Talk about bullish expectations, scroll down and look at the ATM - OTM calls several months out and especially in th LEAPS for 11 and 12. $5 dollar calls have a lot of support behind them. 4 Apr Calls are 150% Higher today if you got them at the .10 point. I still think the 4 and 5 calls either individually or as a vertical/calendar spread for May/Jun is a good trade. Slowly climbing on decent volume over the last couple of weeks. Good analysts upgrades. If you are in the April calls suggest looking at taking some profits off the table before the 19th in case we get caught in an earnings trend.
VRN_012211C5 VRN Jan 22 2011 5.0 Call 304 0.37 0.36 0.37 1,962,798 0.395 0.241
VRN_012211C7.5 VRN Jan 22 2011 7.5 Call 304 0.09 0.09 0.1 948,466 0.127 0.117
Happy Trading...
Symbol Description Days To Expiration Last Bid Ask Open Interest Delta Gamma
C_052210C3 C May 22 2010 3.0 Call 59 1.18 1.16 1.19 2,565 0.952 0.115
C_052210P3 C May 22 2010 3.0 Put 59 0.02 0.02 0.03 1,691 -0.058 0.125
C_052210C4 C May 22 2010 4.0 Call 59 0.35 0.34 0.35 15,059 0.627 0.573
C_052210P4 C May 22 2010 4.0 Put 59 0.2 0.19 0.2 39,482 -0.375 0.556
C_052210C5 C May 22 2010 5.0 Call 59 0.07 0.06 0.07 23,749 0.175 0.345
C_052210P5 C May 22 2010 5.0 Put 59 0.91 0.9 0.92 606 -0.818 0.345
C_052210C6 C May 22 2010 6.0 Call 59 0.02 0.01 0.02 216 0.046 0.113
C_052210P6 C May 22 2010 6.0 Put 59 1.85 1.85 1.88 0 -0.93 0.14
C_052210C7 C May 22 2010 7.0 Call 59 0 0 0.02 0 0.027 0.059
C_052210P7 C May 22 2010 7.0 Put 59 2.83 2.85 2.87 0 -0.948 0.087
C_061910C2 C Jun 19 2010 2.0 Call 87 2.18 2.14 2.16 40,417 1 0.002
C_061910P2 C Jun 19 2010 2.0 Put 87 0.01 0 0.01 53,131 -0.01 0.018
C_061910C3 C Jun 19 2010 3.0 Call 87 1.18 1.17 1.18 190,809 0.956 0.109
C_061910P3 C Jun 19 2010 3.0 Put 87 0.03 0.02 0.03 518,068 -0.058 0.124
C_061910C4 C Jun 19 2010 4.0 Call 87 0.39 0.39 0.4 945,952 0.62 0.484
C_061910P4 C Jun 19 2010 4.0 Put 87 0.24 0.24 0.25 430,336 -0.382 0.466
C_061910C5 C Jun 19 2010 5.0 Call 87 0.11 0.1 0.11 659,428 0.226 0.339
C_061910P5 C Jun 19 2010 5.0 Put 87 0.93 0.95 0.96 82,793 -0.759 0.334
C_061910C6 C Jun 19 2010 6.0 Call 87 0.03 0.03 0.04 95,216 0.083 0.152
C_061910P6 C Jun 19 2010 6.0 Put 87 1.86 1.87 1.89 4,705 -0.898 0.165
C_061910C7 C Jun 19 2010 7.0 Call 87 0.01 0.01 0.02 28,102 0.037 0.072
C_061910P7 C Jun 19 2010 7.0 Put 87 2.98 2.85 2.88 458 -0.931 0.101
C_091810C2 C Sep 18 2010 2.0 Call 178 2.2 2.16 2.18 10,583 0.987 0.023
C_091810P2 C Sep 18 2010 2.0 Put 178 0.03 0.01 0.02 14,752 -0.021 0.03
C_091810C3 C Sep 18 2010 3.0 Call 178 1.25 1.25 1.26 62,911 0.884 0.147
C_091810P3 C Sep 18 2010 3.0 Put 178 0.1 0.09 0.1 240,351 -0.121 0.148
C_091810C4 C Sep 18 2010 4.0 Call 178 0.56 0.55 0.56 170,156 0.615 0.321
C_091810P4 C Sep 18 2010 4.0 Put 178 0.41 0.4 0.41 75,115 -0.385 0.305
C_091810C5 C Sep 18 2010 5.0 Call 178 0.22 0.21 0.22 174,481 0.318 0.295
C_091810P5 C Sep 18 2010 5.0 Put 178 1.03 1.05 1.07 80,181 -0.667 0.284
C_091810C6 C Sep 18 2010 6.0 Call 178 0.1 0.09 0.1 55,905 0.159 0.186
C_091810P6 C Sep 18 2010 6.0 Put 178 1.9 1.92 1.94 6,186 -0.821 0.189
C_091810C7 C Sep 18 2010 7.0 Call 178 0.04 0.04 0.05 27,370 0.082 0.11
C_091810P7 C Sep 18 2010 7.0 Put 178 2.86 2.88 2.9 1,860 -0.878 0.128
VRN_012211C1 VRN Jan 22 2011 1.0 Call 304 3.18 3.15 3.2 25,340 0.989 0.009
VRN_012211P1 VRN Jan 22 2011 1.0 Put 304 0.02 0.01 0.02 66,786 -0.011 0.009
VRN_012211C2.5 VRN Jan 22 2011 2.5 Call 304 1.76 1.75 1.77 408,509 0.917 0.083
VRN_012211P2.5 VRN Jan 22 2011 2.5 Put 304 0.11 0.1 0.11 754,005 -0.092 0.084
VRN_012211C4 VRN Jan 22 2011 4.0 Call 304 0.72 0.71 0.72 532,991 0.623 0.239
VRN_012211P4 VRN Jan 22 2011 4.0 Put 304 0.53 0.54 0.55 309,250 -0.376 0.231
VRN_012211C5 VRN Jan 22 2011 5.0 Call 304 0.37 0.36 0.37 1,962,798 0.395 0.241
VRN_012211P5 VRN Jan 22 2011 5.0 Put 304 1.18 1.18 1.2 471,632 -0.594 0.233
VRN_012211C7.5 VRN Jan 22 2011 7.5 Call 304 0.09 0.09 0.1 948,466 0.127 0.117
VRN_012211P7.5 VRN Jan 22 2011 7.5 Put 304 3.36 3.4 3.45 113,041 -0.828 0.126
VRN_012211C10 VRN Jan 22 2011 10.0 Call 304 0.04 0.03 0.04 566,775 0.051 0.054
VRN_012211P10 VRN Jan 22 2011 10.0 Put 304 5.85 5.85 5.9 28,300 -0.872 0.084
WRV_012112C1 WRV Jan 21 2012 1.0 Call 668 3.25 3.2 3.25 26,960 0.975 0.014
WRV_012112P1 WRV Jan 21 2012 1.0 Put 668 0.05 0.04 0.05 38,808 -0.022 0.013
WRV_012112C2.5 WRV Jan 21 2012 2.5 Call 668 2 1.99 2 196,442 0.864 0.074
WRV_012112P2.5 WRV Jan 21 2012 2.5 Put 668 0.27 0.27 0.28 382,388 -0.134 0.075
WRV_012112C4 WRV Jan 21 2012 4.0 Call 668 1.11 1.1 1.11 165,127 0.658 0.143
WRV_012112P4 WRV Jan 21 2012 4.0 Put 668 0.87 0.86 0.88 38,760 -0.342 0.142
WRV_012112C5 WRV Jan 21 2012 5.0 Call 668 0.75 0.74 0.75 818,540 0.513 0.158
WRV_012112P5 WRV Jan 21 2012 5.0 Put 668 1.5 1.5 1.51 128,348 -0.482 0.155
WRV_012112C7.5 WRV Jan 21 2012 7.5 Call 668 0.33 0.33 0.34 469,983 0.277 0.128
WRV_012112P7.5 WRV Jan 21 2012 7.5 Put 668 3.55 3.55 3.6 41,484 -0.697 0.126
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