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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 YANG 5.15 17 Jul '15 77 5.00
6.00
P
C
0.639
1.297
5
10
0.65
0.40
1.05 4.00
7.00
P
C
0.429
1.332
15
115
0.35
0.40
0.75 0.30 -0.30 0.70 -0.43 0.176
2 XOMA 3.26 19 Jun '15 49 3.00
3.50
P
C
1.122
1.094
10
128
0.30
0.40
0.70 2.50
4.00
P
C
1.056
1.030
40
67
0.20
0.30
0.50 0.20 -0.20 0.30 -0.67 0.129
3 ZIOP 9.52 19 Jun '15 49 9.00
10.00
P
C
1.304
1.186
2
620
1.30
1.35
2.65 8.00
11.00
P
C
1.218
1.164
75
109
1.00
1.10
2.10 0.55 -0.55 0.45 -1.22 0.108
4 MNKD 4.18 19 Jun '15 49 4.00
4.50
P
C
0.848
0.632
20
32
0.40
0.24
0.64 3.50
5.00
P
C
0.720
0.667
30
235
0.22
0.22
0.44 0.20 -0.20 0.30 -0.67 0.094
5 EXXI 4.22 19 Jun '15 49 4.00
4.50
P
C
1.114
0.669
1
100
0.45
0.20
0.65 3.50
5.00
P
C
1.058
0.664
8
5
0.40
0.35
0.75 (0.10) 0.10 0.60 0.17 0.060
6 OCN 10.26 17 Jul '15 77 10.00
11.00
P
C
0.595
0.556
100
23
0.90
0.65
1.55 9.00
12.00
P
C
0.606
0.516
1,156
5
0.65
0.50
1.15 0.40 -0.40 0.60 -0.67 0.029
7 FEZ 39.99 19 Jun '15 49 39.00
40.00
P
C
0.309
0.198
20
69
1.15
1.10
2.25 38.00
41.00
P
C
0.291
0.188
2
19
0.95
0.75
1.70 0.55 -0.55 0.45 -1.22 0.027
8 VLO 58.90 5 Jun '15 35 58.50
59.00
P
C
0.280
0.287
29
13
1.97
1.78
3.75 58.00
59.50
P
C
0.284
0.262
11
7
1.91
1.74
3.65 0.10 -0.10 0.40 -0.25 0.021
9 JMEI 21.33 19 Jun '15 49 20.00
22.50
P
C
0.886
0.885
46
55
1.90
2.20
4.10 17.50
25.00
P
C
0.932
0.818
1
175
1.30
1.60
2.90 1.20 -1.20 1.30 -0.92 0.021
10 RAI 74.11 19 Jun '15 49 72.50
75.00
P
C
0.239
0.226
21
1,851
1.90
1.60
3.50 70.00
77.50
P
C
0.247
0.201
130
3
1.30
0.90
2.20 1.30 -1.30 1.20 -1.08 0.017
11 ACM 31.89 19 Jun '15 49 30.00
32.50
P
C
0.491
0.434
95
19
1.30
1.65
2.95 27.50
35.00
P
C
0.542
0.367
329
14
0.80
0.85
1.65 1.30 -1.30 1.20 -1.08 0.016
12 CY 13.34 19 Jun '15 49 13.00
14.00
P
C
0.394
0.367
143
3,014
0.50
0.40
0.90 12.00
15.00
P
C
0.379
0.366
1,070
98
0.25
0.25
0.50 0.40 -0.40 0.60 -0.67 0.016
13 PWR 28.23 19 Jun '15 49 28.00
29.00
P
C
0.283
0.298
79
164
1.00
0.80
1.80 27.00
30.00
P
C
0.288
0.277
25
146
0.75
0.60
1.35 0.45 -0.45 0.55 -0.82 0.015
14 DYAX 24.95 21 Aug '15 112 22.50
25.00
P
C
0.565
0.531
520
3
1.75
2.75
4.50 20.00
30.00
P
C
0.596
0.485
11
519
1.20
1.30
2.50 2.00 -2.00 3.00 -0.67 0.015
15 HOS 22.91 19 Jun '15 49 22.00
23.00
P
C
0.532
0.518
6
11
1.20
1.50
2.70 21.00
24.00
P
C
0.544
0.493
154
5
1.05
1.35
2.40 0.30 -0.30 0.70 -0.43 0.012
16 PTEN 22.45 21 Aug '15 112 22.00
23.00
P
C
0.475
0.457
602
202
2.10
1.90
4.00 21.00
24.00
P
C
0.485
0.436
3
2
1.75
1.65
3.40 0.60 -0.60 0.40 -1.50 0.012
17 ROST 101.70 19 Jun '15 49 100.00
105.00
P
C
0.240
0.231
55
31
2.75
1.90
4.65 97.50
110.00
P
C
0.247
0.214
43
25
2.05
0.75
2.80 1.85 -1.85 3.15 -0.59 0.010
18 YHOO 42.51 5 Jun '15 35 42.50
43.00
P
C
0.279
0.286
11
8
1.43
1.18
2.61 42.00
43.50
P
C
0.282
0.273
1
10
1.28
1.08
2.36 0.25 -0.25 0.25 -1.00 0.010
19 GDP 3.75 19 Jun '15 49 3.50
4.00
P
C
0.978
0.732
14
756
0.35
0.25
0.60 3.00
4.50
P
C
0.994
0.706
10
213
0.25
0.20
0.45 0.15 -0.15 0.35 -0.43 0.010
20 WSM 75.00 19 Jun '15 49 72.50
75.00
P
C
0.292
0.274
939
37
1.85
2.95
4.80 70.00
80.00
P
C
0.302
0.255
46
12
1.55
1.15
2.70 2.10 -2.10 2.90 -0.72 0.008
21 ZIOP 9.52 17 Jul '15 77 9.00
10.00
P
C
1.101
1.056
5
46
1.50
1.50
3.00 8.00
11.00
P
C
1.143
1.007
1
352
1.25
1.35
2.60 0.40 -0.40 0.60 -0.67 0.008
22 KO 40.91 12 Jun '15 42 40.50
41.00
P
C
0.167
0.136
254
86
0.68
0.69
1.37 40.00
41.50
P
C
0.161
0.135
176
464
0.53
0.52
1.05 0.32 -0.32 0.18 -1.78 0.007
23 RHT 75.34 19 Jun '15 49 75.00
77.50
P
C
0.288
0.261
2
3
2.75
1.85
4.60 72.50
80.00
P
C
0.284
0.259
2
6
2.00
1.20
3.20 1.40 -1.40 1.10 -1.27 0.007
24 D 71.70 19 Jun '15 49 70.00
72.50
P
C
0.182
0.175
3
19
1.35
1.15
2.50 67.50
75.00
P
C
0.200
0.151
14
12
0.75
0.45
1.20 1.30 -1.30 1.20 -1.08 0.006
25 KATE 32.89 17 Jul '15 77 32.00
33.00
P
C
0.382
0.382
26
525
1.80
2.10
3.90 31.00
34.00
P
C
0.389
0.369
37
14
1.55
1.90
3.45 0.45 -0.45 0.55 -0.82 0.006
26 T 34.43 12 Jun '15 42 34.00
34.50
P
C
0.194
0.174
2
22
0.64
0.75
1.39 33.50
35.00
P
C
0.193
0.169
12
335
0.55
0.58
1.13 0.26 -0.26 0.24 -1.08 0.006
27 COST 145.39 5 Jun '15 35 145.00
146.00
P
C
0.171
0.170
45
15
2.81
2.71
5.52 144.00
147.00
P
C
0.174
0.162
6
28
2.57
2.47
5.04 0.48 -0.48 0.52 -0.92 0.005
28 NKE 100.78 5 Jun '15 35 100.00
101.00
P
C
0.162
0.169
12
3
1.71
1.83
3.54 99.50
102.00
P
C
0.169
0.157
92
23
1.73
1.43
3.16 0.38 -0.38 0.62 -0.61 0.005
29 ORCL 44.37 5 Jun '15 35 44.00
44.50
P
C
0.178
0.175
114
30
0.73
0.84
1.57 43.50
45.00
P
C
0.180
0.167
30
60
0.65
0.67
1.32 0.25 -0.25 0.25 -1.00 0.005
30 BP 43.23 12 Jun '15 42 43.00
43.50
P
C
0.193
0.195
10
4
1.26
0.72
1.98 42.50
44.00
P
C
0.193
0.190
5
23
1.10
0.59
1.69 0.29 -0.29 0.21 -1.38 0.004
31 AMBC 23.08 21 Aug '15 112 22.50
25.00
P
C
0.444
0.481
17
2,174
1.80
1.55
3.35 20.00
30.00
P
C
0.453
0.467
18
2
1.10
0.75
1.85 1.50 -1.50 3.50 -0.43 0.004
32 KSS 73.09 17 Jul '15 77 72.50
75.00
P
C
0.266
0.226
6
99
3.00
2.15
5.15 70.00
77.50
P
C
0.266
0.222
47
23
2.20
1.40
3.60 1.55 -1.55 0.95 -1.63 0.003
33 OAS 17.79 19 Jun '15 49 17.00
18.00
P
C
0.596
0.595
157
104
1.10
1.35
2.45 16.00
19.00
P
C
0.618
0.570
120
29
0.85
1.10
1.95 0.50 -0.50 0.50 -1.00 0.003
34 GES 18.48 19 Jun '15 49 18.00
19.00
P
C
0.470
0.408
16
154
0.95
0.85
1.80 17.00
20.00
P
C
0.474
0.401
3
3
0.70
0.60
1.30 0.50 -0.50 0.50 -1.00 0.003
35 XLE 82.87 12 Jun '15 42 82.50
83.00
P
C
0.188
0.184
2
37
1.82
1.84
3.66 82.00
83.50
P
C
0.189
0.179
10
61
1.77
1.80
3.57 0.09 -0.09 0.41 -0.22 0.003
36 MU 28.99 12 Jun '15 42 28.50
29.00
P
C
0.290
0.292
2
60
0.85
1.12
1.97 28.00
29.50
P
C
0.291
0.289
1
49
0.71
0.92
1.63 0.34 -0.34 0.16 -2.13 0.003
37 HD 109.55 5 Jun '15 35 109.00
110.00
P
C
0.230
0.200
17
193
2.77
2.43
5.20 108.00
111.00
P
C
0.231
0.197
8
5
2.57
2.07
4.64 0.56 -0.56 0.44 -1.27 0.002
38 CLNE 10.27 19 Jun '15 49 10.00
11.00
P
C
0.800
0.610
25
169
1.00
0.60
1.60 9.00
12.00
P
C
0.801
0.606
27
137
0.65
0.40
1.05 0.55 -0.55 0.45 -1.22 0.002
39 DIS 110.52 5 Jun '15 35 110.00
111.00
P
C
0.227
0.231
12
7
2.74
2.85
5.59 109.00
112.00
P
C
0.230
0.226
2
7
2.50
2.53
5.03 0.56 -0.56 0.44 -1.27 0.002
40 CSCO 29.13 5 Jun '15 35 29.00
29.50
P
C
0.270
0.262
49
1
0.89
0.76
1.65 28.50
30.00
P
C
0.273
0.256
3
99
0.71
0.58
1.29 0.36 -0.36 0.14 -2.57 0.002
41 STT 77.65 19 Jun '15 49 77.50
80.00
P
C
0.172
0.166
191
224
1.79
0.88
2.67 75.00
82.50
P
C
0.182
0.155
102
25
1.00
0.43
1.43 1.24 -1.24 1.26 -0.98 0.002
42 XOM 88.85 5 Jun '15 35 88.50
89.00
P
C
0.160
0.161
27
20
1.90
1.29
3.19 88.00
89.50
P
C
0.162
0.157
3
119
1.73
1.17
2.90 0.29 -0.29 0.21 -1.38 0.002
43 TLT 124.00 5 Jun '15 35 123.50
124.00
P
C
0.159
0.144
12
32
2.15
2.16
4.31 123.00
125.00
P
C
0.158
0.143
24
5
2.00
1.77
3.77 0.54 -0.54 0.46 -1.17 0.002
44 EEM 43.14 17 Jul '15 77 43.00
43.50
P
C
0.197
0.156
97
10
1.45
1.04
2.49 42.50
44.00
P
C
0.200
0.152
2,144
48
1.29
0.88
2.17 0.32 -0.32 0.18 -1.78 0.002
45 ESV 27.37 19 Jun '15 49 27.00
28.00
P
C
0.431
0.425
36
30
1.55
1.30
2.85 26.00
29.00
P
C
0.442
0.413
444
18
1.20
1.00
2.20 0.65 -0.65 0.35 -1.86 0.002
46 NOW 73.75 21 Aug '15 112 70.00
75.00
P
C
0.391
0.378
31
17
4.40
5.40
9.80 65.00
80.00
P
C
0.403
0.364
3
9
2.90
3.70
6.60 3.20 -3.20 1.80 -1.78 0.001
47 RRC 64.72 19 Jun '15 49 62.50
65.00
P
C
0.358
0.360
22
40
2.30
3.10
5.40 60.00
67.50
P
C
0.367
0.350
2
36
1.60
2.30
3.90 1.50 -1.50 1.00 -1.50 0.001
48 MAT 28.02 19 Jun '15 49 28.00
29.00
P
C
0.253
0.252
60
55
1.15
0.45
1.60 27.00
30.00
P
C
0.260
0.244
21
10
0.80
0.30
1.10 0.50 -0.50 0.50 -1.00 0.001
49 VZ 50.41 12 Jun '15 42 50.00
50.50
P
C
0.150
0.137
135
30
0.76
0.87
1.63 49.50
51.00
P
C
0.155
0.130
10
191
0.74
0.70
1.44 0.19 -0.19 0.31 -0.61 0.001
50 MMM 157.68 5 Jun '15 35 157.50
160.00
P
C
0.162
0.147
19
21
3.30
1.49
4.79 155.00
162.50
P
C
0.163
0.146
91
25
2.43
0.90
3.33 1.46 -1.46 1.04 -1.40 0.001
51 KMX 69.77 19 Jun '15 49 67.50
70.00
P
C
0.328
0.324
14
119
2.20
3.10
5.30 65.00
72.50
P
C
0.332
0.319
152
1,857
1.55
2.15
3.70 1.60 -1.60 0.90 -1.78 0.001
52 CAR 55.34 19 Jun '15 49 55.00
57.50
P
C
0.312
0.323
8
4
2.30
1.60
3.90 52.50
60.00
P
C
0.327
0.308
8
81
1.45
1.00
2.45 1.45 -1.45 1.05 -1.38 0.001
53 SLB 93.00 5 Jun '15 35 93.00
93.50
P
C
0.250
0.258
15
3
3.05
2.46
5.51 92.50
94.00
P
C
0.253
0.255
9
38
2.93
2.30
5.23 0.28 -0.28 0.22 -1.27 0.001
54 CTB 36.91 19 Jun '15 49 36.00
37.00
P
C
0.252
0.249
2
11
0.85
1.15
2.00 35.00
38.00
P
C
0.261
0.240
15
85
0.75
0.85
1.60 0.40 -0.40 0.60 -0.67 0.001
55 GWR 94.44 17 Jul '15 77 90.00
95.00
P
C
0.209
0.212
18
4
1.60
3.10
4.70 85.00
100.00
P
C
0.221
0.200
10
8
1.00
1.55
2.55 2.15 -2.15 2.85 -0.75 0.001
56 EEM 43.14 21 Aug '15 112 43.00
43.50
P
C
0.201
0.163
5
64
1.81
1.35
3.16 42.50
44.00
P
C
0.204
0.160
3
42
1.65
1.19
2.84 0.32 -0.32 0.18 -1.78 0.001
57 SLB 93.00 5 Jun '15 35 92.50
93.50
P
C
0.253
0.258
9
3
2.85
2.46
5.31 92.00
94.00
P
C
0.256
0.255
20
38
2.70
2.30
5.00 0.31 -0.31 0.19 -1.63 0.000
58 LRCX 77.22 19 Jun '15 49 75.00
77.50
P
C
0.259
0.240
22
70
1.85
2.50
4.35 72.50
80.00
P
C
0.266
0.232
1
29
1.20
1.60
2.80 1.55 -1.55 0.95 -1.63 0.000
59 RYL 41.35 17 Jul '15 77 41.00
42.00
P
C
0.270
0.272
2
2
1.80
1.65
3.45 40.00
43.00
P
C
0.274
0.266
92
18
1.55
1.40
2.95 0.50 -0.50 0.50 -1.00 0.000
60 WSM 75.00 19 Jun '15 49 72.50
75.00
P
C
0.292
0.274
939
37
1.85
2.95
4.80 70.00
77.50
P
C
0.302
0.263
46
1,033
1.55
1.95
3.50 1.30 -1.30 1.20 -1.08 0.000
61 ETP 58.88 19 Jun '15 49 57.50
60.00
P
C
0.270
0.262
46
2,479
2.00
1.25
3.25 55.00
62.50
P
C
0.273
0.260
224
213
1.25
0.75
2.00 1.25 -1.25 1.25 -1.00 0.000
62 IBM 173.67 5 Jun '15 35 172.50
175.00
P
C
0.172
0.164
71
52
3.60
2.26
5.86 170.00
177.50
P
C
0.176
0.159
20
46
2.74
1.58
4.32 1.54 -1.54 0.96 -1.60 0.000
63 SPY 210.72 5 Jun '15 35 210.50
211.00
P
C
0.117
0.114
404
35
2.88
2.77
5.65 210.00
211.50
P
C
0.119
0.111
220
121
2.79
2.55
5.34 0.31 -0.31 0.19 -1.63 0.000
64 RIO 45.87 19 Jun '15 49 45.00
47.50
P
C
0.313
0.287
5
207
1.50
1.20
2.70 42.50
50.00
P
C
0.320
0.280
6
140
0.85
0.65
1.50 1.20 -1.20 1.30 -0.92 0.000
65 GSK 45.97 19 Jun '15 49 45.00
46.00
P
C
0.202
0.223
145
22
1.10
1.05
2.15 44.00
47.00
P
C
0.206
0.219
213
264
0.85
0.80
1.65 0.50 -0.50 0.50 -1.00 0.000
66 ORCL 44.37 12 Jun '15 42 44.00
44.50
P
C
0.170
0.174
1
1
0.73
0.94
1.67 43.50
45.00
P
C
0.176
0.168
1
4
0.75
0.79
1.54 0.13 -0.13 0.37 -0.35 0.000
67 FB 78.98 5 Jun '15 35 78.50
79.00
P
C
0.228
0.232
11
32
1.96
2.22
4.18 78.00
79.50
P
C
0.231
0.229
3,187
69
1.81
2.02
3.83 0.35 -0.35 0.15 -2.33 0.000
68 MAR 80.97 19 Jun '15 49 80.00
82.50
P
C
0.238
0.220
25
100
2.30
1.80
4.10 77.50
85.00
P
C
0.240
0.218
2
25
1.55
1.20
2.75 1.35 -1.35 1.15 -1.17 -0.000
69 EEM 43.14 19 Jun '15 49 43.00
43.50
P
C
0.168
0.166
100
728
0.98
0.87
1.85 42.50
44.00
P
C
0.173
0.161
723
3,882
0.80
0.66
1.46 0.39 -0.39 0.11 -3.55 -0.000
70 AVGO 122.80 19 Jun '15 49 120.00
125.00
P
C
0.418
0.398
8
104
5.90
6.00
11.90 115.00
130.00
P
C
0.430
0.386
21
23
4.40
4.30
8.70 3.20 -3.20 1.80 -1.78 -0.000
71 PWR 28.23 21 Aug '15 112 28.00
29.00
P
C
0.329
0.334
42
181
1.85
1.65
3.50 27.00
30.00
P
C
0.334
0.330
48
18,364
1.55
1.40
2.95 0.55 -0.55 0.45 -1.22 -0.000
72 AER 49.04 17 Jul '15 77 47.50
50.00
P
C
0.265
0.270
6
1,485
1.60
1.90
3.50 45.00
52.50
P
C
0.271
0.264
6
909
1.00
1.20
2.20 1.30 -1.30 1.20 -1.08 -0.000
73 CHKP 83.95 17 Jul '15 77 82.50
85.00
P
C
0.188
0.189
15
30
2.10
2.35
4.45 80.00
87.50
P
C
0.194
0.184
12
5
1.40
1.50
2.90 1.55 -1.55 0.95 -1.63 -0.000
74 LNC 57.49 17 Jul '15 77 55.00
57.50
P
C
0.231
0.226
40
1
1.36
2.21
3.57 52.50
60.00
P
C
0.248
0.210
17
30
0.84
1.20
2.04 1.53 -1.53 0.97 -1.58 -0.001
75 WPZ 50.17 19 Jun '15 49 50.00
55.00
P
C
0.361
0.396
32
317
2.85
0.90
3.75 45.00
60.00
P
C
0.354
0.405
4
25
0.95
0.40
1.35 2.40 -2.40 2.60 -0.92 -0.001
76 BIDU 202.47 5 Jun '15 35 200.00
202.50
P
C
0.254
0.253
23
32
5.00
6.20
11.20 197.50
205.00
P
C
0.256
0.252
24
69
4.25
5.30
9.55 1.65 -1.65 0.85 -1.94 -0.001
77 HOLX 34.01 19 Jun '15 49 34.00
35.00
P
C
0.212
0.203
1
29
0.95
0.55
1.50 33.00
36.00
P
C
0.220
0.195
44
81
0.70
0.40
1.10 0.40 -0.40 0.60 -0.67 -0.001
78 IWM 121.97 12 Jun '15 42 121.50
122.00
P
C
0.171
0.161
18
15
2.55
2.64
5.19 121.00
122.50
P
C
0.174
0.159
9
1
2.44
2.42
4.86 0.33 -0.33 0.17 -1.94 -0.001
79 MU 28.99 5 Jun '15 35 28.50
29.00
P
C
0.282
0.286
80
64
0.75
0.99
1.74 28.00
29.50
P
C
0.287
0.282
125
32
0.61
0.81
1.42 0.32 -0.32 0.18 -1.78 -0.001
80 TLT 124.00 12 Jun '15 42 124.00
124.50
P
C
0.161
0.143
2,247
880
2.65
2.13
4.78 123.50
125.00
P
C
0.161
0.144
3
7
2.51
2.00
4.51 0.27 -0.27 0.23 -1.17 -0.001
81 JPM 63.61 5 Jun '15 35 63.50
64.00
P
C
0.161
0.158
42
10
1.17
1.02
2.19 63.00
64.50
P
C
0.164
0.156
26
99
1.02
0.88
1.90 0.29 -0.29 0.21 -1.38 -0.001
82 USO 20.40 19 Jun '15 49 20.00
20.50
P
C
0.343
0.329
1,680
1,728
0.82
0.93
1.75 19.50
21.00
P
C
0.349
0.324
376
932
0.64
0.72
1.36 0.39 -0.39 0.11 -3.55 -0.001
83 GLD 113.08 12 Jun '15 42 113.00
113.50
P
C
0.150
0.148
1
5
2.19
2.03
4.22 112.50
114.00
P
C
0.150
0.149
35
38
2.04
1.91
3.95 0.27 -0.27 0.23 -1.17 -0.001
84 WWAV 43.95 17 Jul '15 77 42.50
45.00
P
C
0.331
0.340
7
42
1.90
2.20
4.10 40.00
47.50
P
C
0.328
0.345
5
106
1.10
1.50
2.60 1.50 -1.50 1.00 -1.50 -0.001
85 USO 20.40 21 Aug '15 112 20.00
20.50
P
C
0.350
0.339
863
100
1.35
1.47
2.82 19.50
21.00
P
C
0.354
0.335
49
109
1.16
1.26
2.42 0.40 -0.40 0.10 -4.00 -0.001
86 NVDA 22.75 12 Jun '15 42 22.50
23.00
P
C
0.324
0.297
36
38
0.84
0.77
1.61 22.00
23.50
P
C
0.329
0.293
42
29
0.69
0.61
1.30 0.31 -0.31 0.19 -1.63 -0.001
87 CAR 55.34 21 Aug '15 112 55.00
57.50
P
C
0.322
0.320
2
8
3.60
2.90
6.50 52.50
60.00
P
C
0.328
0.315
65
4
2.75
2.25
5.00 1.50 -1.50 1.00 -1.50 -0.001
88 TIF 89.17 21 Aug '15 112 87.50
90.00
P
C
0.246
0.251
3
2
4.10
4.30
8.40 85.00
92.50
P
C
0.252
0.246
7
4
3.25
3.40
6.65 1.75 -1.75 0.75 -2.33 -0.001
89 EMN 78.74 19 Jun '15 49 77.50
80.00
P
C
0.199
0.200
10
131
1.80
1.50
3.30 75.00
82.50
P
C
0.215
0.185
181
30
1.15
0.75
1.90 1.40 -1.40 1.10 -1.27 -0.001
90 EXPD 46.45 21 Aug '15 112 46.00
47.00
P
C
0.223
0.224
5
3,852
2.15
1.85
4.00 45.00
48.00
P
C
0.226
0.223
41
31
1.80
1.55
3.35 0.65 -0.65 0.35 -1.86 -0.001
91 TLT 124.00 12 Jun '15 42 123.50
124.00
P
C
0.161
0.144
3
757
2.39
2.37
4.76 123.00
124.50
P
C
0.163
0.143
64
880
2.26
2.22
4.48 0.28 -0.28 0.22 -1.27 -0.002
92 NVDA 22.75 5 Jun '15 35 22.50
23.00
P
C
0.335
0.309
34
25
0.79
0.73
1.52 22.00
23.50
P
C
0.341
0.304
34
55
0.64
0.56
1.20 0.32 -0.32 0.18 -1.78 -0.002
93 AMC 30.75 19 Jun '15 49 30.00
31.00
P
C
0.302
0.265
8
21
0.95
1.00
1.95 29.00
32.00
P
C
0.309
0.260
10
11
0.70
0.75
1.45 0.50 -0.50 0.50 -1.00 -0.002
94 EBAY 59.30 12 Jun '15 42 59.00
59.50
P
C
0.190
0.191
5
50
1.33
1.40
2.73 58.50
60.00
P
C
0.197
0.185
10
35
1.29
1.29
2.58 0.15 -0.15 0.35 -0.43 -0.002
95 EEM 43.14 5 Jun '15 35 43.00
43.50
P
C
0.163
0.162
19
8
0.78
0.67
1.45 42.50
44.00
P
C
0.171
0.156
126
11
0.63
0.50
1.13 0.32 -0.32 0.18 -1.78 -0.002
96 MRK 59.86 12 Jun '15 42 59.50
60.00
P
C
0.207
0.170
101
15
1.37
1.26
2.63 59.00
60.50
P
C
0.203
0.176
5
10
1.31
1.18
2.49 0.14 -0.14 0.36 -0.39 -0.002
97 LYB 104.50 19 Jun '15 49 100.00
105.00
P
C
0.283
0.225
73
686
2.30
2.95
5.25 97.50
110.00
P
C
0.291
0.218
1
27
1.80
1.45
3.25 2.00 -2.00 3.00 -0.67 -0.002
98 DIA 179.90 12 Jun '15 42 179.50
180.00
P
C
0.129
0.111
150
4
2.89
2.59
5.48 179.00
180.50
P
C
0.134
0.109
49
1
2.88
2.47
5.35 0.13 -0.13 0.37 -0.35 -0.002
99 WSM 75.00 19 Jun '15 49 72.50
77.50
P
C
0.292
0.263
939
1,033
1.85
1.80
3.65 70.00
80.00
P
C
0.302
0.255
46
12
1.55
1.15
2.70 0.95 -0.95 1.55 -0.61 -0.002
100 SLB 93.00 5 Jun '15 35 93.00
93.50
P
C
0.250
0.258
15
3
3.05
2.46
5.51 92.00
94.00
P
C
0.256
0.255
20
38
2.70
2.30
5.00 0.51 -0.51 0.49 -1.04 -0.002
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