Tomorrow is November options expiration. If the market is quiet, the option volume near the stock price can pin the stock to the strike. One still has to watch the stock constantly because it can move away from the strike at any time. The last column is the result of running a Monte Carlo to see how often the stock will rise past the stock price plus the straddle price or drop below the stock price minus the straddle price.
| Stock | Thursday Close | Nearest Strike | Number of Calls | Number of Puts | ATM Straddle | 30 day Hist. Vol. | Probability To Exceed Either |
| GS | 172.80 | 175 | 7,475 | 11,381 | $2.93 | 32.8 | 41.3% |
| AAPL | 200.51 | 200 | 32,525 | 23,615 | $2.58 | 31.58 | 53.7% |
| GOOG | 573 | 570 | 5,517 | 4,236 | $4.7 | 17.03 | 44.6% |
| RIMM | 58.84 | 60 | 27,823 | 35,046 | $1.84 | 49.55 | 32% |
| FSLR | 121.13 | 120 | 3,435 | 6,405 | $3.2 | 69.8 | 55.3% |
| MA | 230.09 | 230 | 7,298 | 3,478 | $2.65 | 32 | 58% |
| AZO | 145.83 | 145 | 1,334 | 998 | $1.90 | 23.4 | 38.4% |
| BIDU | 428.01 | 430 | 3,135 | 2,519 | $6.55 | 54.3 | 66% |
| CME | 322 | 320 | 1,777 | 497 | $5.08 | 26.5 | 35.7% |
RIMM and CME are far enough away from their strikes that the intrinsic value in the options make their probability low. Have to look tomorrow where the straddle is if they get near the strike. The BIDU and MA straddles look under priced.
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