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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 NVAX 7.79 21 Oct '16 42 7.00
8.00
P
C
2.116
2.131
669
7,671
1.55
2.10
3.65 6.00
9.00
P
C
2.168
1.930
867
6,523
1.40
1.65
3.05 0.60 -0.60 0.40 -1.50 0.149
2 SPXS 13.07 21 Oct '16 42 13.00
14.00
P
C
0.474
0.486
129
410
0.75
0.45
1.20 12.00
15.00
P
C
0.384
0.515
49
684
0.30
0.35
0.65 0.55 -0.55 0.45 -1.22 0.061
3 SA 11.19 21 Oct '16 42 11.00
12.00
P
C
0.595
0.590
147
89
0.70
0.50
1.20 10.00
13.00
P
C
0.566
0.577
1
111
0.45
0.40
0.85 0.35 -0.35 0.65 -0.54 0.042
4 CHK 7.62 7 Oct '16 28 7.50
8.00
P
C
0.753
0.752
117
21
0.54
0.44
0.98 7.00
8.50
P
C
0.765
0.702
38
25
0.39
0.37
0.76 0.22 -0.22 0.28 -0.79 0.038
5 QID 26.37 21 Oct '16 42 26.00
27.00
P
C
0.349
0.335
31
165
0.92
0.85
1.77 25.00
28.00
P
C
0.304
0.343
204
70
0.59
0.72
1.31 0.46 -0.46 0.54 -0.85 0.037
6 HPQ 14.07 14 Oct '16 35 14.00
14.50
P
C
0.286
0.303
985
1,205
0.47
0.19
0.66 13.50
15.00
P
C
0.277
0.276
456
2,206
0.43
0.22
0.65 0.01 -0.01 0.49 -0.02 0.035
7 SWN 14.72 21 Oct '16 42 14.00
15.00
P
C
0.579
0.600
309
998
0.78
0.96
1.74 13.00
16.00
P
C
0.597
0.548
46
120
0.50
0.70
1.20 0.54 -0.54 0.46 -1.17 0.035
8 STLD 24.00 21 Oct '16 42 24.00
25.00
P
C
0.349
0.342
41
20
1.15
0.55
1.70 23.00
26.00
P
C
0.356
0.308
135
114
0.80
0.45
1.25 0.45 -0.45 0.55 -0.82 0.027
9 CAG 43.32 16 Dec '16 98 43.00
44.00
P
C
0.218
0.257
10
321
1.65
1.50
3.15 42.00
45.00
P
C
0.221
0.227
5
604
1.60
1.40
3.00 0.15 -0.15 0.85 -0.18 0.027
10 SQQQ 15.19 21 Oct '16 42 15.00
16.00
P
C
0.555
0.501
58
125
0.90
0.40
1.30 14.00
17.00
P
C
0.481
0.549
27
10
0.55
0.60
1.15 0.15 -0.15 0.85 -0.18 0.026
11 SAVE 38.36 21 Oct '16 42 37.50
40.00
P
C
0.375
0.400
8
25
1.40
1.15
2.55 35.00
42.50
P
C
0.390
0.359
25
22
0.80
0.65
1.45 1.10 -1.10 1.40 -0.79 0.026
12 STLD 24.00 21 Oct '16 42 23.00
24.00
P
C
0.356
0.345
135
76
0.70
1.00
1.70 22.00
26.00
P
C
0.371
0.308
4
114
0.50
0.45
0.95 0.75 -0.75 1.25 -0.60 0.023
13 SQ 11.27 16 Dec '16 98 11.00
12.00
P
C
0.475
0.437
402
136
0.85
0.70
1.55 10.00
13.00
P
C
0.467
0.423
2
261
0.60
0.45
1.05 0.50 -0.50 0.50 -1.00 0.023
14 KMI 22.12 14 Oct '16 35 22.00
22.50
P
C
0.356
0.377
20
2
0.87
0.79
1.66 21.50
23.00
P
C
0.360
0.351
23
258
0.73
0.66
1.39 0.27 -0.27 0.23 -1.17 0.022
15 VHC 2.37 21 Oct '16 42 2.00
3.00
P
C
2.515
1.801
40
450
0.40
0.25
0.65 1.00
4.00
P
C
2.677
1.618
257
68
0.15
0.30
0.45 0.20 -0.20 0.80 -0.25 0.021
16 STLD 24.00 21 Oct '16 42 23.00
25.00
P
C
0.356
0.342
135
20
0.70
0.55
1.25 22.00
26.00
P
C
0.371
0.308
4
114
0.50
0.45
0.95 0.30 -0.30 0.70 -0.43 0.020
17 WNR 26.40 21 Oct '16 42 26.00
27.00
P
C
0.435
0.438
270
166
1.20
1.25
2.45 25.00
28.00
P
C
0.416
0.439
54
8
1.00
0.95
1.95 0.50 -0.50 0.50 -1.00 0.019
18 IDTI 19.74 21 Oct '16 42 19.00
20.00
P
C
0.369
0.381
3
4
0.60
0.80
1.40 18.00
21.00
P
C
0.386
0.345
1
19
0.40
0.55
0.95 0.45 -0.45 0.55 -0.82 0.019
19 BOX 13.67 16 Dec '16 98 13.00
14.00
P
C
0.458
0.458
30
20
0.80
1.05
1.85 12.00
15.00
P
C
0.457
0.443
65
47
0.60
0.90
1.50 0.35 -0.35 0.65 -0.54 0.017
20 CE 61.56 21 Oct '16 42 60.00
62.50
P
C
0.267
0.285
10
6
1.35
1.75
3.10 57.50
65.00
P
C
0.275
0.261
1
10
0.90
1.00
1.90 1.20 -1.20 1.30 -0.92 0.015
21 NBL 36.08 21 Oct '16 42 35.00
37.50
P
C
0.329
0.324
101
45
1.05
0.90
1.95 32.50
40.00
P
C
0.326
0.312
10
31
0.50
0.40
0.90 1.05 -1.05 1.45 -0.72 0.015
22 FL 64.59 21 Oct '16 42 62.50
65.00
P
C
0.227
0.231
11
19
1.00
1.65
2.65 60.00
67.50
P
C
0.226
0.218
4
40
0.75
0.85
1.60 1.05 -1.05 1.45 -0.72 0.015
23 CLR 49.95 16 Dec '16 98 49.00
50.00
P
C
0.448
0.453
10
29
4.00
4.50
8.50 48.00
55.00
P
C
0.457
0.429
1
12
3.80
2.60
6.40 2.10 -2.10 2.90 -0.72 0.014
24 MAS 33.26 21 Oct '16 42 33.00
34.00
P
C
0.246
0.246
165
86
0.80
0.60
1.40 32.00
35.00
P
C
0.259
0.220
90
184
0.70
0.45
1.15 0.25 -0.25 0.75 -0.33 0.014
25 RGLD 76.06 21 Oct '16 42 75.00
77.50
P
C
0.393
0.403
48
46
3.40
3.30
6.70 72.50
80.00
P
C
0.379
0.405
11
33
2.65
2.65
5.30 1.40 -1.40 1.10 -1.27 0.013
26 STLD 24.00 21 Oct '16 42 24.00
25.00
P
C
0.349
0.342
41
20
1.15
0.55
1.70 22.00
26.00
P
C
0.371
0.308
4
114
0.50
0.45
0.95 0.75 -0.75 1.25 -0.60 0.012
27 IVZ 30.78 21 Oct '16 42 30.00
31.00
P
C
0.254
0.265
6
17
0.60
0.85
1.45 29.00
32.00
P
C
0.259
0.247
5
50
0.50
0.60
1.10 0.35 -0.35 0.65 -0.54 0.012
28 RDC 13.44 21 Oct '16 42 13.00
14.00
P
C
0.563
0.570
149
71
0.75
0.75
1.50 12.00
15.00
P
C
0.589
0.532
3
3
0.55
0.50
1.05 0.45 -0.45 0.55 -0.82 0.012
29 WB 47.99 21 Oct '16 42 47.00
48.00
P
C
0.502
0.509
144
9
2.70
3.10
5.80 46.00
49.00
P
C
0.499
0.500
7
105
2.40
2.95
5.35 0.45 -0.45 0.55 -0.82 0.011
30 OI 17.40 21 Oct '16 42 17.00
18.00
P
C
0.348
0.340
11
40
0.60
0.50
1.10 16.00
19.00
P
C
0.362
0.316
10
2
0.40
0.30
0.70 0.40 -0.40 0.60 -0.67 0.011
31 AEM 50.97 18 Nov '16 70 50.00
55.00
P
C
0.425
0.429
26
40
3.20
2.17
5.37 49.00
60.00
P
C
0.418
0.425
20
48
2.86
1.12
3.98 1.39 -1.39 3.61 -0.39 0.011
32 X 17.03 7 Oct '16 28 17.00
17.50
P
C
0.647
0.630
24
1
1.15
0.95
2.10 16.50
18.00
P
C
0.644
0.623
16
25
0.97
0.80
1.77 0.33 -0.33 0.17 -1.94 0.010
33 CLR 49.95 21 Oct '16 42 49.00
50.00
P
C
0.422
0.418
6
59
2.30
2.70
5.00 48.00
55.00
P
C
0.430
0.400
30
62
2.05
1.05
3.10 1.90 -1.90 3.10 -0.61 0.010
34 VALE 5.19 16 Dec '16 98 5.00
5.50
P
C
0.494
0.627
70
5
0.49
0.43
0.92 4.50
6.00
P
C
0.533
0.578
28
771
0.33
0.31
0.64 0.28 -0.28 0.22 -1.27 0.010
35 NWL 50.40 16 Dec '16 98 50.00
52.50
P
C
0.255
0.253
7
14
2.45
1.60
4.05 49.00
55.00
P
C
0.260
0.239
4
11
2.15
1.00
3.15 0.90 -0.90 1.60 -0.56 0.009
36 MU 16.81 7 Oct '16 28 16.50
17.00
P
C
0.493
0.499
84
185
0.74
0.80
1.54 16.00
17.50
P
C
0.496
0.488
211
409
0.58
0.64
1.22 0.32 -0.32 0.18 -1.78 0.009
37 MCHP 58.52 21 Oct '16 42 57.50
60.00
P
C
0.238
0.246
147
30
1.30
1.00
2.30 55.00
62.50
P
C
0.254
0.221
85
6
0.75
0.60
1.35 0.95 -0.95 1.55 -0.61 0.009
38 FL 64.59 18 Nov '16 70 62.50
65.00
P
C
0.271
0.281
8
41
2.00
2.65
4.65 60.00
67.50
P
C
0.276
0.268
6
1
1.50
1.85
3.35 1.30 -1.30 1.20 -1.08 0.008
39 QRVO 52.48 21 Oct '16 42 50.00
55.00
P
C
0.403
0.390
75
282
1.65
1.65
3.30 45.00
60.00
P
C
0.413
0.372
2
19
0.60
0.60
1.20 2.10 -2.10 2.90 -0.72 0.007
40 EXC 33.40 21 Oct '16 42 33.00
34.00
P
C
0.226
0.218
165
229
0.80
0.65
1.45 32.00
35.00
P
C
0.234
0.203
11
101
0.55
0.40
0.95 0.50 -0.50 0.50 -1.00 0.007
41 CLX 122.89 21 Oct '16 42 120.00
125.00
P
C
0.181
0.190
139
84
1.65
1.95
3.60 115.00
130.00
P
C
0.189
0.176
735
125
0.85
0.80
1.65 1.95 -1.95 3.05 -0.64 0.007
42 V 81.33 28 Oct '16 49 81.00
81.50
P
C
0.183
0.187
6
3
1.93
2.06
3.99 80.50
82.00
P
C
0.183
0.180
8
89
1.81
1.87
3.68 0.31 -0.31 0.19 -1.63 0.006
43 D 72.50 21 Oct '16 42 70.00
72.50
P
C
0.199
0.193
39
50
0.70
1.75
2.45 67.50
77.50
P
C
0.208
0.178
12
25
0.55
0.40
0.95 1.50 -1.50 3.50 -0.43 0.006
44 PX 117.41 21 Oct '16 42 115.00
120.00
P
C
0.221
0.221
3
177
2.30
2.20
4.50 110.00
125.00
P
C
0.230
0.205
25
378
1.30
0.95
2.25 2.25 -2.25 2.75 -0.82 0.006
45 T 39.71 7 Oct '16 28 39.50
40.00
P
C
0.216
0.151
109
680
0.83
0.52
1.35 39.00
40.50
P
C
0.215
0.147
297
10
0.63
0.34
0.97 0.38 -0.38 0.12 -3.17 0.006
46 MLM 175.00 21 Oct '16 42 170.00
175.00
P
C
0.279
0.279
35
185
4.10
6.40
10.50 165.00
185.00
P
C
0.289
0.263
32
129
3.00
2.70
5.70 4.80 -4.80 5.20 -0.92 0.006
47 AXP 65.12 7 Oct '16 28 65.00
65.50
P
C
0.189
0.202
15
31
1.40
1.11
2.51 64.50
66.00
P
C
0.190
0.195
5
27
1.29
0.92
2.21 0.30 -0.30 0.20 -1.50 0.006
48 SLCA 40.71 21 Oct '16 42 40.00
41.00
P
C
0.479
0.466
15
22
2.20
2.25
4.45 39.00
42.00
P
C
0.482
0.458
2
14
1.95
2.10
4.05 0.40 -0.40 0.60 -0.67 0.006
49 HIG 41.05 7 Oct '16 28 41.00
41.50
P
C
0.195
0.196
34
4
0.82
0.64
1.46 40.50
42.00
P
C
0.197
0.188
44
20
0.71
0.52
1.23 0.23 -0.23 0.27 -0.85 0.006
50 CELG 104.47 7 Oct '16 28 104.00
105.00
P
C
0.328
0.333
18
8
3.45
3.50
6.95 103.00
106.00
P
C
0.331
0.326
6
14
3.20
3.20
6.40 0.55 -0.55 0.45 -1.22 0.005
51 MUR 27.94 21 Oct '16 42 27.50
30.00
P
C
0.457
0.542
43
10
1.40
0.95
2.35 25.00
32.50
P
C
0.513
0.481
16
3
0.80
0.55
1.35 1.00 -1.00 1.50 -0.67 0.005
52 KHC 85.97 21 Oct '16 42 85.00
87.50
P
C
0.190
0.183
172
84
1.70
1.40
3.10 82.50
90.00
P
C
0.189
0.179
6
177
1.05
0.75
1.80 1.30 -1.30 1.20 -1.08 0.005
53 FB 127.12 7 Oct '16 28 127.00
128.00
P
C
0.202
0.210
205
226
2.66
2.43
5.09 126.00
129.00
P
C
0.207
0.201
206
164
2.49
2.09
4.58 0.51 -0.51 0.49 -1.04 0.005
54 SWHC 27.54 21 Oct '16 42 27.00
28.00
P
C
0.346
0.359
28
442
1.00
1.05
2.05 26.00
29.00
P
C
0.352
0.348
240
63
0.70
0.80
1.50 0.55 -0.55 0.45 -1.22 0.005
55 SO 50.87 18 Nov '16 70 50.00
52.50
P
C
0.177
0.177
415
490
1.39
0.71
2.10 49.00
55.00
P
C
0.184
0.165
95
64
1.04
0.21
1.25 0.85 -0.85 1.65 -0.52 0.005
56 VNQ 86.09 21 Oct '16 42 86.00
87.00
P
C
0.177
0.197
12
39
2.20
1.30
3.50 85.00
88.00
P
C
0.183
0.186
303
59
2.10
1.20
3.30 0.20 -0.20 0.80 -0.25 0.005
57 AAPL 103.13 28 Oct '16 49 103.00
104.00
P
C
0.250
0.268
51
110
3.65
3.50
7.15 102.00
105.00
P
C
0.253
0.261
27
335
3.30
3.20
6.50 0.65 -0.65 0.35 -1.86 0.005
58 VZ 51.82 7 Oct '16 28 51.50
52.00
P
C
0.209
0.154
31
171
1.01
0.76
1.77 51.00
52.50
P
C
0.210
0.149
56
2
0.85
0.58
1.43 0.34 -0.34 0.16 -2.12 0.004
59 CAH 78.81 16 Dec '16 98 77.50
80.00
P
C
0.213
0.214
25
3
2.95
2.55
5.50 75.00
82.50
P
C
0.227
0.196
22
12
2.20
1.70
3.90 1.60 -1.60 0.90 -1.78 0.004
60 KO 42.27 7 Oct '16 28 42.00
42.50
P
C
0.152
0.155
16
3
0.71
0.43
1.14 41.50
43.00
P
C
0.156
0.147
30
43
0.58
0.30
0.88 0.26 -0.26 0.24 -1.08 0.004
61 ZION 30.57 21 Oct '16 42 30.00
31.00
P
C
0.282
0.281
106
248
0.85
0.91
1.76 29.00
32.00
P
C
0.297
0.263
57
297
0.60
0.57
1.17 0.59 -0.59 0.41 -1.44 0.004
62 HOG 50.57 21 Oct '16 42 50.00
52.50
P
C
0.398
0.403
10
67
2.29
1.78
4.07 47.50
55.00
P
C
0.404
0.393
43
17
1.63
1.20
2.83 1.24 -1.24 1.26 -0.98 0.004
63 LNC 46.97 21 Oct '16 42 45.00
47.50
P
C
0.327
0.307
23
68
1.23
1.54
2.77 42.50
50.00
P
C
0.353
0.278
88
2
0.67
0.67
1.34 1.43 -1.43 1.07 -1.34 0.003
64 WFC 48.72 7 Oct '16 28 48.50
49.00
P
C
0.193
0.194
61
105
0.89
0.89
1.78 48.00
49.50
P
C
0.197
0.188
42
23
0.78
0.70
1.48 0.30 -0.30 0.20 -1.50 0.003
65 T 39.71 14 Oct '16 35 39.50
40.00
P
C
0.156
0.181
50
326
0.89
0.54
1.43 39.00
40.50
P
C
0.165
0.170
25
63
0.70
0.36
1.06 0.37 -0.37 0.13 -2.85 0.003
66 ADBE 99.41 21 Oct '16 42 97.50
100.00
P
C
0.283
0.281
79
99
2.83
3.40
6.23 95.00
105.00
P
C
0.293
0.268
132
513
2.08
1.57
3.65 2.58 -2.58 2.42 -1.07 0.003
67 PVG 10.68 21 Oct '16 42 10.00
11.00
P
C
0.576
0.598
37
45
0.45
0.65
1.10 9.00
12.00
P
C
0.576
0.596
3
603
0.25
0.45
0.70 0.40 -0.40 0.60 -0.67 0.003
68 T 39.71 28 Oct '16 49 39.50
40.00
P
C
0.169
0.178
56
174
1.09
0.67
1.76 39.00
40.50
P
C
0.174
0.169
96
54
0.90
0.50
1.40 0.36 -0.36 0.14 -2.57 0.003
69 CAH 78.81 21 Oct '16 42 77.50
80.00
P
C
0.188
0.190
12
15
1.45
1.15
2.60 75.00
82.50
P
C
0.205
0.171
33
23
0.90
0.60
1.50 1.10 -1.10 1.40 -0.79 0.002
70 BA 128.53 14 Oct '16 35 128.00
129.00
P
C
0.205
0.205
10
1
2.92
2.96
5.88 127.00
130.00
P
C
0.208
0.199
15
19
2.61
2.55
5.16 0.72 -0.72 0.28 -2.57 0.002
71 D 72.50 21 Oct '16 42 70.00
75.00
P
C
0.199
0.190
39
596
0.70
0.70
1.40 67.50
77.50
P
C
0.208
0.178
12
25
0.55
0.40
0.95 0.45 -0.45 2.05 -0.22 0.002
72 LYB 76.19 21 Oct '16 42 75.00
77.50
P
C
0.269
0.289
174
63
2.10
2.15
4.25 72.50
80.00
P
C
0.281
0.276
9
21
1.55
1.50
3.05 1.20 -1.20 1.30 -0.92 0.002
73 JPM 66.65 14 Oct '16 35 66.50
67.00
P
C
0.202
0.212
21
73
1.80
1.33
3.13 66.00
67.50
P
C
0.207
0.205
90
71
1.63
1.14
2.77 0.36 -0.36 0.14 -2.57 0.002
74 AU 16.16 21 Oct '16 42 16.00
17.00
P
C
0.505
0.512
122
154
0.95
0.70
1.65 15.00
18.00
P
C
0.499
0.516
1
3
0.65
0.55
1.20 0.45 -0.45 0.55 -0.82 0.002
75 SPY 213.28 5 Oct '16 26 213.00
213.50
P
C
0.177
0.117
143
31
3.78
2.50
6.28 212.50
214.00
P
C
0.177
0.115
165
409
3.67
2.31
5.98 0.30 -0.30 0.20 -1.50 0.002
76 WYNN 98.41 7 Oct '16 28 98.00
98.50
P
C
0.364
0.363
15
5
3.65
3.80
7.45 97.50
99.00
P
C
0.366
0.359
22
10
3.60
3.70
7.30 0.15 -0.15 0.35 -0.43 0.002
77 JPM 66.65 7 Oct '16 28 66.50
67.00
P
C
0.191
0.211
9
555
1.54
1.14
2.68 66.00
67.50
P
C
0.198
0.203
19
145
1.39
0.96
2.35 0.33 -0.33 0.17 -1.94 0.002
78 BX 26.17 28 Oct '16 49 26.00
26.50
P
C
0.290
0.281
72
48
0.97
0.88
1.85 25.50
27.00
P
C
0.295
0.274
1
77
0.85
0.76
1.61 0.24 -0.24 0.26 -0.92 0.002
79 SLV 18.11 18 Nov '16 70 18.00
18.50
P
C
0.251
0.266
137
290
0.73
0.65
1.38 17.50
19.00
P
C
0.245
0.269
257
251
0.50
0.51
1.01 0.37 -0.37 0.13 -2.85 0.002
80 DB 15.26 16 Dec '16 98 15.00
16.00
P
C
0.434
0.414
17
20
1.20
0.95
2.15 14.00
17.00
P
C
0.451
0.395
208
60
0.90
0.65
1.55 0.60 -0.60 0.40 -1.50 0.002
81 VTR 68.86 18 Nov '16 70 65.00
70.00
P
C
0.259
0.231
124
80
1.55
1.85
3.40 60.00
75.00
P
C
0.279
0.209
15
26
0.85
0.60
1.45 1.95 -1.95 3.05 -0.64 0.002
82 PRU 79.18 16 Dec '16 98 77.50
80.00
P
C
0.273
0.242
55
87
3.55
3.45
7.00 75.00
82.50
P
C
0.287
0.227
6
179
2.84
2.49
5.33 1.67 -1.67 0.83 -2.01 0.002
83 BABA 99.62 14 Oct '16 35 99.50
100.00
P
C
0.273
0.271
5
44
3.20
3.10
6.30 99.00
101.00
P
C
0.273
0.269
7
1
3.10
2.73
5.83 0.47 -0.47 0.53 -0.89 0.002
84 AA 9.60 28 Oct '16 49 9.50
10.00
P
C
0.394
0.393
80
4
0.48
0.37
0.85 9.00
10.50
P
C
0.400
0.385
8
501
0.31
0.24
0.55 0.30 -0.30 0.20 -1.50 0.001
85 X 17.03 28 Oct '16 49 17.00
17.50
P
C
0.637
0.625
2
22
1.53
1.32
2.85 16.50
18.00
P
C
0.643
0.618
66
10
1.35
1.17
2.52 0.33 -0.33 0.17 -1.94 0.001
86 GDX 26.41 21 Oct '16 42 26.00
26.50
P
C
0.448
0.446
1,226
709
1.37
1.53
2.90 25.50
27.00
P
C
0.446
0.447
38
3,702
1.19
1.36
2.55 0.35 -0.35 0.15 -2.33 0.001
87 MSFT 56.21 28 Oct '16 49 56.00
56.50
P
C
0.231
0.234
40
111
1.76
1.75
3.51 55.50
57.00
P
C
0.235
0.229
65
58
1.61
1.57
3.18 0.33 -0.33 0.17 -1.94 0.001
88 DLPH 68.01 18 Nov '16 70 67.50
70.00
P
C
0.309
0.295
22
21
3.30
2.55
5.85 65.00
72.50
P
C
0.325
0.278
339
1
2.60
1.80
4.40 1.45 -1.45 1.05 -1.38 0.001
89 HCN 73.75 21 Oct '16 42 72.50
75.00
P
C
0.230
0.241
280
42
1.65
1.60
3.25 70.00
77.50
P
C
0.262
0.207
120
33
1.15
0.90
2.05 1.20 -1.20 1.30 -0.92 0.001
90 BABA 99.62 7 Oct '16 28 99.50
100.00
P
C
0.271
0.271
12
135
2.89
2.78
5.67 99.00
101.00
P
C
0.272
0.269
112
60
2.72
2.37
5.09 0.58 -0.58 0.42 -1.38 0.001
91 CVX 101.27 14 Oct '16 35 101.00
102.00
P
C
0.190
0.188
16
5
2.19
2.00
4.19 100.00
103.00
P
C
0.197
0.179
12
18
1.90
1.53
3.43 0.76 -0.76 0.24 -3.17 0.001
92 VTR 68.86 16 Dec '16 98 65.00
70.00
P
C
0.247
0.248
64
48
2.20
2.30
4.50 60.00
75.00
P
C
0.280
0.213
34
16
1.20
0.85
2.05 2.45 -2.45 2.55 -0.96 0.001
93 QQQ 114.28 7 Oct '16 28 114.00
114.50
P
C
0.178
0.145
359
126
2.09
1.71
3.80 113.50
115.00
P
C
0.180
0.142
266
472
1.91
1.48
3.39 0.41 -0.41 0.09 -4.56 0.001
94 IYR 79.86 14 Oct '16 35 79.50
80.00
P
C
0.223
0.159
2
11
1.97
1.46
3.43 79.00
80.50
P
C
0.223
0.157
7
120
1.82
1.31
3.13 0.30 -0.30 0.20 -1.50 0.001
95 VZ 51.82 14 Oct '16 35 51.50
52.00
P
C
0.158
0.183
20
19
1.10
0.80
1.90 51.00
52.50
P
C
0.166
0.175
15
342
0.95
0.63
1.58 0.32 -0.32 0.18 -1.78 0.001
96 SPY 213.28 14 Oct '16 35 213.00
213.50
P
C
0.168
0.119
1,045
10
4.24
2.97
7.21 212.50
214.00
P
C
0.170
0.117
37
124
4.12
2.77
6.89 0.32 -0.32 0.18 -1.78 0.001
97 PM 97.54 14 Oct '16 35 97.50
98.00
P
C
0.162
0.172
4
9
2.42
1.36
3.78 97.00
98.50
P
C
0.166
0.167
38
40
2.29
1.23
3.52 0.26 -0.26 0.24 -1.08 0.001
98 JBLU 16.22 21 Oct '16 42 16.00
17.00
P
C
0.347
0.322
318
125
0.60
0.35
0.95 15.00
18.00
P
C
0.360
0.308
2
70
0.35
0.20
0.55 0.40 -0.40 0.60 -0.67 0.001
99 GS 168.57 7 Oct '16 28 167.50
170.00
P
C
0.214
0.210
36
138
3.35
3.10
6.45 165.00
172.50
P
C
0.226
0.196
23
3
2.70
2.14
4.84 1.61 -1.61 0.89 -1.81 0.001
100 WMT 70.30 14 Oct '16 35 70.00
70.50
P
C
0.177
0.183
81
10
1.36
1.47
2.83 69.50
71.00
P
C
0.179
0.180
13
7
1.19
1.27
2.46 0.37 -0.37 0.13 -2.85 0.001
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