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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 PGNX 7.46 21 Aug '15 42 7.00
8.00
P
C
0.883
0.808
56
30
0.45
0.45
0.90 6.00
9.00
P
C
0.775
0.834
1
48
0.35
0.45
0.80 0.10 -0.10 0.90 -0.11 0.083
2 WLB 16.36 16 Oct '15 98 16.00
17.00
P
C
0.472
0.495
20
24
1.30
1.15
2.45 15.00
18.00
P
C
0.475
0.456
16
5
1.10
1.05
2.15 0.30 -0.30 0.70 -0.43 0.035
3 QRVO 76.16 21 Aug '15 42 75.00
80.00
P
C
0.505
0.497
26
130
4.30
3.40
7.70 70.00
85.00
P
C
0.511
0.462
31
135
2.60
2.00
4.60 3.10 -3.10 1.90 -1.63 0.029
4 ADTN 16.74 21 Aug '15 42 16.00
17.00
P
C
0.397
0.357
1
847
0.50
0.60
1.10 15.00
18.00
P
C
0.386
0.342
42
20
0.30
0.40
0.70 0.40 -0.40 0.60 -0.67 0.027
5 AKRX 43.10 21 Aug '15 42 40.00
45.00
P
C
0.475
0.474
3
19
1.30
1.90
3.20 35.00
50.00
P
C
0.492
0.432
2
10
0.40
0.70
1.10 2.10 -2.10 2.90 -0.72 0.026
6 WLB 16.36 21 Aug '15 42 16.00
17.00
P
C
0.524
0.484
9
1
0.85
0.70
1.55 15.00
18.00
P
C
0.519
0.464
2
21
0.70
0.55
1.25 0.30 -0.30 0.70 -0.43 0.025
7 NTI 25.50 21 Aug '15 42 25.00
26.00
P
C
0.361
0.207
646
1,652
0.85
0.45
1.30 24.00
27.00
P
C
0.326
0.220
1
81
0.75
0.30
1.05 0.25 -0.25 0.75 -0.33 0.023
8 EXEL 3.68 21 Aug '15 42 3.50
4.00
P
C
1.748
1.518
37
321
0.65
0.55
1.20 3.00
4.50
P
C
1.790
1.453
110
7
0.60
0.50
1.10 0.10 -0.10 0.40 -0.25 0.023
9 HZNP 35.94 21 Aug '15 42 35.00
36.00
P
C
0.530
0.516
21
75
1.90
2.40
4.30 34.00
37.00
P
C
0.527
0.498
40
53
1.80
2.05
3.85 0.45 -0.45 0.55 -0.82 0.022
10 AGO 25.16 21 Aug '15 42 25.00
26.00
P
C
0.435
0.429
12
19
1.34
0.91
2.25 24.00
27.00
P
C
0.469
0.374
20
206
1.16
0.76
1.92 0.33 -0.33 0.67 -0.49 0.021
11 HCN 68.76 21 Aug '15 42 67.50
70.00
P
C
0.184
0.197
3
9
1.40
0.80
2.20 65.00
72.50
P
C
0.193
0.167
7
2
0.75
0.40
1.15 1.05 -1.05 1.45 -0.72 0.020
12 ISLE 18.60 16 Oct '15 98 18.00
19.00
P
C
0.473
0.462
8
5
1.35
1.45
2.80 17.00
20.00
P
C
0.473
0.443
11
7
1.15
1.30
2.45 0.35 -0.35 0.65 -0.54 0.020
13 VXX 19.85 28 Aug '15 49 19.50
20.00
P
C
0.764
0.777
15
6
1.97
2.11
4.08 19.00
20.50
P
C
0.745
0.779
8
54
1.75
2.08
3.83 0.25 -0.25 0.25 -1.00 0.017
14 BUD 126.61 21 Aug '15 42 125.00
130.00
P
C
0.253
0.259
18
1,272
3.30
2.85
6.15 120.00
135.00
P
C
0.252
0.245
228
44
1.90
1.60
3.50 2.65 -2.65 2.35 -1.13 0.015
15 VXX 19.85 14 Aug '15 35 19.50
20.00
P
C
0.779
0.786
13
136
1.66
1.82
3.48 19.00
20.50
P
C
0.740
0.810
8
11
1.43
1.73
3.16 0.32 -0.32 0.18 -1.78 0.015
16 VXX 19.85 7 Aug '15 28 19.50
20.00
P
C
0.788
0.812
3
76
1.49
1.70
3.19 19.00
20.50
P
C
0.756
0.830
78
172
1.29
1.56
2.85 0.34 -0.34 0.16 -2.13 0.013
17 ETP 52.64 21 Aug '15 42 52.50
55.00
P
C
0.260
0.269
67
61
2.05
0.65
2.70 50.00
57.50
P
C
0.258
0.258
3
126
1.20
0.30
1.50 1.20 -1.20 1.30 -0.92 0.013
18 BEAT 10.86 21 Aug '15 42 10.00
11.00
P
C
0.574
0.588
400
244
0.40
0.70
1.10 9.00
12.00
P
C
0.579
0.570
3
210
0.25
0.50
0.75 0.35 -0.35 0.65 -0.54 0.013
19 MTZ 19.29 16 Oct '15 98 19.00
20.00
P
C
0.518
0.515
14
18
1.80
1.65
3.45 18.00
21.00
P
C
0.529
0.492
23
21
1.55
1.45
3.00 0.45 -0.45 0.55 -0.82 0.012
20 XLY 77.67 7 Aug '15 28 77.50
78.00
P
C
0.156
0.147
4
12
1.12
0.99
2.11 77.00
78.50
P
C
0.156
0.135
124
2
1.10
0.93
2.03 0.08 -0.08 0.42 -0.19 0.012
21 GPS 37.58 7 Aug '15 28 37.50
38.00
P
C
0.188
0.190
31
12
0.68
0.57
1.25 37.00
38.50
P
C
0.183
0.183
8
28
0.57
0.42
0.99 0.26 -0.26 0.24 -1.08 0.011
22 HUN 21.14 21 Aug '15 42 21.00
22.00
P
C
0.313
0.296
10
34
0.80
0.45
1.25 20.00
23.00
P
C
0.327
0.272
6
25
0.50
0.25
0.75 0.50 -0.50 0.50 -1.00 0.010
23 XLE 73.46 7 Aug '15 28 73.00
73.50
P
C
0.206
0.198
12
5
1.33
1.52
2.85 72.50
74.00
P
C
0.198
0.197
2
52
1.27
1.38
2.65 0.20 -0.20 0.30 -0.67 0.010
24 MXIM 32.27 21 Aug '15 42 32.00
33.00
P
C
0.392
0.365
3
5
1.65
1.10
2.75 31.00
34.00
P
C
0.387
0.361
6
409
1.40
1.00
2.40 0.35 -0.35 0.65 -0.54 0.009
25 WM 47.73 16 Oct '15 98 47.00
48.00
P
C
0.148
0.153
7
4
1.15
1.05
2.20 46.00
49.00
P
C
0.153
0.138
16
6
1.10
0.85
1.95 0.25 -0.25 0.75 -0.33 0.009
26 INTC 29.17 14 Aug '15 35 29.00
29.50
P
C
0.298
0.317
5
57
1.09
0.84
1.93 28.50
30.00
P
C
0.302
0.303
15
8
0.89
0.68
1.57 0.36 -0.36 0.14 -2.57 0.009
27 UBNT 32.88 18 Sep '15 70 32.00
33.00
P
C
0.472
0.467
35
7
2.15
2.50
4.65 31.00
34.00
P
C
0.467
0.463
19
14
1.90
2.30
4.20 0.45 -0.45 0.55 -0.82 0.009
28 DB 31.91 21 Aug '15 42 31.00
32.00
P
C
0.343
0.334
93
90
0.95
1.35
2.30 30.00
33.00
P
C
0.344
0.326
262
61
0.75
1.05
1.80 0.50 -0.50 0.50 -1.00 0.008
29 SCHF 30.63 21 Aug '15 42 30.00
31.00
P
C
0.220
0.160
1
2
0.45
0.45
0.90 29.00
32.00
P
C
0.230
0.142
1
2
0.45
0.35
0.80 0.10 -0.10 0.90 -0.11 0.008
30 FCX 16.74 7 Aug '15 28 16.50
17.00
P
C
0.481
0.488
1
12
0.75
0.69
1.44 16.00
17.50
P
C
0.478
0.485
27
20
0.69
0.55
1.24 0.20 -0.20 0.30 -0.67 0.007
31 AMC 31.35 18 Sep '15 70 31.00
32.00
P
C
0.321
0.290
5
10
1.50
1.25
2.75 30.00
33.00
P
C
0.321
0.283
10
33
1.20
0.95
2.15 0.60 -0.60 0.40 -1.50 0.007
32 SMH 52.90 21 Aug '15 42 52.00
53.00
P
C
0.247
0.248
821
31
1.30
1.60
2.90 51.00
54.00
P
C
0.255
0.234
4,936
105
1.05
1.25
2.30 0.60 -0.60 0.40 -1.50 0.006
33 USO 17.67 7 Aug '15 28 17.50
18.00
P
C
0.403
0.383
100
160
0.66
0.58
1.24 17.00
18.50
P
C
0.407
0.372
186
69
0.51
0.42
0.93 0.31 -0.31 0.19 -1.63 0.006
34 MLNX 45.44 18 Sep '15 70 45.00
46.00
P
C
0.420
0.410
2
3
2.85
2.85
5.70 44.00
47.00
P
C
0.413
0.412
4
8
2.75
2.75
5.50 0.20 -0.20 0.80 -0.25 0.006
35 NWBO 10.82 16 Oct '15 98 10.00
11.00
P
C
0.762
0.537
24
3
1.10
0.95
2.05 9.00
12.00
P
C
0.760
0.533
4
58
0.90
0.85
1.75 0.30 -0.30 0.70 -0.43 0.006
36 TLT 116.05 7 Aug '15 28 116.00
116.50
P
C
0.186
0.160
45
10
2.27
1.78
4.05 115.50
117.00
P
C
0.182
0.159
4
4
2.11
1.69
3.80 0.25 -0.25 0.25 -1.00 0.006
37 GDX 16.75 21 Aug '15 42 16.50
17.00
P
C
0.328
0.326
64
533
0.57
0.61
1.18 16.00
17.50
P
C
0.325
0.324
12
27
0.43
0.45
0.88 0.30 -0.30 0.20 -1.50 0.005
38 MAR 75.97 21 Aug '15 42 75.00
77.50
P
C
0.259
0.242
10
427
2.05
1.70
3.75 72.50
80.00
P
C
0.265
0.232
8
40
1.35
1.00
2.35 1.40 -1.40 1.10 -1.27 0.005
39 ENDP 83.12 21 Aug '15 42 80.00
85.00
P
C
0.321
0.313
18
52
2.00
2.60
4.60 75.00
90.00
P
C
0.329
0.301
118
934
0.90
1.15
2.05 2.55 -2.55 2.45 -1.04 0.005
40 WWAV 49.88 16 Oct '15 98 47.50
50.00
P
C
0.319
0.330
42
29
2.10
3.30
5.40 45.00
52.50
P
C
0.323
0.322
17
116
1.40
2.45
3.85 1.55 -1.55 0.95 -1.63 0.005
41 KSS 63.95 16 Oct '15 98 62.50
65.00
P
C
0.255
0.229
3
13
2.55
2.50
5.05 60.00
67.50
P
C
0.254
0.225
6
3
1.80
1.65
3.45 1.60 -1.60 0.90 -1.78 0.004
42 NBL 39.06 21 Aug '15 42 37.50
40.00
P
C
0.350
0.358
30
3
1.10
1.30
2.40 35.00
42.50
P
C
0.367
0.336
10
18,748
0.60
0.60
1.20 1.20 -1.20 1.30 -0.92 0.004
43 HON 102.41 18 Sep '15 70 100.00
105.00
P
C
0.185
0.173
23
108
2.35
1.77
4.12 97.50
110.00
P
C
0.195
0.158
20
54
1.68
0.56
2.24 1.88 -1.88 3.12 -0.60 0.004
44 DIS 116.44 28 Aug '15 49 116.00
117.00
P
C
0.181
0.196
2
28
2.77
2.88
5.65 115.00
118.00
P
C
0.183
0.190
1
2
2.53
2.65
5.18 0.47 -0.47 0.53 -0.89 0.004
45 DRI 72.16 16 Oct '15 98 70.00
72.50
P
C
0.232
0.244
7
25
2.55
3.10
5.65 67.50
75.00
P
C
0.238
0.234
6
68
1.95
2.35
4.30 1.35 -1.35 1.15 -1.17 0.004
46 BABA 80.30 7 Aug '15 28 80.00
80.50
P
C
0.265
0.266
55
27
2.15
2.22
4.37 79.50
81.00
P
C
0.265
0.262
16
12
1.99
2.03
4.02 0.35 -0.35 0.15 -2.33 0.004
47 GDX 16.75 18 Sep '15 70 16.50
17.00
P
C
0.327
0.336
242
101
0.81
0.85
1.66 16.00
17.50
P
C
0.336
0.324
21
1,732
0.64
0.69
1.33 0.33 -0.33 0.17 -1.94 0.004
48 DUK 74.37 21 Aug '15 42 72.50
75.00
P
C
0.181
0.197
68
6
1.20
1.30
2.50 70.00
77.50
P
C
0.195
0.179
16
18
0.70
0.55
1.25 1.25 -1.25 1.25 -1.00 0.004
49 DIA 177.41 28 Aug '15 49 177.00
177.50
P
C
0.161
0.142
3
10
3.85
3.40
7.25 176.50
178.00
P
C
0.163
0.137
15
6
3.90
3.35
7.25 (0.00)  0 0.50  0 0.003
50 PPL 31.03 16 Oct '15 98 31.00
32.00
P
C
0.184
0.177
10
25
1.25
0.55
1.80 30.00
33.00
P
C
0.192
0.166
2
10
0.95
0.40
1.35 0.45 -0.45 0.55 -0.82 0.003
51 CAH 85.48 21 Aug '15 42 85.00
87.50
P
C
0.202
0.194
5
6
1.90
1.30
3.20 82.50
90.00
P
C
0.206
0.186
6
13
1.30
0.75
2.05 1.15 -1.15 1.35 -0.85 0.003
52 EEM 38.44 18 Sep '15 70 38.00
38.50
P
C
0.211
0.210
1,501
254
1.17
1.35
2.52 37.50
39.00
P
C
0.214
0.204
1,971
11,182
1.05
1.15
2.20 0.32 -0.32 0.18 -1.78 0.003
53 INTC 29.17 7 Aug '15 28 29.00
29.50
P
C
0.316
0.343
13
23
1.03
0.81
1.84 28.50
30.00
P
C
0.325
0.331
4
30
0.84
0.65
1.49 0.35 -0.35 0.15 -2.33 0.003
54 INTC 29.17 28 Aug '15 49 29.00
29.50
P
C
0.271
0.285
35
8
1.17
0.93
2.10 28.50
30.00
P
C
0.275
0.279
25
2
0.99
0.77
1.76 0.34 -0.34 0.16 -2.12 0.003
55 CNC 72.91 21 Aug '15 42 72.50
75.00
P
C
0.387
0.393
192
19
3.40
2.85
6.25 70.00
77.50
P
C
0.386
0.392
537
34
2.60
2.20
4.80 1.45 -1.45 1.05 -1.38 0.003
56 HPQ 30.65 7 Aug '15 28 30.50
31.00
P
C
0.218
0.228
11
6
0.64
0.58
1.22 30.00
31.50
P
C
0.221
0.223
11
2
0.49
0.44
0.93 0.29 -0.29 0.21 -1.38 0.003
57 XLE 73.46 18 Sep '15 70 73.00
73.50
P
C
0.209
0.192
169
227
2.40
2.37
4.77 72.50
74.00
P
C
0.207
0.192
8
43
2.33
2.25
4.58 0.19 -0.19 0.31 -0.61 0.002
58 SPY 207.48 7 Aug '15 28 207.00
207.50
P
C
0.151
0.150
3,388
1,524
3.20
3.36
6.56 206.50
208.00
P
C
0.154
0.145
53
3,442
3.08
3.12
6.20 0.36 -0.36 0.14 -2.57 0.002
59 TAP 71.09 16 Oct '15 98 70.00
72.50
P
C
0.305
0.315
12
11
3.90
3.60
7.50 67.50
75.00
P
C
0.302
0.316
14
337
3.10
3.00
6.10 1.40 -1.40 1.10 -1.27 0.002
60 PRU 87.36 21 Aug '15 42 85.00
87.50
P
C
0.270
0.247
19
37
2.06
2.75
4.81 82.50
90.00
P
C
0.281
0.233
10
69
1.41
1.72
3.13 1.68 -1.68 0.82 -2.05 0.002
61 SO 43.36 21 Aug '15 42 43.00
44.00
P
C
0.160
0.172
35
73
0.99
0.51
1.50 42.00
45.00
P
C
0.168
0.162
57
44
0.63
0.27
0.90 0.60 -0.60 0.40 -1.50 0.002
62 USO 17.67 16 Oct '15 98 17.50
18.00
P
C
0.379
0.369
115
655
1.27
1.19
2.46 17.00
18.50
P
C
0.383
0.363
38
228
1.07
1.00
2.07 0.39 -0.39 0.11 -3.55 0.002
63 EEM 38.44 21 Aug '15 42 38.00
38.50
P
C
0.218
0.217
1,231
359
0.89
1.07
1.96 37.50
39.00
P
C
0.224
0.209
249
6,771
0.78
0.87
1.65 0.31 -0.31 0.19 -1.63 0.002
64 USO 17.67 21 Aug '15 42 17.50
18.00
P
C
0.392
0.384
391
885
0.84
0.76
1.60 17.00
18.50
P
C
0.400
0.374
1,048
5,572
0.65
0.57
1.22 0.38 -0.38 0.12 -3.17 0.002
65 FXI 42.76 21 Aug '15 42 42.50
43.00
P
C
0.352
0.344
2,071
1,540
1.86
1.84
3.70 42.00
43.50
P
C
0.352
0.343
259
67
1.69
1.70
3.39 0.31 -0.31 0.19 -1.63 0.002
66 LRCX 78.53 21 Aug '15 42 77.50
80.00
P
C
0.317
0.322
23
77
2.75
2.60
5.35 75.00
82.50
P
C
0.328
0.309
33
6
2.00
1.85
3.85 1.50 -1.50 1.00 -1.50 0.002
67 SPY 207.48 14 Aug '15 35 207.00
207.50
P
C
0.151
0.149
597
13
3.59
3.78
7.37 206.50
208.00
P
C
0.153
0.147
8
68
3.50
3.55
7.05 0.32 -0.32 0.18 -1.78 0.001
68 FAS 32.40 16 Oct '15 98 32.25
32.50
P
C
0.463
0.433
121
41
2.87
2.73
5.60 32.00
32.75
P
C
0.473
0.423
5
2
2.99
2.83
5.82 (0.22) 0.22 0.47 0.47 0.001
69 GOLD 64.16 21 Aug '15 42 62.50
65.00
P
C
0.337
0.320
2
3
2.00
2.30
4.30 60.00
67.50
P
C
0.341
0.316
2
179
1.30
1.55
2.85 1.45 -1.45 1.05 -1.38 0.001
70 CNX 19.64 21 Aug '15 42 19.00
20.00
P
C
0.561
0.554
64
44
1.14
1.22
2.36 18.00
21.00
P
C
0.584
0.530
9
74
0.85
0.89
1.74 0.62 -0.62 0.38 -1.63 0.001
71 FB 87.95 7 Aug '15 28 87.50
88.00
P
C
0.324
0.327
57
44
2.90
3.10
6.00 87.00
88.50
P
C
0.325
0.326
178
1
2.71
2.94
5.65 0.35 -0.35 0.15 -2.33 0.001
72 FB 87.95 14 Aug '15 35 87.50
88.00
P
C
0.309
0.315
5
5,131
3.10
3.35
6.45 87.00
88.50
P
C
0.310
0.314
56
2,048
2.92
3.20
6.12 0.33 -0.33 0.17 -1.94 0.000
73 ITB 27.98 28 Aug '15 49 27.50
28.00
P
C
0.217
0.216
15
81
0.60
0.85
1.45 27.00
28.50
P
C
0.226
0.207
2
8
0.55
0.70
1.25 0.20 -0.20 0.30 -0.67 0.000
74 GLD 111.49 14 Aug '15 35 111.00
111.50
P
C
0.131
0.128
27
110
1.55
1.73
3.28 110.50
112.00
P
C
0.132
0.127
17
56
1.37
1.53
2.90 0.38 -0.38 0.12 -3.17 -0.000
75 T 34.65 7 Aug '15 28 34.50
35.00
P
C
0.202
0.191
18
86
0.68
0.55
1.23 34.00
35.50
P
C
0.211
0.183
3
106
0.54
0.38
0.92 0.31 -0.31 0.19 -1.63 -0.000
76 FB 87.95 28 Aug '15 49 87.50
88.00
P
C
0.288
0.294
58
10
3.45
3.70
7.15 87.00
88.50
P
C
0.290
0.292
1
5
3.30
3.55
6.85 0.30 -0.30 0.20 -1.50 -0.000
77 QID 34.73 21 Aug '15 42 34.00
35.00
P
C
0.340
0.316
98
125
1.13
1.27
2.40 33.00
36.00
P
C
0.313
0.343
7
142
0.75
1.10
1.85 0.55 -0.55 0.45 -1.22 -0.000
78 MON 108.81 7 Aug '15 28 108.00
109.00
P
C
0.228
0.231
1
8
2.27
2.62
4.89 107.00
110.00
P
C
0.232
0.228
11
10
2.04
2.26
4.30 0.59 -0.59 0.41 -1.44 -0.001
79 XLE 73.46 21 Aug '15 42 73.00
73.50
P
C
0.195
0.197
1,648
30
1.69
1.88
3.57 72.50
74.00
P
C
0.197
0.196
271
15
1.62
1.76
3.38 0.19 -0.19 0.31 -0.61 -0.001
80 USO 17.67 18 Sep '15 70 17.50
18.00
P
C
0.381
0.369
2,932
411
1.08
0.98
2.06 17.00
18.50
P
C
0.387
0.364
484
197
0.87
0.79
1.66 0.40 -0.40 0.10 -4.00 -0.001
81 WHR 174.42 21 Aug '15 42 170.00
175.00
P
C
0.282
0.320
35
83
4.85
6.60
11.45 165.00
180.00
P
C
0.294
0.309
3
223
3.40
4.70
8.10 3.35 -3.35 1.65 -2.03 -0.001
82 C 54.56 7 Aug '15 28 54.50
55.00
P
C
0.227
0.223
5
19
1.31
1.09
2.40 54.00
55.50
P
C
0.232
0.219
37
10
1.15
0.94
2.09 0.31 -0.31 0.19 -1.63 -0.001
83 SPY 207.48 28 Aug '15 49 207.00
207.50
P
C
0.151
0.150
46
53
4.29
4.50
8.79 206.50
208.00
P
C
0.153
0.149
2
81
4.21
4.27
8.48 0.31 -0.31 0.19 -1.63 -0.001
84 MDLZ 41.41 18 Sep '15 70 41.00
42.00
P
C
0.200
0.201
33
43
1.21
1.17
2.38 40.00
43.00
P
C
0.204
0.198
26
37
0.88
0.82
1.70 0.68 -0.68 0.32 -2.13 -0.002
85 GS 207.19 28 Aug '15 49 205.00
207.50
P
C
0.219
0.210
10
30
5.45
6.00
11.45 202.50
210.00
P
C
0.227
0.203
17
10
4.75
5.10
9.85 1.60 -1.60 0.90 -1.78 -0.002
86 KR 76.34 16 Oct '15 98 75.00
77.50
P
C
0.201
0.198
5
210
2.45
2.50
4.95 72.50
80.00
P
C
0.208
0.193
29
31
1.70
1.65
3.35 1.60 -1.60 0.90 -1.78 -0.002
87 CE 68.30 21 Aug '15 42 67.50
70.00
P
C
0.327
0.337
1,328
994
2.65
2.10
4.75 65.00
72.50
P
C
0.335
0.331
317
329
1.80
1.50
3.30 1.45 -1.45 1.05 -1.38 -0.002
88 HD 113.10 7 Aug '15 28 113.00
114.00
P
C
0.156
0.155
32
408
1.87
1.49
3.36 112.00
115.00
P
C
0.160
0.153
50
17
1.52
1.17
2.69 0.67 -0.67 0.33 -2.03 -0.002
89 ADBE 80.59 16 Oct '15 98 80.00
82.50
P
C
0.247
0.253
9
12
3.75
3.25
7.00 77.50
85.00
P
C
0.256
0.246
1
38
2.87
2.40
5.27 1.73 -1.73 0.77 -2.25 -0.002
90 ABC 109.46 21 Aug '15 42 105.00
110.00
P
C
0.234
0.245
7
7
1.60
3.10
4.70 100.00
115.00
P
C
0.249
0.232
5
10
0.70
1.50
2.20 2.50 -2.50 2.50 -1.00 -0.002
91 SLV 14.88 18 Sep '15 70 14.50
15.00
P
C
0.259
0.260
706
469
0.48
0.61
1.09 14.00
15.50
P
C
0.266
0.254
6
35
0.33
0.42
0.75 0.34 -0.34 0.16 -2.13 -0.002
92 NVAX 11.98 16 Oct '15 98 11.00
12.00
P
C
0.824
0.821
319
161
1.45
1.95
3.40 10.00
13.00
P
C
0.859
0.788
549
234
1.15
1.70
2.85 0.55 -0.55 0.45 -1.22 -0.002
93 IWM 124.14 7 Aug '15 28 124.00
124.50
P
C
0.179
0.163
6
37
2.37
2.01
4.38 123.50
125.00
P
C
0.185
0.160
29
163
2.29
1.85
4.14 0.24 -0.24 0.26 -0.92 -0.002
94 LRCX 78.53 18 Sep '15 70 77.50
80.00
P
C
0.308
0.292
110
2
3.60
3.20
6.80 75.00
82.50
P
C
0.314
0.288
3
2
2.75
2.45
5.20 1.60 -1.60 0.90 -1.78 -0.002
95 MSFT 44.59 7 Aug '15 28 44.50
45.00
P
C
0.273
0.269
60
14
1.27
1.12
2.39 44.00
45.50
P
C
0.274
0.270
12
2
1.10
0.97
2.07 0.32 -0.32 0.18 -1.78 -0.002
96 MAR 75.97 16 Oct '15 98 75.00
77.50
P
C
0.228
0.229
1
2
3.10
2.70
5.80 72.50
80.00
P
C
0.236
0.223
1
4
2.30
1.95
4.25 1.55 -1.55 0.95 -1.63 -0.002
97 NVS 103.22 21 Aug '15 42 100.00
105.00
P
C
0.195
0.192
187
131
1.30
1.75
3.05 97.50
110.00
P
C
0.204
0.186
48
24
0.90
0.60
1.50 1.55 -1.55 3.45 -0.45 -0.003
98 RL 129.67 16 Oct '15 98 125.00
130.00
P
C
0.241
0.248
5
4
4.30
6.10
10.40 120.00
135.00
P
C
0.250
0.242
3
5
2.95
4.20
7.15 3.25 -3.25 1.75 -1.86 -0.003
99 JBLU 21.72 21 Aug '15 42 21.00
22.00
P
C
0.406
0.401
16
1,064
0.80
1.00
1.80 20.00
23.00
P
C
0.423
0.388
59
756
0.60
0.70
1.30 0.50 -0.50 0.50 -1.00 -0.003
100 JWN 77.38 16 Oct '15 98 75.00
77.50
P
C
0.207
0.209
1
1
2.29
3.05
5.34 72.50
80.00
P
C
0.217
0.202
2
19
1.60
2.06
3.66 1.68 -1.68 0.82 -2.05 -0.003
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