How Far Can a Rattlesnake Jump

How Far Can a Rattlesnake Jump?

SPX Settlement Data

Delta / Delta / Delta / Delta / Delta

Month

/ Settlement / One Mo. / 3 Mo. / 6 Mo. / 9 Mo. / 1 Year
2011
December
November
October
September
August
July
June
May
April
March
February
January
2010
December
November
October
September
August
July
June
May
April
March
February
January
2009
December
November
October
September
August
July
June
May
April
March
February
January / 459.37 / -30.37 / -63.34 / -404.80 / -531.75 / -474.57
Delta / Delta / Delta / Delta / Delta

Month

/ Settlement / One Mo. / 3 Mo. / 6 Mo. / 9 Mo. / 1 Year
2008
December / 889.74 / +126.29 / -389.59 / -449.54 / -412.90 / -585.21
November / 763.45 / -159.26 / -500.72 / -627.67 / -569.59 / -699.02
October / 922.71 / -356.60 / -341.46 / -468.41 / -411.23 / -608.41
September / 1279.31 / -15.18 / -59.97 / -23.33 / -195.64 / -254.07
August / 1294.49 / +30.32 / -131.21 / -52.71 / -167.98 / -155.62
July / 1264.17 / -75.11 / -126.95 / -69.77 / -266.95 / -287.29
June / 1339.28 / -86.42 / +36.64 / -135.67 / -194.10 / -194.81
May / 1425.70 / +34.58 / +78.50 / -36.77 / -24.41 / -91.76
April / 1391.12 / +88.48 / +57.18 / -140.00 / -160.34 / -94.45
March / 1302.64 / -44.56 / -172.31 / -280.74 / -231.75 / -93.48
February / 1347.20 / +13.26 / -115.27 / -102.91 / -170.26 / -105.06
January / 1333.94 / -141.01 / -197.18 / -217.52 / -151.63 / -93.98
2007
December / 1474.95 / +12.48 / -58.43 / -59.14 / +78.83 / +46.21
November / 1462.47 / -68.65 / +12.36 / -54.99 / +10.21 / +68.16
October / 1531.12 / -2.26 / -20.34 / +45.55 / +103.20 / +160.00
September / 1533.38 / +83.27 / -0.71 / +137.26 / +104.64 / +210.24
August / 1450.11 / -101.35 / -67.35 / -2.15 / +55.80 / +149.85
July / 1551.46 / +17.37 / +65.89 / +123.54 / +180.34 / +299.75
June / 1534.09 / +16.63 / +137.97 / +105.35 / +210.97 / +282.00
May / 1517.46 / +31.89 / +65.20 / +123.15 / +217.20 / +252.75
April / 1485.57 / +89.45 / +57.64 / +114.45 / +233.86 / +164.87
March / 1396.12 / -56.14 / -32.62 / +73.00 / +144.03 / +85.96
February / 1452.26 / +24.34 / +57.95 / +151.98 / +187.55 / +163.27
January / 1427.92 / -0.82 / +56.80 / +176.21 / +107.22 / +143.64
2006
December / 1428.74 / +34.43 / +105.62 / +176.65 / +118.58 / +153.90
November / 1394.31 / +23.19 / +94.05 / +129.60 / +105.32 / +139.46
October / 1371.12 / +48.00 / +119.40 / +50.42 / +86.84 / +187.33
September / 1323.12 / +22.86 / +71.03 / +12.96 / +48.28 / +90.33
August / 1300.26 / +48.54 / +35.55 / +11.27 / +45.41 / +76.36
July / 1251.71 / -0.37 / -68.98 / -32.56 / +67.92 / +24.85
June / 1252.09 / -12.62 / -58.07 / -22.45 / +19.30 / +29.41
May / 1264.71 / -55.99 / -24.28 / +9.86 / +40.81 / +72.78
April / 1320.70 / +10.54 / +36.42 / +136.91 / +93.84 / +161.85
March / 1310.16 / +21.17 / +35.32 / +77.37 / +87.48 / +119.46
February / 1288.99 / +4.71 / +34.14 / +65.09 / +97.06 / +87.20
January / 1284.28 / +9.44 / +100.49 / +57.42 / +125.43 / +107.51
Delta / Delta / Delta / Delta / Delta

Month

/ Settlement / One Mo. / 3 Mo. / 6 Mo. / 9 Mo. / 1 Year
2005
December / 1274.84 / +19.99 / +42.05 / +52.16 / +84.14 / +84.39
November / 1254.85 / +71.06 / +31.85 / +62.92 / +53.06 / +70.44
October / 1183.79 / -49.00 / -43.07 / +24.94 / +7.02 / +77.66
September / 1232.79 / +8.89 / +10.11 / +42.09 / +42.34 / +105.77
August / 1223.90 / -2.96 / +31.97 / +22.11 / +39.49 / +133.25
July / 1226.86 / +4.18 / +68.01 / +50.09 / +120.73 / +111.82
June / 1222.68 / +30.75 / +31.98 / +32.23 / +95.66 / +93.08
May / 1191.93 / +33.08 / -9.86 / +7.52 / +101.28 / +97.27
April / 1158.85 / -31.85 / -17.92 / +52.72 / +43.81 / +25.04
March / 1190.70 / -11.09 / +.25 / +63.68 / +61.10 / +70.52
February / 1201.79 / +25.02 / +17.38 / +111.14 / +107.13 / +51.03
January / 1176.77 / -13.68 / +70.64 / +61.73 / +42.96 / +31.25
2004
December / 1190.45 / +6.04 / +63.43 / +60.85 / +70.27 / +98.84
November / 1184.41 / +78.28 / +93.76 / +89.75 / +33.65 / +146.27
October / 1106.13 / -20.89 / -8.91 / -27.68 / -31.39 / +54.89
September / 1127.02 / +36.37 / -2.58 / +6.84 / +35.41 / +87.42
August / 1090.65 / -24.39 / -4.01 / -60.11 / +52.51 / +51.05
July / 1115.04 / -14.40 / -18.61 / -22.32 / +63.96 / +125.95
June / 1129.60 / +34.94 / +9.42 / +37.99 / +90.00 / +128.04
May / 1094.66 / -39.15 / -56.10 / +56.52 / +103.61 / +151.05
April / 1133.81 / +13.63 / -3.71 / +82.57 / +144.56 / +254.89
March / 1120.18 / -30.58 / +28.57 / +80.58 / +118.62 / +233.02
February / 1150.76 / +13.24 / +112.62 / +159.71 / +207.15 / +242.43
January / 1137.52 / +45.91 / +86.28 / +148.27 / +258.60 / +229.19
2003
December / 1091.61 / +53.47 / +52.01 / +90.05 / +204.45 / +200.50
November / 1038.14 / -13.10 / +47.09 / +94.53 / +197.16 / +141.78
October / 1051.24 / +11.64 / +61.99 / +172.32 / +142.91 / +177.67
September / 1039.60 / +48.55 / +38.04 / +152.44 / +140.49 / +193.36
August / 991.05 / +1.80 / +47.44 / +150.07 / +97.69 / +67.23
July / 989.25 / -12.31 / +110.33 / +80.92 / +115.68 / -2.08
June / 1001.56 / +57.95 / +114.40 / +110.45 / +137.32 / +10.23
May / 943.61 / +64.69 / +102.63 / +47.25 / +19.79 / -157.21
April / 878.92 / -8.24 / -29.41 / -5.35 / +14.88 / -251.33
March / 887.16 / +46.18 / -3.95 / +40.92 / -104.17 / -289.44
February / 840.98 / -67.35 / -55.38 / -82.84 / -259.84 / -275.56
January / 908.33 / +17.22 / +34.76 / +44.21 / -192.49 / -219.20
Delta / Delta / Delta / Delta / Delta

Month

/ Settlement / One Mo. / 3 Mo. / 6 Mo. / 9 Mo. / 1 Year
2002
December / 891.11 / -5.25 / +44.87 / -100.22 / -267.49 / -256.19
November / 896.36 / +22.79 / -27.46 / -204.46 / -220.18 / -248.10
October / 873.57 / +27.33 / +9.45 / -256.68 / -253.96 / -193.05
September / 846.24 / -77.58 / -145.09 / -312.36 / -301.06 / -93.33
August / 923.82 / +59.70 / -177.00 / -192.72 / -220.64 / -247.68
July / 864.12 / -127.21 / -266.13 / -263.41 / -202.52 / -344.17
June / 991.33 / -109.49 / -167.27 / -155.97 / +51.76 / -215.55
May / 1100.82 / -29.43 / -15.72 / -43.64 / -70.68 / -187.41
April / 1130.25 / -28.35 / +2.72 / +63.63 / +78.04 / -118.4
March / 1158.60 / +42.60 / +11.30 / +219.03 / -48.28 / +2.32
February / 1116.54 / -10.99 / -27.92 / -54.96 / -171.69 / -184.24
January / 1127.53 / -19.77 / +60.91 / -80.76 / -121.12 / -224.54
2001
December / 1147.30 / +2.84 / +207.33 / -59.58 / -8.98 / -170.95
November / 1144.46 / +77.84 / -27.04 / -143.77 / -156.32 / -226.72
October / 1066.62 / +127.05 / -141.67 / -182.03 / -285.45 / -313.23
September / 939.57 / -231.93 / -267.31 / -216.71 / -378.68 / -541.36
August / 1171.50 / -36.79 / -116.73 / -129.28 / -199.68 / -325.75
July / 1208.29 / +1.41 / -40.36 / -143.78 / -171.56 / -283.49
June / 1206.88 / -81.35 / +50.60 / -111.37 / -202.05 / -268.56
May / 1288.23 / +39.58 / -63.84 / -91.62 / -209.02 / -129.58
April / 1248.65 / +92.37 / -103.42 / -131.2 / -243.15 / -181.96
March / 1156.28 / -144.5 / -161.97 / -324.65 / -319.16 / -295.20
February / 1300.78 / -51.29 / -70.40 / -196.47 / -117.03 / -84.50
January / 1352.07 / +33.82 / -27.78 / -139.71 / -78.54 / -33.21
2000
December / 1318.25 / -52.93 / -162.68 / -157.19 / -133.23 / -111.48
November / 1371.18 / -8.67 / -126.07 / -46.63 / -14.10 / -49.01
October / 1379.85 / -101.08 / -111.93 / -50.76 / -60.57 / +112.72
September / 1480.93 / -16.32 / +5.49 / +29.45 / +51.20 / +154.80
August / 1497.25 / +5.47 / +79.44 / +111.97 / +77.06 / +168.31
July / 1491.78 / +16.34 / +61.17 / +31.36 / +224.65 / +81.00
June / 1475.44 / +57.63 / +23.96 / +45.71 / +149.31 / +139.62
May / 1417.81 / -12.80 / +32.53 / -2.38 / +88.87 / +78.37
April / 1430.61 / -20.87 / -29.81 / +163.48 / +19.83 / +106.46
March / 1451.48 / +66.2 / +21.75 / +125.35 / +115.66 / +125.83
February / 1385.28 / -75.14 / -34.91 / +56.34 / +45.84 / +149.77
January / 1460.42 / +30.69 / +193.29 / +49.64 / +136.27 / +236.78
Delta / Delta / Delta / Delta / Delta

Month

/ Settlement / One Mo. / 3 Mo. / 6 Mo. / 9 Mo. / 1 Year
1999
December / 1429.73 / +9.54 / +103.60 / +93.91 / +104.08 / +249.45
November / 1420.19 / +153.06 / +91.25 / +80.75 / +184.68 / +257.64
October / 1267.13 / -59.00 / +143.65 / -57.02 / +43.49 / +205.94
September / 1326.13 / -2.81 / -9.69 / +0.48 / +145.85 / +305.25
August / 1328.94 / -81.84 / -10.50 / +93.43 / +166.39 / +248.70
July / 1410.78 / +74.96 / +86.63 / +187.14 / +349.59 / +225.04
June / 1335.82 / -3.62 / +10.17 / +155.54 / +314.94 / +227.98
May / 1339.44 / +15.29 / +103.93 / +176.89 / +259.20 / +221.29
April / 1324.15 / -1.50 / +100.51 / +262.96 / +138.41 / +214.39
March / 1325.65 / +90.14 / +145.37 / +304.77 / +271.81
February / 1235.51 / +11.87 / +72.96 / +155.27 / +117.36
January / 1223.64 / +43.36 / +162.45 / +37.90 / +113.89
1998
December / 1180.28 / +17.73 / +159.40 / +27.44
November / 1162.55 / +101.36 / +82.31 / +44.40
October / 1061.19 / +40.31 / -124.55 / -48.57
September / 1020.88 / -59.36 / -86.96
August / 1080.24 / -105.5 / -37.91
July / 1185.74 / +77.9 / +75.98
June / 1107.84 / -10.31
May / 1118.15 / +8.39
April / 1109.76
March
February
January
One Year Back
between:
0 and -100
0 and +100 / between:
-100 and -200
+100 and +200 / between:
-200 and -300
+200 and +300 / Other
greater than +300
less than -300
2000
December / -111.48 / January / +236.78
November / -49.01 / October / +112.72
July / +81.00 / September / +154.80
May / +78.37 / August / +168.31
June / +139.62
April / +106.46
March / +125.83
February / +149.77
2001
February / -84.50 / December / -170.95 / November / -226.72 / October / -313.23
January / -33.21 / May / -129.58 / July / -283.49 / September / -541.36
April / -181.96 / June / -268.56 / August / -325.75
March / -295.20
2002
September / -93.33 / October / -193.05 / December / -256.19 / July / -344.17
March / +2.32 / May / -187.41 / November / -248.10
April / -118.4 / August / -247.68
February / -184.24 / June / -215.55
January / -224.54
2003
June / +10.23 / May / -157.21 / January / -219.20
July / -2.08 / September / +193.36 / February / -275.56
August / +67.23 / October / +177.67 / March / -289.44
November / +141.78 / April / -251.33
December / +200.05
2004
August / +51.05 / May / +151.05 / January / +229.19
September / +87.42 / June / +128.04 / February / +242.43
October / +54.89 / July / +125.95 / March / +233.02
December / +98.84 / November / +146.27 / April / +254.89
2005
January / +31.25 / July / +111.82
February / +51.03 / August / +133.25
March / +70.52 / September / +105.77
April / +25.04
May / +97.27
June / +93.08
October / +77.66
November / +70.44
December / +84.39
One Year Back
between:
0 and -100
0 and +100 / between:
-100 and -200
+100 and +200 / between:
-200 and -300
+200 and +300 / Other
greater than +300
less than -300
2006
February / +87.20 / January / +107.51
May / +72.78 / March / +119.46
June / +29.41 / April / +161.85
July / +24.85 / October / +187.33
August / +76.36 / November / +139.46
September / +90.33 / December / +159.90
2007
March / +85.96 / January / +146.64 / May / +282.75
November / +68.16 / February / +163.27 / June / +282.00
December / +46.21 / April / +164.87 / July / +299.75
August / +149.85 / September / +210.24
October / +160.00
2008
January / -93.98 / February / -105.06
March / -93.48 / June / -194.81
April / -94.45
May / -91.76
2009
2010
2011