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efta-01368580DOJ Data Set 10Other

EFTA01368580

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DOJ Data Set 10
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efta-01368580
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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
Below, we've included levels for - 10%OTM listed puts, both 3m and 6m tenors. MRK Puts MRK Ref = $53.44 Expiry: November 2015 Strike Bid Ask 47.50 0.83 0.85 50.00 1.31 1.37 Expiry: April 2016 Strike 47.50 50.00 MRK Nov 47.50 put: implied volatility v. price (per contract) <image007.jpg> MRK Nov 50 put: implied volatility v. price (per contract) Bid Ask 2.06 2.18 2.85 2.96 ( I.) Nut Nat (11.“0 (A) l5M X.50 ■ (2J Woe (Ewa) 0.1 Lal MRK Apr16 47.50 put: implied volatility v. price (per contract) 3040 2040 if.93 281:0 toe 21.326 if-SD :9 it 1 3 hp ?U1> Sow 3914 034e7011: t1:24. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0060384 CONFIDENTIAL SDNY_GM_00206568 EFTA01368580

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