This is the SI futures chain as I have it as of 1/15/11.
[A bit of a test on producing a legible table]
Beyond SIH11 which will roll soon, it is not really clear from OI what the next active trading month will be.
Any Thoughts ???
I have become curious on the SI options and their behavior.
I clearly expect SI to crash, but when ?? Hopefully before the SIH11 Mar. expire !! Looking quickly at the following months, the puts are already expensive.
I am looking at a way to capture the integer value strikes of these options (without spending half my life doing it) we'll see what develops.
It is interesting that there is really not much OI in these SI options as you move out, they are all concentrated in SIH11 Mar. So, will keep exploring !!
This BBD sucks when it comes to displaying tables !!
Everything is in "variable width font" and there seems to be no way to change it. So, here is. Sorry.
I inserted an x to try to separate the columns, they will still be jagged.
Symbolx Month...x Lastx OpInt
SIF11x JAN 2011x 28.309x 34
SIG11x FEB 2011x 28.312x 178
SIH11x MAR 2011x 28.32x 73,626
SIK11x MAY 2011x 28.364x 14,747
SIN11x JUL 2011x 28.405x 9,076
SIU11x SEP 2011x 28.444x 6,385
SIZ11x DEC 2011x 28.50x 13,749
SIF12x JAN 2012x 28.516x 02
SIH12x MAR 2012x 28.548x 580
SIK12x MAY 2012x 28.58x 355
SIN12x JUL 2012x 28.616x 1,418
SIZ12x DEC 2012x 28.712x 6,589
SIN13x JUL 2013x 28.837x 1,405
SIZ13x DEC 2013x 28.927x 4,501
SIN14x JUL 2014x 29.027x 194
SIZ14x DEC 2014x 29.102x 3,013
SIN15x JUL 2015x 29.202x 19
SIZ15x DEC 2015x 29.302x 10