | [NAME] | Days
Sept |  | 0.45 | 0.51 | 2001-09-01 00:00:00 | 36.3 | 36.5 | 35
 | 0.028 |  |  | 2001-09-01 00:00:00 |  |  | 30
 | 0.01666666666666667 |  |  | 2001-09-01 00:00:00 |  |  | 40
 | 0.05400000000000001 |  |  | 2001-09-01 00:00:00 |  |  | 45
 | 0.103 |  |  | 2001-09-01 00:00:00 |  |  | 50
October |  | 0.4 | 0.48 | 2001-10-01 00:00:00 | 49 |  | 40
 | 0 |  |  | 2001-10-01 00:00:00 |  |  | 45
 | 0 |  |  | 2001-10-01 00:00:00
 | 0.038 |  |  | 2001-10-01 00:00:00 |  |  | 55
 | 0.081 |  |  | 2001-10-01 00:00:00 |  |  | 60
Q4 |  | 0.4 | 0.48 | 2001-10-01 00:00:00 | 34.5 | 34.7 | 40
 |  |  |  | 2001-11-01 00:00:00
 |  |  |  | 2001-12-01 00:00:00
 | 0.07 |  |  | 2001-10-01 00:00:00 |  |  | 45
 | 0.07 |  |  | 2001-11-01 00:00:00
 | 0.07 |  |  | 2001-12-01 00:00:00
 | 0.125 |  |  | 2001-10-01 00:00:00 |  |  | 50
 | 0.125 |  |  | 2001-11-01 00:00:00
 | 0.125 |  |  | 2001-12-01 00:00:00
Jan/Feb 02 |  | 0.3 | 0.4 | 2002-01-01 00:00:00 | 39.5 | 40 | 40
 |  |  |  | 2002-02-01 00:00:00
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-02-01 00:00:00
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-02-01 00:00:00
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-02-01 00:00:00
March 02 |  | 0.32 | 0.42 | 2002-03-01 00:00:00 | 40 | 40 | 50
 | 0.07 |  |  | 2002-03-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-03-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-03-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-03-01 00:00:00 |  |  | 50
April 02 |  |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-04-01 00:00:00 |  |  | 50
May 02 |  |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-05-01 00:00:00 |  |  | 50
June 02 |  |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-06-01 00:00:00 |  |  | 50
July/Aug 02 |  | 0.32 | 0.36 | 2002-07-01 00:00:00 |  |  | 50
 |  |  |  | 2002-08-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-08-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-08-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-08-01 00:00:00 |  |  | 50
2002 |  | 0.2 | 0.3 | 2002-01-01 00:00:00 | 40 | 44 | 50
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0.07 |  |  | 2002-01-01 00:00:00 |  |  | 50
2003 |  | 0.2 | 0.3 | 2003-01-01 00:00:00 | 43 | 45 | 50
 | 0.046 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0.046 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0.046 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0.046 |  |  | 2003-01-01 00:00:00 |  |  | 50
2004 |  | 0.2 | 0.3 | 2004-01-01 00:00:00 | 42 | 43 | 50
 | 0.05400000000000001 |  |  | 2004-01-01 00:00:00 |  |  | 50
 | 0.05400000000000001 |  |  | 2004-01-01 00:00:00 |  |  | 50
 | 0.05400000000000001 |  |  | 2004-01-01 00:00:00 |  |  | 50
 | 0.05400000000000001 |  |  | 2004-01-01 00:00:00 |  |  | 50
2005 |  | 0.2 | 0.3 | 2005-01-01 00:00:00 | 41 | 42 | 50
 | 0.06200000000000001 |  |  | 2005-01-01 00:00:00 |  |  | 50
 | 0.06200000000000001 |  |  | 2005-01-01 00:00:00 |  |  | 50
 | 0.06200000000000001 |  |  | 2005-01-01 00:00:00 |  |  | 50
 | 0.06200000000000001 |  |  | 2005-01-01 00:00:00 |  |  | 50
2006 |  | 0.2 | 0.3 | 2006-01-01 00:00:00 | 38 | 40 | 40
 | 0.092 |  |  | 2006-01-01 00:00:00 |  |  | 50
 | 0.092 |  |  | 2006-01-01 00:00:00 |  |  | 50
 | 0.092 |  |  | 2006-01-01 00:00:00 |  |  | 50
 | 0.092 |  |  | 2006-01-01 00:00:00 |  |  | 50