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# Stock Stock
Price
Expiry Days Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike P/C IVol Volume Price Leg Price Strike P/C IVol Volume Price Leg Price
1 LINE 3.14 18 Sep '15 35 3.00
3.50
P
C
1.238
1.123
53
73
0.30
0.25
0.55 2.50
4.00
P
C
1.128
0.968
10
134
0.25
0.15
0.40 0.15 -0.15 0.35 -0.43 0.266
2 OVAS 23.00 18 Sep '15 35 22.50
25.00
P
C
1.139
1.085
180
4,259
2.70
2.15
4.85 20.00
30.00
P
C
1.102
1.055
21
620
1.80
1.30
3.10 1.75 -1.75 3.25 -0.54 0.067
3 WLB 12.16 16 Oct '15 63 12.00
13.00
P
C
0.716
0.689
14
15
1.25
0.95
2.20 11.00
14.00
P
C
0.735
0.639
30
14
1.00
0.85
1.85 0.35 -0.35 0.65 -0.54 0.031
4 VXX 16.00 4 Sep '15 21 16.00
16.50
P
C
0.575
0.578
292
116
0.86
0.66
1.52 15.00
17.00
P
C
0.496
0.628
222
152
0.35
0.58
0.93 0.59 -0.59 0.41 -1.44 0.029
5 VXX 16.00 11 Sep '15 28 16.00
16.50
P
C
0.578
0.586
52
104
1.01
0.80
1.81 15.00
17.00
P
C
0.509
0.627
143
118
0.49
0.74
1.23 0.58 -0.58 0.42 -1.38 0.028
6 VXX 16.00 25 Sep '15 42 16.00
16.50
P
C
0.655
0.652
352
86
1.39
1.17
2.56 15.00
17.00
P
C
0.596
0.686
257
1
0.84
1.10
1.94 0.62 -0.62 0.38 -1.63 0.025
7 CNX 12.93 16 Oct '15 63 12.00
13.00
P
C
0.830
0.802
36
54
1.25
1.62
2.87 11.00
14.00
P
C
0.849
0.764
21
16
0.96
1.25
2.21 0.66 -0.66 0.34 -1.94 0.019
8 AMC 29.46 18 Sep '15 35 29.00
30.00
P
C
0.369
0.337
2
4
1.05
0.80
1.85 28.00
31.00
P
C
0.363
0.330
4
3
0.85
0.65
1.50 0.35 -0.35 0.65 -0.54 0.013
9 ASML 92.69 18 Sep '15 35 92.50
95.00
P
C
0.332
0.325
183
5
3.40
2.60
6.00 90.00
97.50
P
C
0.323
0.322
303
13
2.75
2.00
4.75 1.25 -1.25 1.25 -1.00 0.013
10 TSLA 243.15 4 Sep '15 21 242.50
245.00
P
C
0.383
0.381
23
43
8.40
7.70
16.10 240.00
247.50
P
C
0.383
0.371
148
2
7.45
6.95
14.40 1.70 -1.70 0.80 -2.12 0.010
11 CNC 69.44 18 Sep '15 35 67.50
70.00
P
C
0.324
0.307
80
20
1.65
2.25
3.90 65.00
72.50
P
C
0.319
0.303
3
5
1.15
1.50
2.65 1.25 -1.25 1.25 -1.00 0.009
12 EBIX 30.86 18 Sep '15 35 30.00
31.00
P
C
0.465
0.398
7
7
1.25
1.35
2.60 29.00
32.00
P
C
0.466
0.387
8
18
1.05
1.10
2.15 0.45 -0.45 0.55 -0.82 0.009
13 FCX 10.03 25 Sep '15 42 10.00
10.50
P
C
0.729
0.720
4
5
0.92
0.75
1.67 9.50
11.00
P
C
0.730
0.709
1
13
0.80
0.61
1.41 0.26 -0.26 0.24 -1.08 0.009
14 VXX 16.00 11 Sep '15 28 15.50
16.00
P
C
0.546
0.558
138
812
0.70
0.96
1.66 15.00
16.50
P
C
0.509
0.586
143
104
0.49
0.86
1.35 0.31 -0.31 0.19 -1.63 0.009
15 EMR 49.60 18 Sep '15 35 49.00
50.00
P
C
0.218
0.218
10
10
1.00
1.10
2.10 48.00
52.50
P
C
0.224
0.204
5
36
0.75
0.35
1.10 1.00 -1.00 1.50 -0.67 0.007
16 FB 94.42 4 Sep '15 21 94.00
94.50
P
C
0.263
0.266
31
134
2.10
2.30
4.40 93.50
95.00
P
C
0.259
0.262
94
106
1.95
2.15
4.10 0.30 -0.30 0.20 -1.50 0.007
17 JBLU 24.00 18 Sep '15 35 23.00
24.00
P
C
0.371
0.358
62
190
0.60
1.00
1.60 22.00
25.00
P
C
0.375
0.347
92
296
0.40
0.65
1.05 0.55 -0.55 0.45 -1.22 0.007
18 MDT 77.58 2 Oct '15 49 77.50
78.00
P
C
0.178
0.189
134
27
2.04
1.73
3.77 77.00
78.50
P
C
0.177
0.186
191
14
1.96
1.58
3.54 0.23 -0.23 0.27 -0.85 0.006
19 USO 13.99 25 Sep '15 42 13.50
14.00
P
C
0.398
0.391
39
3
0.51
0.72
1.23 13.00
14.50
P
C
0.401
0.383
14
102
0.37
0.53
0.90 0.33 -0.33 0.17 -1.94 0.005
20 TIF 90.33 18 Sep '15 35 90.00
92.50
P
C
0.361
0.335
62
28
3.70
2.72
6.42 87.50
95.00
P
C
0.360
0.330
35
142
2.80
1.95
4.75 1.67 -1.67 0.83 -2.01 0.005
21 UNG 13.45 2 Oct '15 49 13.00
13.50
P
C
0.337
0.333
50
20
0.43
0.61
1.04 12.50
14.00
P
C
0.342
0.323
105
50
0.33
0.47
0.80 0.24 -0.24 0.26 -0.92 0.004
22 MOS 43.28 4 Sep '15 21 43.00
43.50
P
C
0.213
0.229
6
52
0.84
0.66
1.50 42.50
44.00
P
C
0.218
0.221
12
1
0.69
0.54
1.23 0.27 -0.27 0.23 -1.17 0.004
23 TXN 50.64 25 Sep '15 42 50.50
51.00
P
C
0.245
0.251
1
1
1.56
1.49
3.05 50.00
51.50
P
C
0.245
0.247
3
2
1.46
1.39
2.85 0.20 -0.20 0.30 -0.67 0.004
24 PYPL 38.14 4 Sep '15 21 38.00
38.50
P
C
0.342
0.333
15
31
1.10
1.00
2.10 37.50
39.00
P
C
0.337
0.334
63
8
1.00
0.90
1.90 0.20 -0.20 0.30 -0.67 0.004
25 VXX 16.00 4 Sep '15 21 15.50
16.00
P
C
0.535
0.542
111
416
0.56
0.81
1.37 15.00
16.50
P
C
0.496
0.578
222
116
0.35
0.70
1.05 0.32 -0.32 0.18 -1.78 0.004
26 AAL 42.88 4 Sep '15 21 42.50
43.00
P
C
0.348
0.348
16
25
1.21
1.34
2.55 42.00
43.50
P
C
0.350
0.342
11
1
1.05
1.15
2.20 0.35 -0.35 0.15 -2.33 0.004
27 AMGN 167.72 4 Sep '15 21 167.50
170.00
P
C
0.258
0.258
10
239
3.90
3.00
6.90 165.00
172.50
P
C
0.259
0.254
5
2
3.10
2.25
5.35 1.55 -1.55 0.95 -1.63 0.003
28 LUV 39.36 4 Sep '15 21 39.00
39.50
P
C
0.290
0.290
6
10
0.90
0.95
1.85 38.50
40.00
P
C
0.295
0.282
6
13
0.80
0.80
1.60 0.25 -0.25 0.25 -1.00 0.003
29 KO 41.25 11 Sep '15 28 41.00
41.50
P
C
0.121
0.147
10
29
0.58
0.40
0.98 40.50
42.00
P
C
0.126
0.140
31
40
0.39
0.25
0.64 0.34 -0.34 0.16 -2.13 0.003
30 M 63.36 25 Sep '15 42 63.00
63.50
P
C
0.235
0.243
62
6
1.94
1.79
3.73 62.50
64.00
P
C
0.235
0.240
1
7
1.79
1.67
3.46 0.27 -0.27 0.23 -1.17 0.003
31 ESV 16.60 18 Sep '15 35 16.00
17.00
P
C
0.593
0.584
2
5
0.95
0.90
1.85 15.00
18.00
P
C
0.612
0.562
15
21
0.65
0.60
1.25 0.60 -0.60 0.40 -1.50 0.003
32 QQQ 110.51 25 Sep '15 42 110.50
111.00
P
C
0.162
0.147
27
61
2.37
1.93
4.30 110.00
111.50
P
C
0.163
0.144
55
168
2.26
1.74
4.00 0.30 -0.30 0.20 -1.50 0.003
33 FB 94.42 25 Sep '15 42 94.00
94.50
P
C
0.271
0.277
66
2
3.15
3.45
6.60 93.50
95.00
P
C
0.270
0.276
78
234
3.05
3.30
6.35 0.25 -0.25 0.25 -1.00 0.003
34 USO 13.99 11 Sep '15 28 13.50
14.00
P
C
0.391
0.401
70
15
0.37
0.58
0.95 13.00
14.50
P
C
0.411
0.379
32
1,053
0.25
0.39
0.64 0.31 -0.31 0.19 -1.63 0.003
35 PEP 99.23 4 Sep '15 21 99.00
99.50
P
C
0.118
0.142
13
2
1.33
0.89
2.22 98.50
100.00
P
C
0.120
0.138
6
22
1.15
0.73
1.88 0.34 -0.34 0.16 -2.13 0.002
36 JCI 45.50 18 Sep '15 35 45.00
46.00
P
C
0.245
0.243
92
20
1.20
1.00
2.20 44.00
47.00
P
C
0.245
0.241
1
3
0.90
0.75
1.65 0.55 -0.55 0.45 -1.22 0.002
37 WFM 33.31 2 Oct '15 49 33.00
33.50
P
C
0.255
0.238
15
156
1.07
1.05
2.12 32.50
34.00
P
C
0.257
0.234
9
1
0.89
0.87
1.76 0.36 -0.36 0.14 -2.57 0.002
38 KSS 55.54 16 Oct '15 63 55.00
57.50
P
C
0.246
0.239
239
59
2.10
1.15
3.25 52.50
60.00
P
C
0.254
0.229
105
76
1.25
0.60
1.85 1.40 -1.40 1.10 -1.27 0.002
39 JPM 67.89 4 Sep '15 21 67.50
68.00
P
C
0.160
0.154
10
12
0.81
0.92
1.73 67.00
68.50
P
C
0.160
0.152
1
70
0.66
0.75
1.41 0.32 -0.32 0.18 -1.78 0.002
40 LMT 211.96 18 Sep '15 35 210.00
215.00
P
C
0.169
0.158
39
69
3.90
2.20
6.10 205.00
220.00
P
C
0.175
0.150
37
7
2.40
1.00
3.40 2.70 -2.70 2.30 -1.17 0.002
41 EEM 35.53 2 Oct '15 49 35.50
36.00
P
C
0.219
0.218
2
123
1.08
0.90
1.98 35.00
36.50
P
C
0.222
0.213
753
3
0.92
0.72
1.64 0.34 -0.34 0.16 -2.12 0.002
42 MSFT 47.00 11 Sep '15 28 46.50
47.00
P
C
0.184
0.185
2
10
0.83
0.79
1.62 46.00
48.00
P
C
0.187
0.180
1
331
0.68
0.45
1.13 0.49 -0.49 0.51 -0.96 0.002
43 SYY 41.38 18 Sep '15 35 41.00
42.00
P
C
0.262
0.260
23
383
1.00
0.95
1.95 40.00
43.00
P
C
0.270
0.250
396
53
0.90
0.75
1.65 0.30 -0.30 0.70 -0.43 0.002
44 UNG 13.45 25 Sep '15 42 13.00
13.50
P
C
0.329
0.315
47
30
0.33
0.51
0.84 12.50
14.00
P
C
0.327
0.315
20
5
0.27
0.41
0.68 0.16 -0.16 0.34 -0.47 0.002
45 USO 13.99 16 Oct '15 63 13.50
14.00
P
C
0.402
0.399
573
154
0.68
0.91
1.59 13.00
14.50
P
C
0.410
0.389
660
708
0.51
0.69
1.20 0.39 -0.39 0.11 -3.55 0.002
46 TLT 123.96 11 Sep '15 28 123.50
124.00
P
C
0.143
0.123
3
32
1.70
1.62
3.32 123.00
124.50
P
C
0.143
0.121
5
2
1.55
1.46
3.01 0.31 -0.31 0.19 -1.63 0.002
47 MSFT 47.00 11 Sep '15 28 46.50
47.50
P
C
0.184
0.185
2
11
0.83
0.58
1.41 46.00
48.00
P
C
0.187
0.180
1
331
0.68
0.45
1.13 0.28 -0.28 0.22 -1.27 0.002
48 TAP 71.62 18 Sep '15 35 70.00
72.50
P
C
0.283
0.300
530
22
1.70
2.15
3.85 67.50
75.00
P
C
0.285
0.296
33
32
1.00
1.35
2.35 1.50 -1.50 1.00 -1.50 0.001
49 DIS 107.16 25 Sep '15 42 107.00
108.00
P
C
0.195
0.197
50
52
2.58
2.42
5.00 106.00
109.00
P
C
0.194
0.197
5
145
2.35
2.10
4.45 0.55 -0.55 0.45 -1.22 0.001
50 EEM 35.53 16 Oct '15 63 35.50
36.00
P
C
0.217
0.220
5,000
89
1.23
1.06
2.29 35.00
36.50
P
C
0.222
0.213
212
1
1.07
0.86
1.93 0.36 -0.36 0.14 -2.57 0.001
51 INTC 29.01 11 Sep '15 28 29.00
29.50
P
C
0.217
0.214
29
10
0.68
0.45
1.13 28.50
30.00
P
C
0.224
0.206
2
58
0.50
0.31
0.81 0.32 -0.32 0.18 -1.78 0.001
52 IWM 120.35 25 Sep '15 42 120.00
120.50
P
C
0.183
0.160
7
5
2.75
2.50
5.25 119.50
121.00
P
C
0.185
0.157
70
18
2.64
2.30
4.94 0.31 -0.31 0.19 -1.63 0.001
53 YHOO 36.24 4 Sep '15 21 36.00
36.50
P
C
0.274
0.268
58
14
0.80
0.78
1.58 35.50
37.00
P
C
0.278
0.263
39
23
0.64
0.63
1.27 0.31 -0.31 0.19 -1.63 0.001
54 UA 100.25 4 Sep '15 21 100.00
101.00
P
C
0.269
0.271
1
12
2.35
2.15
4.50 99.50
102.00
P
C
0.272
0.267
1
9
2.30
1.90
4.20 0.30 -0.30 0.70 -0.43 0.001
55 IWM 120.35 4 Sep '15 21 120.00
120.50
P
C
0.158
0.148
92
144
1.62
1.62
3.24 119.50
121.00
P
C
0.162
0.144
3
85
1.48
1.37
2.85 0.39 -0.39 0.11 -3.55 0.001
56 SPY 209.36 25 Sep '15 42 209.00
209.50
P
C
0.141
0.114
340
5
3.80
3.15
6.95 208.50
210.00
P
C
0.142
0.112
59
823
3.63
2.91
6.54 0.41 -0.41 0.09 -4.56 0.001
57 CCL 52.44 16 Oct '15 63 50.00
55.00
P
C
0.253
0.253
20
2,723
1.20
1.05
2.25 49.00
60.00
P
C
0.266
0.240
3
7
1.05
0.25
1.30 0.95 -0.95 4.05 -0.23 0.001
58 GE 26.08 25 Sep '15 42 26.00
26.50
P
C
0.155
0.163
22
97
0.58
0.30
0.88 25.50
27.00
P
C
0.164
0.153
35
20
0.43
0.16
0.59 0.29 -0.29 0.21 -1.38 0.001
59 MCD 99.27 4 Sep '15 21 99.00
99.50
P
C
0.159
0.178
20
11
1.77
1.18
2.95 98.50
100.00
P
C
0.160
0.176
12
26
1.57
1.04
2.61 0.34 -0.34 0.16 -2.12 0.001
60 LOW 72.11 18 Sep '15 35 70.00
72.50
P
C
0.245
0.235
173
375
1.16
1.82
2.98 67.50
75.00
P
C
0.252
0.228
59
240
0.63
0.97
1.60 1.38 -1.38 1.12 -1.23 0.001
61 ED 67.32 20 Nov '15 98 65.00
67.50
P
C
0.168
0.179
3
3
1.75
1.75
3.50 62.50
70.00
P
C
0.177
0.169
4
65
1.05
0.95
2.00 1.50 -1.50 1.00 -1.50 0.000
62 EL 88.82 18 Sep '15 35 87.50
90.00
P
C
0.296
0.267
294
203
2.45
2.35
4.80 85.00
92.50
P
C
0.304
0.259
26
28
1.80
1.60
3.40 1.40 -1.40 1.10 -1.27 0.000
63 DIA 174.87 4 Sep '15 21 174.50
175.00
P
C
0.133
0.103
7
27
1.99
1.61
3.60 174.00
175.50
P
C
0.135
0.100
37
10
1.90
1.43
3.33 0.27 -0.27 0.23 -1.17 0.000
64 COST 146.09 11 Sep '15 28 146.00
147.00
P
C
0.154
0.158
9
4
2.39
2.02
4.41 145.00
148.00
P
C
0.156
0.156
24
2
2.11
1.76
3.87 0.54 -0.54 0.46 -1.17 -0.000
65 IWM 120.35 11 Sep '15 28 120.00
120.50
P
C
0.159
0.150
57
153
1.91
1.88
3.79 119.50
121.00
P
C
0.162
0.147
91
529
1.77
1.68
3.45 0.34 -0.34 0.16 -2.13 -0.000
66 JO 23.38 18 Sep '15 35 23.00
24.00
P
C
0.423
0.370
7
54
0.95
0.70
1.65 22.00
25.00
P
C
0.395
0.398
46
25
0.60
0.60
1.20 0.45 -0.45 0.55 -0.82 -0.000
67 USO 13.99 20 Nov '15 98 13.50
14.00
P
C
0.389
0.391
105
101
0.87
1.12
1.99 13.00
14.50
P
C
0.397
0.383
82
127
0.69
0.90
1.59 0.40 -0.40 0.10 -4.00 -0.000
68 PRU 90.10 18 Sep '15 35 90.00
92.50
P
C
0.210
0.199
10
46
2.52
1.02
3.54 87.50
95.00
P
C
0.219
0.191
12
25
1.57
0.48
2.05 1.49 -1.49 1.01 -1.48 -0.000
69 T 34.05 11 Sep '15 28 34.00
34.50
P
C
0.142
0.134
112
706
0.48
0.30
0.78 33.50
35.00
P
C
0.146
0.130
45
735
0.33
0.17
0.50 0.28 -0.28 0.22 -1.27 -0.000
70 SPY 209.36 4 Sep '15 21 209.00
209.50
P
C
0.114
0.115
4,336
302
2.10
2.21
4.31 208.50
210.00
P
C
0.118
0.111
1,250
3,738
1.96
1.97
3.93 0.38 -0.38 0.12 -3.17 -0.000
71 ROST 53.72 20 Nov '15 98 52.50
55.00
P
C
0.248
0.249
8
8
2.10
2.10
4.20 50.00
57.50
P
C
0.256
0.242
6
7
1.35
1.35
2.70 1.50 -1.50 1.00 -1.50 -0.000
72 UPS 102.73 11 Sep '15 28 102.00
103.00
P
C
0.142
0.136
17
10
1.22
1.37
2.59 101.00
104.00
P
C
0.147
0.131
5
23
0.94
1.01
1.95 0.64 -0.64 0.36 -1.78 -0.000
73 CHKP 80.82 16 Oct '15 63 80.00
82.50
P
C
0.217
0.206
9
5
2.35
1.95
4.30 77.50
85.00
P
C
0.222
0.201
4
8
1.65
1.25
2.90 1.40 -1.40 1.10 -1.27 -0.000
74 WFC 57.33 4 Sep '15 21 57.00
57.50
P
C
0.121
0.119
34
176
0.49
0.54
1.03 56.50
58.00
P
C
0.128
0.112
25
2,478
0.38
0.37
0.75 0.28 -0.28 0.22 -1.27 -0.001
75 QQQ 110.51 4 Sep '15 21 110.50
111.00
P
C
0.140
0.141
119
333
1.46
1.25
2.71 110.00
111.50
P
C
0.145
0.137
430
26
1.29
1.02
2.31 0.40 -0.40 0.10 -4.00 -0.001
76 CVX 85.99 4 Sep '15 21 85.50
86.00
P
C
0.223
0.222
24
31
2.06
1.28
3.34 85.00
86.50
P
C
0.229
0.217
6
4
1.91
1.14
3.05 0.29 -0.29 0.21 -1.38 -0.001
77 LVS 52.41 25 Sep '15 42 52.00
52.50
P
C
0.320
0.346
5
3
2.33
2.06
4.39 51.50
53.00
P
C
0.323
0.344
18
23
2.17
1.92
4.09 0.30 -0.30 0.20 -1.50 -0.001
78 DST 107.54 20 Nov '15 98 105.00
110.00
P
C
0.244
0.239
3
2
4.10
4.00
8.10 100.00
115.00
P
C
0.251
0.233
4
3
2.70
2.55
5.25 2.85 -2.85 2.15 -1.33 -0.001
79 SPY 209.36 11 Sep '15 28 209.00
209.50
P
C
0.113
0.112
1,086
24
2.39
2.52
4.91 208.50
210.00
P
C
0.115
0.111
75
3,253
2.27
2.28
4.55 0.36 -0.36 0.14 -2.57 -0.001
80 DIS 107.16 11 Sep '15 28 107.00
108.00
P
C
0.184
0.191
6
40
2.00
1.77
3.77 106.00
109.00
P
C
0.190
0.187
9
138
1.77
1.47
3.24 0.53 -0.53 0.47 -1.13 -0.001
81 GLD 106.85 4 Sep '15 21 106.50
107.00
P
C
0.133
0.131
240
385
1.17
1.25
2.42 106.00
107.50
P
C
0.135
0.130
60
112
1.00
1.04
2.04 0.38 -0.38 0.12 -3.17 -0.001
82 LRCX 72.71 18 Sep '15 35 72.50
75.00
P
C
0.310
0.286
16
34
2.60
1.50
4.10 70.00
77.50
P
C
0.318
0.280
281
73
1.75
0.90
2.65 1.45 -1.45 1.05 -1.38 -0.001
83 MMM 148.28 4 Sep '15 21 148.00
149.00
P
C
0.151
0.151
3
5
2.45
1.33
3.78 147.00
150.00
P
C
0.156
0.147
3
236
2.14
1.04
3.18 0.60 -0.60 0.40 -1.50 -0.001
84 ARMH 42.47 18 Sep '15 35 42.00
43.00
P
C
0.321
0.294
43
10
1.40
1.25
2.65 41.00
44.00
P
C
0.327
0.290
10
32
1.10
1.00
2.10 0.55 -0.55 0.45 -1.22 -0.001
85 QQQ 110.51 11 Sep '15 28 110.50
111.00
P
C
0.142
0.142
36
89
1.69
1.47
3.16 110.00
111.50
P
C
0.147
0.139
356
463
1.57
1.28
2.85 0.31 -0.31 0.19 -1.63 -0.002
86 DD 53.86 4 Sep '15 21 53.50
54.00
P
C
0.210
0.211
18
44
0.89
0.99
1.88 53.00
54.50
P
C
0.216
0.207
14
36
0.74
0.81
1.55 0.33 -0.33 0.17 -1.94 -0.002
87 XLE 69.34 18 Sep '15 35 69.00
69.50
P
C
0.269
0.227
95
13
2.10
1.83
3.93 68.50
70.00
P
C
0.271
0.227
32
321
1.97
1.69
3.66 0.27 -0.27 0.23 -1.17 -0.002
88 LLTC 41.24 20 Nov '15 98 41.00
42.00
P
C
0.282
0.297
4
2
2.35
2.00
4.35 40.00
43.00
P
C
0.286
0.294
4
2
2.00
1.70
3.70 0.65 -0.65 0.35 -1.86 -0.002
89 EEM 35.53 11 Sep '15 28 35.50
36.00
P
C
0.198
0.206
61
30
0.74
0.57
1.31 35.00
36.50
P
C
0.206
0.199
10
40
0.59
0.41
1.00 0.31 -0.31 0.19 -1.63 -0.002
90 RCL 89.89 18 Sep '15 35 87.50
90.00
P
C
0.272
0.250
3
1
1.89
2.68
4.57 85.00
92.50
P
C
0.282
0.241
5
13
1.24
1.67
2.91 1.66 -1.66 0.84 -1.98 -0.002
91 LYB 87.11 18 Sep '15 35 85.00
87.50
P
C
0.318
0.308
505
122
2.65
2.60
5.25 82.50
90.00
P
C
0.332
0.296
17
426
1.95
1.85
3.80 1.45 -1.45 1.05 -1.38 -0.002
92 MCD 99.27 11 Sep '15 28 99.00
99.50
P
C
0.158
0.170
8
5
1.98
1.36
3.34 98.50
100.00
P
C
0.160
0.170
12
11
1.80
1.22
3.02 0.32 -0.32 0.18 -1.78 -0.002
93 WWAV 49.67 18 Sep '15 35 47.50
50.00
P
C
0.315
0.327
203
77
0.95
1.80
2.75 45.00
52.50
P
C
0.316
0.327
50
4
0.50
1.00
1.50 1.25 -1.25 1.25 -1.00 -0.002
94 IBM 155.75 25 Sep '15 42 155.00
157.50
P
C
0.162
0.166
15
77
2.98
2.63
5.61 152.50
160.00
P
C
0.169
0.161
12
49
2.20
1.78
3.98 1.63 -1.63 0.87 -1.87 -0.002
95 C 57.59 4 Sep '15 21 57.50
58.00
P
C
0.181
0.177
5
34
0.93
0.77
1.70 57.00
58.50
P
C
0.186
0.174
8
102
0.77
0.60
1.37 0.33 -0.33 0.17 -1.94 -0.002
96 LVS 52.41 2 Oct '15 49 52.00
52.50
P
C
0.324
0.347
1
5
2.50
2.23
4.73 51.50
53.00
P
C
0.324
0.349
15
1
2.41
2.13
4.54 0.19 -0.19 0.31 -0.61 -0.002
97 VXX 16.00 25 Sep '15 42 15.50
16.50
P
C
0.628
0.652
7
86
1.08
1.17
2.25 15.00
17.00
P
C
0.596
0.686
257
1
0.84
1.10
1.94 0.31 -0.31 0.19 -1.63 -0.002
98 ADBE 86.12 18 Sep '15 35 85.00
87.50
P
C
0.281
0.278
134
459
2.41
2.32
4.73 82.50
90.00
P
C
0.288
0.273
56
106
1.55
1.44
2.99 1.74 -1.74 0.76 -2.29 -0.002
99 RH 102.38 18 Sep '15 35 100.00
105.00
P
C
0.355
0.352
42
226
3.20
3.20
6.40 95.00
110.00
P
C
0.364
0.345
10
184
1.80
1.80
3.60 2.80 -2.80 2.20 -1.27 -0.002
100 TSN 42.50 18 Sep '15 35 42.00
43.00
P
C
0.219
0.213
1
250
0.90
0.75
1.65 41.00
44.00
P
C
0.232
0.202
1
8
0.70
0.55
1.25 0.40 -0.40 0.60 -0.67 -0.002
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