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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 ODP 7.66 20 May '16 42 7.00
8.00
P
C
1.242
1.079
102
136
0.75
0.95
1.70 6.00
9.00
P
C
1.344
0.819
5
1,606
0.70
0.60
1.30 0.40 -0.40 0.60 -0.67 0.158
2 TRXC 5.06 20 May '16 42 5.00
5.50
P
C
1.836
1.751
90
122
1.15
0.95
2.10 4.50
6.00
P
C
1.822
1.645
21
96
1.05
0.85
1.90 0.20 -0.20 0.30 -0.67 0.120
3 DNR 2.50 20 May '16 42 2.50
3.00
P
C
1.281
1.316
90
103
0.40
0.25
0.65 2.00
3.50
P
C
1.374
1.140
12
55
0.25
0.15
0.40 0.25 -0.25 0.25 -1.00 0.084
4 DNR 2.50 17 Jun '16 70 2.00
3.00
P
C
1.326
1.193
15
5
0.25
0.30
0.55 1.50
3.50
P
C
1.375
1.098
1
1
0.15
0.30
0.45 0.10 -0.10 0.40 -0.25 0.046
5 PBR 5.75 13 May '16 35 5.50
6.00
P
C
0.994
0.867
2
12
0.52
0.47
0.99 5.00
6.50
P
C
0.980
0.844
1
16
0.42
0.42
0.84 0.15 -0.15 0.35 -0.43 0.037
6 DB 15.87 15 Jul '16 98 15.00
16.00
P
C
0.425
0.625
175
596
1.25
1.50
2.75 14.00
17.00
P
C
0.456
0.576
6
74
1.00
1.15
2.15 0.60 -0.60 0.40 -1.50 0.018
7 SQ 15.13 20 May '16 42 15.00
16.00
P
C
0.943
0.538
53
26
1.70
0.65
2.35 14.00
17.00
P
C
0.901
0.565
8
11
1.40
0.65
2.05 0.30 -0.30 0.70 -0.43 0.016
8 JCI 38.43 20 May '16 42 38.00
39.00
P
C
0.262
0.232
67
11
1.00
0.90
1.90 37.00
40.00
P
C
0.264
0.214
21
33
0.90
0.70
1.60 0.30 -0.30 0.70 -0.43 0.016
9 DEO 107.77 15 Jul '16 98 105.00
110.00
P
C
0.168
0.205
23
3,043
2.70
2.70
5.40 100.00
115.00
P
C
0.184
0.174
4
255
1.80
1.40
3.20 2.20 -2.20 2.80 -0.79 0.014
10 AMLP 10.89 15 Jul '16 98 10.00
11.00
P
C
0.406
0.311
80
112
0.40
0.60
1.00 9.00
12.00
P
C
0.402
0.301
34
84
0.35
0.40
0.75 0.25 -0.25 0.75 -0.33 0.014
11 HSBC 29.60 20 May '16 42 29.00
30.00
P
C
0.323
0.243
72
105
0.97
0.77
1.74 28.00
31.00
P
C
0.321
0.232
24
40
0.67
0.43
1.10 0.64 -0.64 0.36 -1.78 0.013
12 JBLU 19.37 17 Jun '16 70 19.00
20.00
P
C
0.403
0.402
933
103
1.15
1.00
2.15 18.00
21.00
P
C
0.407
0.387
6
40
0.80
0.75
1.55 0.60 -0.60 0.40 -1.50 0.012
13 WNR 28.55 17 Jun '16 70 28.00
29.00
P
C
0.516
0.444
13
20
2.20
1.90
4.10 27.00
30.00
P
C
0.522
0.426
23
77
1.90
1.60
3.50 0.60 -0.60 0.40 -1.50 0.011
14 PFE 32.50 6 May '16 28 32.00
32.50
P
C
0.194
0.173
70
31
0.40
0.56
0.96 31.50
33.50
P
C
0.198
0.158
36
182
0.39
0.28
0.67 0.29 -0.29 0.71 -0.41 0.010
15 BABA 77.47 6 May '16 28 77.00
77.50
P
C
0.350
0.339
15
22
2.64
2.86
5.50 76.50
78.00
P
C
0.342
0.337
14
32
2.58
2.76
5.34 0.16 -0.16 0.34 -0.47 0.010
16 CTL 31.88 20 May '16 42 31.00
32.00
P
C
0.328
0.314
4
11
0.95
1.20
2.15 30.00
33.00
P
C
0.347
0.286
30
223
0.75
0.80
1.55 0.60 -0.60 0.40 -1.50 0.010
17 MXIM 36.65 20 May '16 42 36.00
37.00
P
C
0.311
0.344
1,150
7
1.30
1.30
2.60 35.00
38.00
P
C
0.318
0.327
501
21
1.00
1.00
2.00 0.60 -0.60 0.40 -1.50 0.010
18 URBN 30.44 20 May '16 42 30.00
31.00
P
C
0.453
0.443
14
10
1.60
1.50
3.10 29.00
32.00
P
C
0.456
0.432
30
45
1.30
1.25
2.55 0.55 -0.55 0.45 -1.22 0.009
19 IBM 149.35 6 May '16 28 149.00
150.00
P
C
0.317
0.265
12
71
4.90
4.00
8.90 148.00
152.50
P
C
0.317
0.257
23
1
4.70
3.10
7.80 1.10 -1.10 1.40 -0.79 0.008
20 PNRA 209.64 20 May '16 42 200.00
210.00
P
C
0.296
0.292
31
11
4.10
7.90
12.00 195.00
220.00
P
C
0.303
0.277
17
24
3.20
4.00
7.20 4.80 -4.80 5.20 -0.92 0.007
21 SRE 104.24 20 May '16 42 100.00
105.00
P
C
0.205
0.182
30
10
1.15
2.10
3.25 97.50
110.00
P
C
0.224
0.155
3
5
0.85
0.60
1.45 1.80 -1.80 3.20 -0.56 0.007
22 YHOO 36.07 6 May '16 28 36.00
36.50
P
C
0.519
0.526
1
5
1.98
1.79
3.77 35.50
37.00
P
C
0.525
0.514
2
4
1.88
1.69
3.57 0.20 -0.20 0.30 -0.67 0.007
23 BP 30.15 6 May '16 28 30.00
30.50
P
C
0.353
0.270
3
1
1.05
0.71
1.76 29.50
31.00
P
C
0.356
0.261
56
79
0.91
0.55
1.46 0.30 -0.30 0.20 -1.50 0.007
24 CNQ 27.66 20 May '16 42 27.00
28.00
P
C
0.449
0.437
378
2
1.30
1.40
2.70 26.00
29.00
P
C
0.467
0.413
7
2
1.05
1.05
2.10 0.60 -0.60 0.40 -1.50 0.007
25 LYB 83.87 20 May '16 42 82.50
85.00
P
C
0.351
0.309
78
53
3.10
2.85
5.95 80.00
87.50
P
C
0.352
0.301
59
25
2.50
2.10
4.60 1.35 -1.35 1.15 -1.17 0.007
26 FB 110.63 6 May '16 28 110.00
111.00
P
C
0.438
0.436
501
53
4.90
5.05
9.95 109.00
112.00
P
C
0.439
0.430
321
139
4.60
4.70
9.30 0.65 -0.65 0.35 -1.86 0.005
27 QQQ 109.00 13 May '16 35 108.50
109.00
P
C
0.172
0.168
4
12
2.06
2.24
4.30 108.00
110.00
P
C
0.176
0.160
24
131
1.91
1.72
3.63 0.67 -0.67 0.33 -2.03 0.005
28 VXX 18.46 13 May '16 35 18.00
18.50
P
C
0.737
0.746
125
158
1.41
1.67
3.08 17.50
19.00
P
C
0.715
0.763
141
181
1.17
1.51
2.68 0.40 -0.40 0.10 -4.00 0.005
29 ROST 56.53 20 May '16 42 55.00
57.50
P
C
0.317
0.298
984
47
1.60
1.80
3.40 52.50
60.00
P
C
0.329
0.281
24
124
0.95
1.00
1.95 1.45 -1.45 1.05 -1.38 0.005
30 AU 14.56 20 May '16 42 14.00
15.00
P
C
0.564
0.579
4
865
0.80
0.90
1.70 13.00
16.00
P
C
0.581
0.557
1
16
0.50
0.60
1.10 0.60 -0.60 0.40 -1.50 0.005
31 QQQ 109.00 6 May '16 28 108.50
109.00
P
C
0.170
0.168
308
529
1.80
2.01
3.81 108.00
110.00
P
C
0.174
0.159
107
213
1.63
1.48
3.11 0.70 -0.70 0.30 -2.33 0.004
32 LMT 226.30 17 Jun '16 70 225.00
230.00
P
C
0.156
0.155
18
22
6.10
3.70
9.80 220.00
235.00
P
C
0.161
0.146
4
3
4.50
2.20
6.70 3.10 -3.10 1.90 -1.63 0.004
33 PFE 32.50 6 May '16 28 32.00
32.50
P
C
0.194
0.173
70
31
0.40
0.56
0.96 31.50
33.00
P
C
0.198
0.165
36
83
0.39
0.42
0.81 0.15 -0.15 0.35 -0.43 0.004
34 MCK 162.20 20 May '16 42 160.00
165.00
P
C
0.270
0.262
62
18
4.70
4.40
9.10 155.00
170.00
P
C
0.281
0.247
20
32
3.20
2.60
5.80 3.30 -3.30 1.70 -1.94 0.004
35 XLE 62.37 20 May '16 42 62.00
62.50
P
C
0.232
0.237
388
336
1.73
1.89
3.62 61.50
63.00
P
C
0.232
0.233
43
211
1.62
1.74
3.36 0.26 -0.26 0.24 -1.08 0.004
36 EEM 33.38 6 May '16 28 33.00
33.50
P
C
0.220
0.219
1,285
87
0.61
0.72
1.33 32.50
34.00
P
C
0.227
0.208
874
49
0.49
0.53
1.02 0.31 -0.31 0.19 -1.63 0.003
37 WPZ 21.91 17 Jun '16 70 20.00
22.50
P
C
0.584
0.606
2
45
1.50
1.45
2.95 17.50
25.00
P
C
0.596
0.591
10
7
0.85
0.95
1.80 1.15 -1.15 1.35 -0.85 0.003
38 EEM 33.38 20 May '16 42 33.00
33.50
P
C
0.225
0.217
2,053
1,021
0.80
0.90
1.70 32.50
34.00
P
C
0.229
0.210
3,010
170
0.66
0.71
1.37 0.33 -0.33 0.17 -1.94 0.003
39 PFE 32.50 6 May '16 28 32.00
33.00
P
C
0.194
0.165
70
83
0.40
0.34
0.74 31.50
33.50
P
C
0.198
0.158
36
182
0.39
0.28
0.67 0.07 -0.07 0.43 -0.16 0.003
40 RGLD 52.75 20 May '16 42 52.50
55.00
P
C
0.467
0.468
27
116
3.10
2.35
5.45 50.00
57.50
P
C
0.471
0.462
56
4
2.15
1.65
3.80 1.65 -1.65 0.85 -1.94 0.002
41 PEP 105.08 27 May '16 49 105.00
106.00
P
C
0.144
0.139
1
20
2.09
1.66
3.75 104.00
107.00
P
C
0.149
0.132
5
5
1.81
1.34
3.15 0.60 -0.60 0.40 -1.50 0.002
42 XLE 62.37 6 May '16 28 62.00
62.50
P
C
0.234
0.231
11
9
1.31
1.47
2.78 61.50
63.00
P
C
0.231
0.232
30
2
1.25
1.36
2.61 0.17 -0.17 0.33 -0.52 0.002
43 HSBC 29.60 17 Jun '16 70 29.00
30.00
P
C
0.305
0.219
9
138
1.25
0.92
2.17 28.00
31.00
P
C
0.311
0.211
1
2
0.92
0.59
1.51 0.66 -0.66 0.34 -1.94 0.002
44 AAPL 108.66 13 May '16 35 108.00
109.00
P
C
0.308
0.280
61
101
3.75
3.55
7.30 107.00
110.00
P
C
0.310
0.276
4
233
3.40
3.15
6.55 0.75 -0.75 0.25 -3.00 0.002
45 SWHC 23.28 20 May '16 42 23.00
24.00
P
C
0.427
0.400
42
137
1.10
0.90
2.00 22.00
25.00
P
C
0.439
0.385
26
82
0.85
0.70
1.55 0.45 -0.45 0.55 -0.82 0.002
46 USG 25.85 20 May '16 42 25.00
26.00
P
C
0.448
0.449
16
390
1.10
1.40
2.50 24.00
27.00
P
C
0.451
0.443
24
37
0.90
1.15
2.05 0.45 -0.45 0.55 -0.82 0.002
47 T 38.50 27 May '16 49 38.00
38.50
P
C
0.156
0.149
10
18
0.63
0.83
1.46 37.50
39.50
P
C
0.163
0.141
10
2
0.50
0.43
0.93 0.53 -0.53 0.47 -1.13 0.002
48 KBH 14.49 15 Jul '16 98 14.00
15.00
P
C
0.390
0.377
2
127
0.89
0.86
1.75 13.00
16.00
P
C
0.406
0.359
51
20
0.60
0.55
1.15 0.60 -0.60 0.40 -1.50 0.002
49 PRU 70.17 20 May '16 42 70.00
72.50
P
C
0.344
0.285
32
35
3.10
1.69
4.79 67.50
75.00
P
C
0.352
0.276
7
76
2.15
0.97
3.12 1.67 -1.67 0.83 -2.01 0.001
50 PPL 37.40 15 Jul '16 98 37.00
38.00
P
C
0.172
0.178
1
25
1.20
0.85
2.05 36.00
39.00
P
C
0.183
0.166
10
5
1.00
0.60
1.60 0.45 -0.45 0.55 -0.82 0.001
51 QQQ 109.00 27 May '16 49 109.00
109.50
P
C
0.173
0.169
1
1
2.70
2.43
5.13 108.50
110.00
P
C
0.175
0.166
1
13
2.57
2.22
4.79 0.34 -0.34 0.16 -2.13 0.001
52 QQQ 109.00 13 May '16 35 108.50
109.50
P
C
0.172
0.164
4
6
2.06
1.95
4.01 108.00
110.00
P
C
0.176
0.160
24
131
1.91
1.72
3.63 0.38 -0.38 0.12 -3.17 0.001
53 AAPL 108.66 6 May '16 28 108.00
109.00
P
C
0.324
0.297
22
161
3.50
3.35
6.85 107.00
110.00
P
C
0.325
0.295
48
264
3.15
2.97
6.12 0.73 -0.73 0.27 -2.70 0.001
54 QQQ 109.00 6 May '16 28 108.50
109.00
P
C
0.170
0.168
308
529
1.80
2.01
3.81 108.00
109.50
P
C
0.174
0.163
107
133
1.63
1.74
3.37 0.44 -0.44 0.06 -7.33 0.001
55 LH 118.52 20 May '16 42 115.00
120.00
P
C
0.252
0.230
2
3
2.30
2.95
5.25 110.00
125.00
P
C
0.263
0.218
1
31
1.30
1.35
2.65 2.60 -2.60 2.40 -1.08 0.001
56 IWM 109.11 6 May '16 28 109.00
109.50
P
C
0.180
0.174
135
112
2.10
1.90
4.00 108.50
110.00
P
C
0.184
0.170
284
206
1.93
1.65
3.58 0.42 -0.42 0.08 -5.25 0.001
57 QQQ 109.00 13 May '16 35 108.50
109.00
P
C
0.172
0.168
4
12
2.06
2.24
4.30 108.00
109.50
P
C
0.176
0.164
24
6
1.91
2.01
3.92 0.38 -0.38 0.12 -3.17 0.000
58 SAP 76.71 20 May '16 42 75.00
77.50
P
C
0.241
0.256
30
10
2.15
1.65
3.80 72.50
80.00
P
C
0.262
0.235
50
289
1.40
0.90
2.30 1.50 -1.50 1.00 -1.50 0.000
59 RRC 34.92 20 May '16 42 34.00
35.00
P
C
0.588
0.569
27
36
2.25
2.60
4.85 33.00
36.00
P
C
0.601
0.556
30
105
1.95
2.25
4.20 0.65 -0.65 0.35 -1.86 0.000
60 SPY 204.50 6 May '16 28 204.00
204.50
P
C
0.137
0.134
900
353
2.83
3.02
5.85 203.50
205.00
P
C
0.139
0.132
715
1,725
2.67
2.75
5.42 0.43 -0.43 0.07 -6.14 0.000
61 SPY 204.50 27 May '16 49 204.00
204.50
P
C
0.144
0.143
78
211
4.02
4.24
8.26 203.50
205.00
P
C
0.146
0.141
9
170
3.89
4.00
7.89 0.37 -0.37 0.13 -2.85 0.000
62 DIA 175.66 6 May '16 28 175.50
176.00
P
C
0.136
0.127
1
143
2.50
2.23
4.73 175.00
176.50
P
C
0.139
0.125
7
26
2.43
2.11
4.54 0.19 -0.19 0.31 -0.61 0.000
63 T 38.50 27 May '16 49 38.50
39.00
P
C
0.150
0.147
30
15
0.83
0.59
1.42 38.00
39.50
P
C
0.156
0.141
10
2
0.66
0.43
1.09 0.33 -0.33 0.17 -1.94 0.000
64 QQQ 109.00 6 May '16 28 109.00
109.50
P
C
0.167
0.163
291
133
1.99
1.72
3.71 108.50
110.00
P
C
0.170
0.159
308
213
1.81
1.48
3.29 0.42 -0.42 0.08 -5.25 0.000
65 EEM 33.38 17 Jun '16 70 33.00
33.50
P
C
0.222
0.220
16
27
1.09
1.21
2.30 32.50
34.00
P
C
0.229
0.213
11
12,506
0.94
0.99
1.93 0.37 -0.37 0.13 -2.85 0.000
66 USO 10.03 27 May '16 49 10.00
10.50
P
C
0.448
0.446
112
124
0.63
0.43
1.06 9.50
11.00
P
C
0.461
0.434
106
122
0.45
0.30
0.75 0.31 -0.31 0.19 -1.63 -0.000
67 QQQ 109.00 6 May '16 28 108.50
109.50
P
C
0.170
0.163
308
133
1.80
1.72
3.52 108.00
110.00
P
C
0.174
0.159
107
213
1.63
1.48
3.11 0.41 -0.41 0.09 -4.56 -0.000
68 SPY 204.50 13 May '16 35 204.00
204.50
P
C
0.139
0.137
678
123
3.23
3.45
6.68 203.50
205.00
P
C
0.141
0.135
426
297
3.10
3.19
6.29 0.39 -0.39 0.11 -3.55 -0.000
69 IWM 109.11 27 May '16 49 109.00
109.50
P
C
0.189
0.180
5
1
2.91
2.66
5.57 108.50
110.00
P
C
0.192
0.177
1
4
2.79
2.45
5.24 0.33 -0.33 0.17 -1.94 -0.000
70 QQQ 109.00 13 May '16 35 109.00
109.50
P
C
0.167
0.164
31
6
2.23
1.95
4.18 108.50
110.00
P
C
0.172
0.160
4
131
2.08
1.72
3.80 0.38 -0.38 0.12 -3.17 -0.000
71 AAPL 108.66 27 May '16 49 108.00
109.00
P
C
0.289
0.262
12
25
4.20
3.95
8.15 107.00
110.00
P
C
0.291
0.260
4
98
3.85
3.60
7.45 0.70 -0.70 0.30 -2.33 -0.000
72 GLD 118.43 6 May '16 28 118.00
118.50
P
C
0.175
0.179
5
5
2.05
2.29
4.34 117.50
119.00
P
C
0.174
0.180
13
61
1.85
2.11
3.96 0.38 -0.38 0.12 -3.17 -0.000
73 XLE 62.37 17 Jun '16 70 62.00
62.50
P
C
0.251
0.234
31
50
2.50
2.46
4.96 61.50
63.00
P
C
0.254
0.232
41
1,289
2.37
2.29
4.66 0.30 -0.30 0.20 -1.50 -0.001
74 CAG 46.14 17 Jun '16 70 46.00
47.00
P
C
0.230
0.225
17
90
1.85
1.25
3.10 45.00
48.00
P
C
0.235
0.221
11
1,122
1.55
1.00
2.55 0.55 -0.55 0.45 -1.22 -0.001
75 DUK 79.77 15 Jul '16 98 77.50
80.00
P
C
0.167
0.159
51
25
1.95
2.05
4.00 75.00
82.50
P
C
0.180
0.147
50
101
1.35
1.15
2.50 1.50 -1.50 1.00 -1.50 -0.001
76 T 38.50 27 May '16 49 38.00
39.00
P
C
0.156
0.147
10
15
0.63
0.59
1.22 37.50
39.50
P
C
0.163
0.141
10
2
0.50
0.43
0.93 0.29 -0.29 0.21 -1.38 -0.001
77 VZ 52.18 27 May '16 49 52.00
52.50
P
C
0.163
0.160
28
10
1.13
1.05
2.18 51.50
53.00
P
C
0.168
0.155
32
1
0.98
0.86
1.84 0.34 -0.34 0.16 -2.12 -0.001
78 RL 91.24 15 Jul '16 98 90.00
95.00
P
C
0.344
0.336
7
27
5.90
4.40
10.30 85.00
100.00
P
C
0.357
0.324
74
16
4.10
2.90
7.00 3.30 -3.30 1.70 -1.94 -0.001
79 MDLZ 42.32 17 Jun '16 70 42.00
43.00
P
C
0.252
0.250
1,097
45
1.68
1.52
3.20 41.00
44.00
P
C
0.264
0.240
1
91
1.35
1.11
2.46 0.74 -0.74 0.26 -2.85 -0.001
80 LRCX 81.12 17 Jun '16 70 80.00
82.50
P
C
0.294
0.266
23
35
3.50
3.10
6.60 77.50
85.00
P
C
0.303
0.258
10
5
2.70
2.20
4.90 1.70 -1.70 0.80 -2.12 -0.001
81 SWHC 23.28 17 Jun '16 70 23.00
24.00
P
C
0.463
0.445
4
5
1.65
1.45
3.10 22.00
25.00
P
C
0.474
0.435
3
76
1.35
1.20
2.55 0.55 -0.55 0.45 -1.22 -0.001
82 MET 41.89 6 May '16 28 41.50
42.00
P
C
0.327
0.286
4
2
1.25
1.22
2.47 41.00
42.50
P
C
0.331
0.284
90
6
1.17
1.06
2.23 0.24 -0.24 0.26 -0.92 -0.001
83 FB 110.63 27 May '16 49 110.00
111.00
P
C
0.372
0.369
41
65
5.60
5.75
11.35 109.00
112.00
P
C
0.375
0.368
88
54
5.30
5.40
10.70 0.65 -0.65 0.35 -1.86 -0.001
84 ADSK 56.76 20 May '16 42 55.00
57.50
P
C
0.390
0.372
3
8
2.08
2.48
4.56 52.50
60.00
P
C
0.407
0.357
4
8
1.40
1.53
2.93 1.63 -1.63 0.87 -1.87 -0.001
85 USO 10.03 6 May '16 28 10.00
10.50
P
C
0.457
0.446
471
418
0.47
0.30
0.77 9.50
11.00
P
C
0.465
0.439
26
1,173
0.29
0.17
0.46 0.31 -0.31 0.19 -1.63 -0.002
86 GLD 118.43 13 May '16 35 118.00
118.50
P
C
0.173
0.179
5
25
2.30
2.56
4.86 117.50
119.00
P
C
0.173
0.180
6
8
2.11
2.38
4.49 0.37 -0.37 0.13 -2.85 -0.002
87 GDX 21.44 20 May '16 42 21.00
21.50
P
C
0.449
0.451
88
642
1.07
1.26
2.33 20.50
22.00
P
C
0.456
0.446
53
661
0.89
1.07
1.96 0.37 -0.37 0.13 -2.85 -0.002
88 KMB 137.49 15 Jul '16 98 135.00
140.00
P
C
0.173
0.161
8
17
3.80
3.00
6.80 130.00
145.00
P
C
0.187
0.149
4
5
2.55
1.45
4.00 2.80 -2.80 2.20 -1.27 -0.002
89 OMF 25.40 20 May '16 42 25.00
26.00
P
C
0.630
0.615
1
3
1.85
1.70
3.55 24.00
27.00
P
C
0.638
0.609
4
2
1.60
1.50
3.10 0.45 -0.45 0.55 -0.82 -0.002
90 PAAS 11.98 20 May '16 42 11.00
12.00
P
C
0.542
0.531
487
175
0.40
0.80
1.20 10.00
13.00
P
C
0.544
0.530
35
737
0.20
0.50
0.70 0.50 -0.50 0.50 -1.00 -0.002
91 VXX 18.46 6 May '16 28 18.00
18.50
P
C
0.733
0.748
302
45
1.24
1.49
2.73 17.50
19.00
P
C
0.716
0.767
41
87
1.00
1.34
2.34 0.39 -0.39 0.11 -3.55 -0.002
92 GDX 21.44 17 Jun '16 70 21.00
21.50
P
C
0.441
0.443
129
6,948
1.41
1.62
3.03 20.50
22.00
P
C
0.447
0.439
1,021
1,265
1.22
1.41
2.63 0.40 -0.40 0.10 -4.00 -0.002
93 TLT 132.01 6 May '16 28 132.00
132.50
P
C
0.136
0.122
142
23
1.97
1.51
3.48 131.50
133.00
P
C
0.137
0.124
1
268
1.78
1.39
3.17 0.31 -0.31 0.19 -1.63 -0.002
94 T 38.50 13 May '16 35 38.50
39.00
P
C
0.155
0.148
9
55
0.72
0.47
1.19 38.00
39.50
P
C
0.161
0.144
3
15
0.55
0.32
0.87 0.32 -0.32 0.18 -1.78 -0.002
95 EMR 53.84 20 May '16 42 52.50
55.00
P
C
0.237
0.238
50
132
1.25
1.00
2.25 50.00
57.50
P
C
0.262
0.216
19
35
0.70
0.35
1.05 1.20 -1.20 1.30 -0.92 -0.002
96 ESV 9.47 20 May '16 42 9.00
10.00
P
C
0.838
0.775
10
24
0.80
0.75
1.55 8.00
11.00
P
C
0.869
0.746
18
27
0.50
0.50
1.00 0.55 -0.55 0.45 -1.22 -0.003
97 EEM 33.38 15 Jul '16 98 33.00
33.50
P
C
0.246
0.204
154
10
1.46
1.32
2.78 32.50
34.00
P
C
0.250
0.203
25
14
1.31
1.14
2.45 0.33 -0.33 0.17 -1.94 -0.003
98 STZ 159.01 20 May '16 42 155.00
160.00
P
C
0.218
0.191
69
79
2.80
3.50
6.30 150.00
165.00
P
C
0.231
0.181
179
155
1.75
1.80
3.55 2.75 -2.75 2.25 -1.22 -0.003
99 CCI 88.05 20 May '16 42 87.50
90.00
P
C
0.187
0.173
20
51
1.85
1.20
3.05 85.00
92.50
P
C
0.198
0.164
1
81
1.15
0.60
1.75 1.30 -1.30 1.20 -1.08 -0.003
100 VFC 62.62 20 May '16 42 62.50
65.00
P
C
0.279
0.266
55
18
2.25
1.25
3.50 60.00
67.50
P
C
0.301
0.247
4
3
1.45
0.60
2.05 1.45 -1.45 1.05 -1.38 -0.003
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