Spreadsheet: harry_arora__12206__Options-Pricer-oct2001
Sheet: Monthly Option Markets

 |  | Do you want in the money prices? |  |  | yes |  |  | Cinergy Monthlies
 | Vol |  |  |  | Bid | Offer |  | Bid | Offer | Bid | Bid | Offer | Bid | Bid C | Bid C | Bid C |  | Bid/Offer | Bid/Offer |  | Days
 | 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] |  | NYMEX | NYMEX | HR | HR
Dec |  | 0.5 | 0.58 | 2001-12-01 00:00:00 | 27.5 | 27.8 | 25
 | 0 |  |  | 2001-12-01 00:00:00 |  |  | 30
 | 0 |  |  | 2001-12-01 00:00:00 |  |  | 35
 | 0 |  |  | 2001-12-01 00:00:00 |  |  | 20
 | 0 |  |  | 2001-12-01 00:00:00 |  |  | 22 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | BID | ASK
Fg02 |  | 0.5 | 0.5 | 2002-01-01 00:00:00 | 29.65 | 29.65 | 29.65
 |  |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 35
 | 0 |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 40
 | 0 |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 25
 | 0 |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 45
 | 0 |  |  | 2002-02-01 00:00:00
HJ |  | 0.39 | 0.39 | 2002-03-01 00:00:00 | 30.5 | 30.5 | 30.5
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 35
 | 0 |  |  | 2002-03-01 00:00:00 |  |  | 40
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 65
May/Jun |  | 0.43 | 0.43 | 2002-05-01 00:00:00 | 41 | 41 | 40
 | 0 |  |  | 2002-05-01 00:00:00 |  |  | 45
 | 0 |  |  | 2002-06-01 00:00:00
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 55
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 60
NQ02 |  | 0.48 | 0.48 | 2002-07-01 00:00:00 | 50.75 | 51 | 55
 |  |  |  | 2002-08-01 00:00:00
 |  |  |  | 2002-07-01 00:00:00 |  |  | 60
 | 0 |  |  | 2002-08-01 00:00:00
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-08-01 00:00:00
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 70
 | 0 |  |  | 2002-08-01 00:00:00
[NAME] |  | 0.48 | 0.48 | 2003-07-01 00:00:00 | 49 | 50 | 40
 |  |  |  | 2003-08-01 00:00:00
 | 0 |  |  | 2003-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-08-01 00:00:00
 | 0 |  |  | 2003-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-08-01 00:00:00
 | 0 |  |  | 2003-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-08-01 00:00:00
Sep/q4 |  | 0.45 | 0.45 | 2002-09-01 00:00:00 | 25 | 25 | 50
 | 0 |  |  | 2002-09-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-10-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-11-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-12-01 00:00:00 |  |  | 50
fg3 |  | 0.45 | 0.45 | 2003-01-01 00:00:00 | 26 | 27 | 50
 | 0 |  |  | 2003-02-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-02-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-01-01 00:00:00 |  |  | 50
GAS |  | 0.64 | 0.64 | 2002-01-01 00:00:00 | 2.96 | 2.97 | 3.5
 | 0 | 0.61 | 0.61 | 2002-02-01 00:00:00 |  |  | 3.5
 | 0 | 0.47 | 0.47 | 2002-05-01 00:00:00 | 2.84 |  | 3.25
 | 0 | 0.45 | 0.45 | 2002-07-01 00:00:00 | 2.93 |  | 3.5
 | 0 | 0.44 | 0.44 | 2003-01-01 00:00:00 | 3.35 |  | 4
 | 0 | 0.33 | 0.36 | 2003-07-01 00:00:00 | 3.08 |  | 4
Crude |  |  |  | 2002-06-01 00:00:00 | 27 | 27 | 30
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 55
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 60
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 75
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 45
Heat |  | 0.4 | 0.5 | 2002-07-01 00:00:00 | 73 | 74 | 75
 |  |  |  | 2002-08-01 00:00:00
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 80
 | 0 |  |  | 2002-08-01 00:00:00
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 75
 | 0 |  |  | 2002-08-01 00:00:00
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 70
 | 0 |  |  | 2002-08-01 00:00:00 |  |  | 50
2002 |  | 0.2 | 0.3 | 2002-01-01 00:00:00 | 30.5 | 31 | 30.75
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
2003 |  | 0.23 | 0.33 | 2003-01-01 00:00:00 | 39 | 40.5 | 35 |  |  |  |  |  |  |  |  |  | 2002-12-21 00:00:00
 | 0 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2003-01-01 00:00:00 |  |  | 50
2004 |  | 0.2 | 0.3 | 2004-01-01 00:00:00 | 39.5 | 40 | 50
 | 0 | 0.25 |  | 2004-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2004-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2004-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2004-01-01 00:00:00 |  |  | 50
2005 |  | 0.2 | 0.3 | 2005-01-01 00:00:00 | 39 |  | 50
 | 0 |  |  | 2005-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2005-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2005-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2005-01-01 00:00:00 |  |  | 50
2006 |  | 0.2 | 0.3 | 2006-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2006-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2006-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2006-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2006-01-01 00:00:00 |  |  | 50