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

 |  | Do you want in the money prices? |  |  | yes |  |  | Cinergy Dailies
 | 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
June |  | 2 | 2.85 | 2001-06-01 00:00:00 |  |  | 45
 | 0 |  |  | 2001-06-01 00:00:00 |  |  | 60
 | 0 |  |  | 2001-06-01 00:00:00 |  |  | 65
 | 0 |  |  | 2001-06-01 00:00:00 |  |  | 75
 | 0 |  |  | 2001-06-01 00:00:00 |  |  | 100 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | BID | ASK
July/August |  | 1.95 | 2.1 | 2001-07-01 00:00:00 |  |  | 45
 |  |  |  | 2001-08-01 00:00:00
 | 0 |  |  | 2001-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2001-08-01 00:00:00
 | 0 |  |  | 2001-07-01 00:00:00 |  |  | 100
 | 0 |  |  | 2001-08-01 00:00:00
 | 0.1 |  |  | 2001-07-01 00:00:00 |  |  | 125
 | 0 |  |  | 2001-08-01 00:00:00
 | 0.5 |  |  | 2001-07-01 00:00:00 |  |  | 200
 | 0 |  |  | 2001-08-01 00:00:00
Sept |  | 0.9 | 1.1 | 2001-09-01 00:00:00 |  |  | 35
 | 0 |  |  | 2001-09-01 00:00:00 |  |  | 40
 | 0 |  |  | 2001-09-01 00:00:00 |  |  | 55
 | 0 |  |  | 2001-09-01 00:00:00 |  |  | 60
 | 0 |  |  | 2001-09-01 00:00:00 |  |  | 65
October |  | 0.35 | 0.44 | 2001-10-01 00:00:00 |  |  | 40
 | 0 |  |  | 2001-10-01 00:00:00 |  |  | 45
 | 0 |  |  | 2001-10-01 00:00:00
 | 0 |  |  | 2001-10-01 00:00:00 |  |  | 55
 | 0 |  |  | 2001-10-01 00:00:00 |  |  | 60
Q4 |  | 0.7 | 0.7 | 2001-10-01 00:00:00 |  |  | 75
 |  |  |  | 2001-11-01 00:00:00
 |  |  |  | 2001-12-01 00:00:00
 | 0 |  |  | 2001-10-01 00:00:00 |  |  | 45
 | 0 |  |  | 2001-11-01 00:00:00
 | 0.1 |  |  | 2001-12-01 00:00:00
 | 0 |  |  | 2001-10-01 00:00:00 |  |  | 50
 | 0 |  |  | 2001-11-01 00:00:00
 | 0 |  |  | 2001-12-01 00:00:00
Jan/Feb 02 |  | 0.7 | 0.95 | 2002-01-01 00:00:00 |  |  | 75
 |  |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-02-01 00:00:00
 | 0 |  |  | 2002-01-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-02-01 00:00:00
Mar 02 |  | 0.7 | 0.42 | 2002-03-01 00:00:00 |  |  | 75
 | 0 |  |  | 2002-03-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-03-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-03-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-03-01 00:00:00 |  |  | 50
Apr 02 |  |  |  | 2002-04-01 00:00:00 |  |  | 75
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-04-01 00:00:00 |  |  | 50
May 02 |  |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-05-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-05-01 00:00:00 |  |  | 50
June 02 |  |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-06-01 00:00:00 |  |  | 50
July/Aug 02 |  | 0.82 | 1 | 2002-07-01 00:00:00 |  |  | 100
 |  |  |  | 2002-08-01 00:00:00
 | -0.1 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-08-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-08-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-07-01 00:00:00 |  |  | 50
 | 0 |  |  | 2002-08-01 00:00:00 |  |  | 50