Spreadsheet: harry_arora__12153__Option Model - light
Sheet: Weekly WestHub

 |  |  |  |  | PJM WesternHub
 |  | Do you want in the money prices? |  |  | Yes |  |  | Daily 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] | Week | Price | Price | Strike | C-Price | C-Price | C-Delta | P-Price | P-Price | P-Delta | Gamma | VEGA | Theta | [NAME] |  | Call | Put | Rate | [NAME] | Days
2001-09-01 00:00:00 | 0.15 | 0.7 | 0.8 | 2001-09-03 00:00:00 | 30.3 | 30.5 | 45
 | 0.05 |  |  |  |  |  | 40
 |  |  |  |  |  |  | 35
 | 0.01 |  |  |  |  |  | 30
 | 0.05 |  |  |  |  |  | 25
 | 0.1 |  |  | 2001-09-10 00:00:00 | 30.3 | 30.5 | 45
 | 0.05 |  |  |  |  |  | 40
 |  |  |  |  |  |  | 35
 | 0.01 |  |  |  |  |  | 30
 | 0.05 |  |  |  |  |  | 25
 | 0.1 |  |  | 2001-09-17 00:00:00 | 30.3 | 30.5 | 45
 | 0.05 |  |  |  |  |  | 40
 |  |  |  |  |  |  | 35
 | 0.01 |  |  |  |  |  | 30
 | 0.05 |  |  |  |  |  | 25
 | 0.1 |  |  | 2001-09-24 00:00:00 | 30.3 | 30.5 | 50
 | 0.1 |  |  |  |  |  | 45
 | 0.05 |  |  |  |  |  | 40
 |  |  |  |  |  |  | 35
 | 0.01 |  |  |  |  |  | 30
 | 0.05 |  |  | 2001-09-01 00:00:00 |  |  | 25
October |  | 0.7 | 0.76 | 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 |  | 0.7 | 0.76 | 2001-10-01 00:00:00 | 40.5 | 41 | 40
 |  |  |  | 2001-11-01 00:00:00
 |  |  |  | 2001-12-01 00:00:00
 | 0.02333333333333333 |  |  | 2001-10-01 00:00:00 |  |  | 45
 | 0.02333333333333333 |  |  | 2001-11-01 00:00:00
 | 0.02333333333333333 |  |  | 2001-12-01 00:00:00
 | 0.06200000000000001 |  |  | 2001-10-01 00:00:00 |  |  | 50
 | 0.06200000000000001 |  |  | 2001-11-01 00:00:00
 | 0.06200000000000001 |  |  | 2001-12-01 00:00:00
Jan/Feb 02 |  | 0.42 | 0.48 | 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