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# Stock Stock
Price
Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days Strike P/C IVol Volume Price Leg Price Expiry Days Strike P/C IVol Volume Price Leg Price
1 SFM 22.79 19 May '17 50 22.50 C
P
0.536
0.492
86
1
1.75
1.45
3.20 16 Jun '17 78 25.00
20.00
C
P
0.426
0.418
334
5
1.10
0.85
1.95 1.25 1.71 -1.25 -1.37 0.184
2 SFM 22.79 19 May '17 50 22.50 C
P
0.536
0.492
86
1
1.75
1.45
3.20 16 Jun '17 78 27.50
20.00
C
P
0.427
0.418
10
5
0.50
0.85
1.35 1.85 2.09 -3.15 -0.66 0.183
3 ARLP 22.20 19 May '17 50 20.00 C
P
0.543
0.375
1
2
2.50
0.40
2.90 16 Jun '17 78 25.00
17.50
C
P
0.371
0.447
130
1
0.55
0.40
0.95 1.95 2.12 -3.05 -0.70 0.100
4 UBNT 50.62 19 May '17 50 50.00 C
P
0.442
0.420
1
4
3.40
2.75
6.15 16 Jun '17 78 60.00
45.00
C
P
0.362
0.401
41
1
0.85
1.45
2.30 3.85 4.38 -6.15 -0.71 0.098
5 HP 66.53 19 May '17 50 65.00 C
P
0.338
0.303
55
30
3.60
2.40
6.00 16 Jun '17 78 70.00
62.50
C
P
0.292
0.305
10
3
2.05
2.30
4.35 1.65 3.25 -3.35 -0.97 0.044
6 MGM 27.33 5 May '17 36 27.50 C
P
0.309
0.316
20
103
0.91
1.10
2.01 16 Jun '17 78 28.00
27.00
C
P
0.283
0.299
41
45
1.17
1.34
2.51 (0.50) 1.18 -1.00 -1.18 0.044
7 DKS 49.12 19 May '17 50 50.00 C
P
0.348
0.344
58
1
2.10
2.85
4.95 16 Jun '17 78 52.50
49.00
C
P
0.319
0.334
105
10
1.65
3.00
4.65 0.30 2.43 -2.20 -1.10 0.039
8 FCX 13.31 12 May '17 43 13.50 C
P
0.467
0.438
31
4
0.73
0.86
1.59 16 Jun '17 78 14.00
13.00
C
P
0.437
0.430
1,941
246
0.81
0.91
1.72 (0.13) 0.85 -0.63 -1.35 0.038
9 ARLP 22.20 19 May '17 50 20.00 C
P
0.543
0.375
1
2
2.50
0.40
2.90 16 Jun '17 78 22.50
17.50
C
P
0.435
0.447
52
1
1.45
0.40
1.85 1.05 1.42 -1.45 -0.98 0.037
10 CY 13.97 19 May '17 50 14.00 C
P
0.385
0.381
186
58
0.70
0.70
1.40 16 Jun '17 78 15.00
13.00
C
P
0.367
0.365
795
43
0.60
0.55
1.15 0.25 0.64 -0.75 -0.85 0.034
11 ARLP 22.20 19 May '17 50 22.50 C
P
0.425
0.359
107
5
0.90
1.50
2.40 16 Jun '17 78 25.00
20.00
C
P
0.371
0.382
130
3
0.55
0.85
1.40 1.00 1.32 -1.50 -0.88 0.030
12 F 11.68 5 May '17 36 11.50 C
P
0.207
0.278
159
23
0.38
0.29
0.67 16 Jun '17 78 12.00
11.00
C
P
0.199
0.258
1,201
38
0.30
0.27
0.57 0.10 0.41 -0.40 -1.02 0.028
13 SYK 131.95 19 May '17 50 130.00 C
P
0.184
0.152
5
20
4.20
2.15
6.35 16 Jun '17 78 140.00
125.00
C
P
0.149
0.162
1
4
1.05
1.50
2.55 3.80 4.45 -6.20 -0.72 0.024
14 HON 125.41 19 May '17 50 130.00 C
P
0.151
0.174
14
1
1.05
5.95
7.00 16 Jun '17 78 135.00
125.00
C
P
0.149
0.152
12
94
0.59
3.65
4.24 2.76 3.75 -2.24 -1.67 0.023
15 DF 19.57 19 May '17 50 20.00 C
P
0.316
0.315
8
33
0.65
1.10
1.75 16 Jun '17 78 21.00
18.00
C
P
0.285
0.326
23
4
0.60
0.55
1.15 0.60 0.95 -1.40 -0.68 0.021
16 FXE 103.52 12 May '17 43 103.50 C
P
0.109
0.103
2
4
1.54
1.43
2.97 16 Jun '17 78 104.00
103.00
C
P
0.098
0.095
2
10
1.68
1.57
3.25 (0.28) 1.68 -0.78 -2.15 0.019
17 FTK 12.43 19 May '17 50 12.00 C
P
0.538
0.528
2
10
1.10
0.70
1.80 16 Jun '17 78 14.00
11.00
C
P
0.500
0.549
10
20
0.65
0.70
1.35 0.45 0.86 -1.55 -0.55 0.016
18 SYK 131.95 19 May '17 50 130.00 C
P
0.184
0.152
5
20
4.20
2.15
6.35 16 Jun '17 78 135.00
125.00
C
P
0.157
0.162
2
4
2.50
1.50
4.00 2.35 3.51 -2.65 -1.32 0.016
19 VXX 15.52 12 May '17 43 15.50 C
P
0.615
0.642
50
384
1.30
1.31
2.61 16 Jun '17 78 16.00
15.00
C
P
0.631
0.612
43
123
1.63
1.48
3.11 (0.50) 1.38 -1.00 -1.38 0.015
20 VZ 49.06 5 May '17 36 49.50 C
P
0.153
0.151
1
7
0.49
1.41
1.90 16 Jun '17 78 50.00
49.00
C
P
0.149
0.142
1,468
71
0.76
1.55
2.31 (0.41) 1.06 -0.91 -1.16 0.014
21 BAC 23.87 5 May '17 36 23.50 C
P
0.283
0.260
51
12
0.97
0.58
1.55 16 Jun '17 78 24.00
23.00
C
P
0.269
0.261
6,579
605
1.10
0.78
1.88 (0.33) 0.88 -0.83 -1.06 0.013
22 K 72.54 19 May '17 50 72.50 C
P
0.197
0.180
13
122
1.90
1.80
3.70 16 Jun '17 78 77.50
70.00
C
P
0.190
0.175
33
73
0.80
1.55
2.35 1.35 1.98 -3.65 -0.54 0.012
23 CHK 5.85 5 May '17 36 5.50 C
P
0.579
0.489
19
145
0.56
0.17
0.73 16 Jun '17 78 6.00
5.00
C
P
0.524
0.533
303
550
0.51
0.22
0.73 (0.00) 0.38 -0.50 -0.76 0.012
24 K 72.54 16 Jun '17 78 75.00 C
P
0.197
0.168
30
39
1.20
3.90
5.10 21 Jul '17 113 77.50
72.50
C
P
0.186
0.168
4
5
1.15
3.10
4.25 0.85 2.18 -1.65 -1.32 0.012
25 PAYX 59.13 19 May '17 50 60.00 C
P
0.149
0.137
86
2
0.60
1.85
2.45 16 Jun '17 78 62.50
57.50
C
P
0.130
0.147
32
8
0.30
1.10
1.40 1.05 1.36 -1.45 -0.94 0.009
26 HON 125.41 19 May '17 50 125.00 C
P
0.156
0.173
3
33
3.05
2.91
5.96 16 Jun '17 78 135.00
120.00
C
P
0.149
0.170
12
11
0.59
1.98
2.57 3.39 4.03 -6.61 -0.61 0.009
27 CY 13.97 19 May '17 50 14.00 C
P
0.385
0.381
186
58
0.70
0.70
1.40 16 Jun '17 78 15.00
12.00
C
P
0.367
0.391
795
10
0.60
0.35
0.95 0.45 0.70 -1.55 -0.45 0.008
28 T 41.76 12 May '17 43 41.50 C
P
0.142
0.147
20
12
0.62
0.84
1.46 16 Jun '17 78 42.00
41.00
C
P
0.141
0.140
245
70
0.79
0.94
1.73 (0.27) 0.71 -0.77 -0.92 0.008
29 K 72.54 16 Jun '17 78 75.00 C
P
0.197
0.168
30
39
1.20
3.90
5.10 21 Jul '17 113 77.50
70.00
C
P
0.186
0.172
4
3
1.15
1.95
3.10 2.00 2.92 -3.00 -0.97 0.008
30 F 11.68 12 May '17 43 11.50 C
P
0.196
0.268
17
15
0.39
0.30
0.69 16 Jun '17 78 12.00
11.00
C
P
0.199
0.258
1,201
38
0.30
0.27
0.57 0.12 0.38 -0.38 -1.00 0.006
31 K 72.54 19 May '17 50 72.50 C
P
0.197
0.180
13
122
1.90
1.80
3.70 16 Jun '17 78 75.00
70.00
C
P
0.197
0.175
30
73
1.55
1.55
3.10 0.60 1.69 -1.90 -0.89 0.005
32 HON 125.41 19 May '17 50 130.00 C
P
0.151
0.174
14
1
1.05
5.95
7.00 16 Jun '17 78 135.00
120.00
C
P
0.149
0.170
12
11
0.59
1.98
2.57 4.43 5.04 -5.57 -0.90 0.005
33 RRC 28.61 19 May '17 50 29.00 C
P
0.391
0.365
82
125
1.45
1.70
3.15 16 Jun '17 78 30.00
28.00
C
P
0.378
0.373
1,012
20
1.50
1.70
3.20 (0.05) 1.45 -1.05 -1.38 0.004
34 HON 125.41 19 May '17 50 125.00 C
P
0.156
0.173
3
33
3.05
2.91
5.96 16 Jun '17 78 130.00
120.00
C
P
0.156
0.170
5
11
1.70
1.98
3.68 2.28 3.39 -2.72 -1.25 0.003
35 GOLD 86.41 19 May '17 50 87.50 C
P
0.321
0.320
1
3
3.50
4.40
7.90 16 Jun '17 78 90.00
85.00
C
P
0.319
0.319
4
2
3.90
4.50
8.40 (0.50) 3.38 -3.00 -1.13 0.002
36 EEM 39.67 19 May '17 50 39.50 C
P
0.164
0.155
143
7,441
1.04
0.81
1.85 16 Jun '17 78 40.50
39.00
C
P
0.156
0.163
19
88
0.83
0.88
1.71 0.14 0.90 -0.86 -1.05 0.000
37 BAC 23.87 12 May '17 43 23.50 C
P
0.269
0.262
130
5
1.04
0.66
1.70 16 Jun '17 78 24.00
23.00
C
P
0.269
0.261
6,579
605
1.10
0.78
1.88 (0.18) 0.89 -0.68 -1.31 -0.000
38 DHR 85.72 19 May '17 50 87.50 C
P
0.144
0.134
193
1
1.00
2.65
3.65 16 Jun '17 78 90.00
85.00
C
P
0.139
0.140
37
5
0.85
2.05
2.90 0.75 1.62 -1.75 -0.93 -0.000
39 K 72.54 16 Jun '17 78 72.50 C
P
0.185
0.170
33
28
2.15
2.40
4.55 21 Jul '17 113 77.50
70.00
C
P
0.186
0.172
4
3
1.15
1.95
3.10 1.45 2.26 -3.55 -0.64 -0.002
40 EMR 59.61 19 May '17 50 60.00 C
P
0.207
0.189
39
2
1.35
2.05
3.40 16 Jun '17 78 62.50
55.00
C
P
0.185
0.213
11
13
0.85
0.80
1.65 1.75 2.21 -3.25 -0.68 -0.002
41 K 72.54 16 Jun '17 78 72.50 C
P
0.185
0.170
33
28
2.15
2.40
4.55 21 Jul '17 113 75.00
70.00
C
P
0.186
0.172
3
3
1.85
1.95
3.80 0.75 2.02 -1.75 -1.15 -0.002
42 HALO 13.03 19 May '17 50 13.00 C
P
0.513
0.556
150
10
0.85
0.85
1.70 16 Jun '17 78 15.00
12.00
C
P
0.483
0.589
265
40
0.60
0.95
1.55 0.15 0.67 -1.85 -0.36 -0.004
43 EEM 39.67 19 May '17 50 40.00 C
P
0.157
0.153
7,863
426
0.76
1.04
1.80 16 Jun '17 78 40.50
39.50
C
P
0.156
0.158
19
91
0.83
1.08
1.91 (0.11) 0.81 -0.61 -1.33 -0.004
44 EEM 39.67 19 May '17 50 39.50 C
P
0.164
0.155
143
7,441
1.04
0.81
1.85 16 Jun '17 78 40.00
39.00
C
P
0.161
0.163
754
88
1.06
0.88
1.94 (0.09) 0.86 -0.59 -1.46 -0.005
45 BP 34.52 5 May '17 36 34.50 C
P
0.180
0.176
5
30
0.72
0.68
1.40 16 Jun '17 78 35.00
34.00
C
P
0.189
0.174
44
23
0.78
1.13
1.91 (0.51) 0.71 -1.01 -0.70 -0.006
46 USO 10.57 16 Jun '17 78 10.50 C
P
0.290
0.292
375
174
0.59
0.52
1.11 21 Jul '17 113 11.00
10.00
C
P
0.284
0.303
750
36
0.50
0.45
0.95 0.16 0.51 -0.34 -1.50 -0.006
47 USO 10.57 16 Jun '17 78 10.50 C
P
0.290
0.292
375
174
0.59
0.52
1.11 21 Jul '17 113 11.50
10.00
C
P
0.284
0.303
229
36
0.34
0.45
0.79 0.32 0.57 -0.68 -0.84 -0.006
48 CY 13.97 19 May '17 50 13.00 C
P
0.381
0.370
14
74
1.30
0.30
1.60 16 Jun '17 78 15.00
12.00
C
P
0.367
0.391
795
10
0.60
0.35
0.95 0.65 0.87 -1.35 -0.64 -0.007
49 EEM 39.67 19 May '17 50 40.00 C
P
0.157
0.153
7,863
426
0.76
1.04
1.80 16 Jun '17 78 40.50
39.00
C
P
0.156
0.163
19
88
0.83
0.88
1.71 0.09 0.86 -0.91 -0.95 -0.009
50 GM 35.41 12 May '17 43 35.50 C
P
0.250
0.230
3
2
1.12
1.13
2.25 16 Jun '17 78 36.00
35.00
C
P
0.231
0.258
220
44
1.26
1.49
2.75 (0.50) 1.15 -1.00 -1.15 -0.009
51 FXE 103.52 5 May '17 36 103.50 C
P
0.094
0.089
10
10
1.22
1.13
2.35 16 Jun '17 78 104.00
103.00
C
P
0.098
0.095
2
10
1.68
1.57
3.25 (0.90) 1.30 -1.40 -0.93 -0.010
52 MKC 97.53 19 May '17 50 95.00 C
P
0.156
0.148
1
35
3.20
1.15
4.35 16 Jun '17 78 105.00
90.00
C
P
0.144
0.170
5
126
0.50
0.75
1.25 3.10 3.36 -6.90 -0.49 -0.010
53 EEM 39.67 16 Jun '17 78 39.50 C
P
0.168
0.158
1
91
1.25
1.04
2.29 21 Jul '17 113 40.00
39.00
C
P
0.169
0.167
18
10
1.25
1.27
2.52 (0.23) 0.93 -0.73 -1.27 -0.010
54 EWZ 37.42 12 May '17 43 37.50 C
P
0.305
0.299
2
2
1.47
1.52
2.99 16 Jun '17 78 38.00
37.00
C
P
0.307
0.308
1
10
1.91
1.96
3.87 (0.88) 1.46 -1.38 -1.06 -0.011
55 MKC 97.53 19 May '17 50 95.00 C
P
0.156
0.148
1
35
3.20
1.15
4.35 16 Jun '17 78 100.00
90.00
C
P
0.146
0.170
19
126
1.55
0.75
2.30 2.05 2.48 -2.95 -0.84 -0.012
56 SLV 17.16 30 Jun '17 92 17.00 C
P
0.205
0.192
31
12
0.78
0.57
1.35 21 Jul '17 113 17.50
16.50
C
P
0.211
0.198
23
5
0.67
0.46
1.13 0.22 0.49 -0.28 -1.75 -0.012
57 HALO 13.03 19 May '17 50 13.00 C
P
0.513
0.556
150
10
0.85
0.85
1.70 16 Jun '17 78 14.00
12.00
C
P
0.492
0.589
50
40
0.90
0.95
1.85 (0.15) 0.57 -1.15 -0.50 -0.013
58 SLV 17.16 30 Jun '17 92 17.00 C
P
0.205
0.192
31
12
0.78
0.57
1.35 21 Jul '17 113 18.00
16.50
C
P
0.212
0.198
29
5
0.49
0.46
0.95 0.40 0.58 -0.60 -0.97 -0.013
59 USO 10.57 16 Jun '17 78 11.00 C
P
0.288
0.277
805
54
0.38
0.78
1.16 21 Jul '17 113 11.50
10.50
C
P
0.284
0.295
229
85
0.34
0.67
1.01 0.15 0.53 -0.35 -1.51 -0.014
60 CY 13.97 19 May '17 50 13.00 C
P
0.381
0.370
14
74
1.30
0.30
1.60 16 Jun '17 78 14.00
12.00
C
P
0.374
0.391
110
10
1.00
0.35
1.35 0.25 0.61 -0.75 -0.81 -0.014
61 NEE 128.13 19 May '17 50 130.00 C
P
0.151
0.138
272
116
1.90
3.60
5.50 16 Jun '17 78 135.00
125.00
C
P
0.128
0.175
11
7
1.05
2.80
3.85 1.65 2.68 -3.35 -0.80 -0.014
62 QEP 12.33 19 May '17 50 12.00 C
P
0.402
0.420
616
30
0.85
0.55
1.40 16 Jun '17 78 14.00
11.00
C
P
0.410
0.427
15
154
0.45
0.45
0.90 0.50 0.73 -1.50 -0.49 -0.015
63 QQQ 132.47 12 May '17 43 132.50 C
P
0.115
0.111
3
22
1.92
1.90
3.82 16 Jun '17 78 133.00
132.00
C
P
0.119
0.122
112
48
2.71
2.77
5.48 (1.66) 1.75 -2.16 -0.81 -0.015
64 DHR 85.72 19 May '17 50 87.50 C
P
0.144
0.134
193
1
1.00
2.65
3.65 16 Jun '17 78 90.00
82.50
C
P
0.139
0.155
37
20
0.85
1.25
2.10 1.55 2.13 -3.45 -0.62 -0.015
65 SLV 17.16 19 May '17 50 17.50 C
P
0.194
0.185
298
71
0.34
0.65
0.99 16 Jun '17 78 18.00
17.00
C
P
0.204
0.191
161
792
0.33
0.53
0.86 0.13 0.48 -0.37 -1.30 -0.016
66 SLV 17.16 16 Jun '17 78 17.00 C
P
0.203
0.191
65
792
0.72
0.51
1.23 21 Jul '17 113 17.50
16.50
C
P
0.211
0.198
23
5
0.67
0.46
1.13 0.10 0.54 -0.40 -1.35 -0.016
67 FXI 38.80 19 May '17 50 38.50 C
P
0.163
0.162
92
278
1.08
0.77
1.85 16 Jun '17 78 39.00
38.00
C
P
0.169
0.173
12
3
1.14
0.88
2.02 (0.17) 0.81 -0.67 -1.21 -0.017
68 SLV 17.16 16 Jun '17 78 17.00 C
P
0.203
0.191
65
792
0.72
0.51
1.23 21 Jul '17 113 18.00
16.50
C
P
0.212
0.198
29
5
0.49
0.46
0.95 0.28 0.60 -0.72 -0.83 -0.017
69 SLV 17.16 19 May '17 50 17.00 C
P
0.194
0.183
857
4,875
0.57
0.38
0.95 16 Jun '17 78 17.50
16.50
C
P
0.201
0.194
4,294
224
0.50
0.33
0.83 0.12 0.46 -0.38 -1.21 -0.018
70 SLV 17.16 19 May '17 50 17.50 C
P
0.194
0.185
298
71
0.34
0.65
0.99 16 Jun '17 78 18.00
16.50
C
P
0.204
0.194
161
224
0.33
0.33
0.66 0.33 0.58 -0.67 -0.87 -0.019
71 SLV 17.16 19 May '17 50 17.00 C
P
0.194
0.183
857
4,875
0.57
0.38
0.95 16 Jun '17 78 18.00
16.50
C
P
0.204
0.194
161
224
0.33
0.33
0.66 0.29 0.52 -0.71 -0.73 -0.020
72 SLV 17.16 19 May '17 50 17.50 C
P
0.194
0.185
298
71
0.34
0.65
0.99 30 Jun '17 92 18.00
17.00
C
P
0.206
0.192
45
12
0.39
0.58
0.97 0.02 0.54 -0.48 -1.13 -0.020
73 EEM 39.67 5 May '17 36 39.50 C
P
0.154
0.144
12
3
0.82
0.62
1.44 16 Jun '17 78 40.50
39.00
C
P
0.156
0.163
19
88
0.83
0.88
1.71 (0.27) 0.79 -1.27 -0.62 -0.021
74 QEP 12.33 19 May '17 50 12.00 C
P
0.402
0.420
616
30
0.85
0.55
1.40 16 Jun '17 78 13.00
11.00
C
P
0.417
0.427
2
154
0.75
0.45
1.20 0.20 0.58 -0.80 -0.72 -0.021
75 SPY 236.27 12 May '17 43 236.50 C
P
0.103
0.095
15
3
3.22
3.15
6.37 16 Jun '17 78 237.00
236.00
C
P
0.107
0.113
1,824
1,729
4.39
4.75
9.14 (2.77) 3.08 -3.27 -0.94 -0.021
76 USO 10.57 16 Jun '17 78 11.00 C
P
0.288
0.277
805
54
0.38
0.78
1.16 21 Jul '17 113 11.50
10.00
C
P
0.284
0.303
229
36
0.34
0.45
0.79 0.37 0.64 -0.63 -1.02 -0.022
77 SPY 236.27 12 May '17 43 236.50 C
P
0.103
0.095
15
3
3.22
3.15
6.37 30 Jun '17 92 237.00
236.00
C
P
0.107
0.115
169
282
4.80
5.30
10.10 (3.73) 3.38 -4.23 -0.80 -0.024
78 LVLT 57.06 19 May '17 50 57.50 C
P
0.120
0.133
1
5
0.75
1.15
1.90 16 Jun '17 78 60.00
55.00
C
P
0.123
0.153
50
50
0.45
0.80
1.25 0.65 0.92 -1.85 -0.50 -0.024
79 SWN 8.09 19 May '17 50 9.00 C
P
0.513
0.509
400
127
0.27
1.17
1.44 16 Jun '17 78 10.00
8.00
C
P
0.525
0.521
105
25
0.24
0.74
0.98 0.46 0.78 -0.54 -1.44 -0.024
80 EEM 39.67 5 May '17 36 39.50 C
P
0.154
0.144
12
3
0.82
0.62
1.44 16 Jun '17 78 40.00
39.00
C
P
0.161
0.163
754
88
1.06
0.88
1.94 (0.50) 0.76 -1.00 -0.76 -0.026
81 SLV 17.16 5 May '17 36 17.00 C
P
0.189
0.178
86
47
0.48
0.30
0.78 16 Jun '17 78 17.50
16.50
C
P
0.201
0.194
4,294
224
0.50
0.33
0.83 (0.05) 0.44 -0.55 -0.80 -0.028
82 SLV 17.16 5 May '17 36 17.00 C
P
0.189
0.178
86
47
0.48
0.30
0.78 16 Jun '17 78 18.00
16.50
C
P
0.204
0.194
161
224
0.33
0.33
0.66 0.12 0.48 -0.88 -0.55 -0.030
83 QQQ 132.47 5 May '17 36 132.50 C
P
0.107
0.103
156
201
1.75
1.69
3.44 16 Jun '17 78 133.00
132.00
C
P
0.119
0.122
112
48
2.71
2.77
5.48 (2.04) 1.75 -2.54 -0.69 -0.032
84 SPY 236.27 5 May '17 36 236.50 C
P
0.097
0.090
42
36
2.75
2.74
5.49 16 Jun '17 78 237.00
236.00
C
P
0.107
0.113
1,824
1,729
4.39
4.75
9.14 (3.65) 2.82 -4.15 -0.68 -0.033
85 ARLP 22.20 19 May '17 50 22.50 C
P
0.425
0.359
107
5
0.90
1.50
2.40 16 Jun '17 78 25.00
17.50
C
P
0.371
0.447
130
1
0.55
0.40
0.95 1.45 1.65 -3.55 -0.46 -0.035
86 COST 167.89 5 May '17 36 167.50 C
P
0.138
0.136
23
11
2.87
2.54
5.41 16 Jun '17 78 170.00
165.00
C
P
0.155
0.153
43
38
3.75
3.60
7.35 (1.94) 2.74 -4.44 -0.62 -0.035
87 SPY 236.27 5 May '17 36 236.50 C
P
0.097
0.090
42
36
2.75
2.74
5.49 30 Jun '17 92 237.00
236.00
C
P
0.107
0.115
169
282
4.80
5.30
10.10 (4.61) 3.03 -5.11 -0.59 -0.035
88 BRS 14.98 19 May '17 50 15.00 C
P
0.570
0.630
13
26
1.20
1.20
2.40 16 Jun '17 78 17.50
12.50
C
P
0.578
0.657
15
251
0.90
0.85
1.75 0.65 1.07 -1.85 -0.58 -0.036
89 XLE 70.14 19 May '17 50 70.50 C
P
0.164
0.150
50
12
1.48
1.71
3.19 30 Jun '17 92 71.00
70.00
C
P
0.168
0.183
2
38
2.03
2.59
4.62 (1.43) 1.40 -1.93 -0.73 -0.037
90 GDX 22.57 5 May '17 36 22.50 C
P
0.341
0.328
1
163
0.93
0.86
1.79 16 Jun '17 78 23.00
22.00
C
P
0.356
0.352
207
60
1.31
1.19
2.50 (0.71) 0.96 -1.21 -0.79 -0.039
91 USO 10.57 5 May '17 36 10.50 C
P
0.275
0.261
182
13
0.37
0.30
0.67 16 Jun '17 78 11.50
10.00
C
P
0.279
0.302
392
11,966
0.23
0.34
0.57 0.10 0.40 -0.90 -0.44 -0.044
92 USO 10.57 19 May '17 50 10.50 C
P
0.266
0.270
1,454
263
0.44
0.38
0.82 16 Jun '17 78 11.50
10.00
C
P
0.279
0.302
392
11,966
0.23
0.34
0.57 0.25 0.44 -0.75 -0.59 -0.045
93 ESV 8.86 19 May '17 50 9.00 C
P
0.552
0.515
25
127
0.65
0.70
1.35 16 Jun '17 78 10.00
8.00
C
P
0.559
0.556
193
101
0.55
0.55
1.10 0.25 0.62 -0.75 -0.83 -0.046
94 XLE 70.14 19 May '17 50 70.50 C
P
0.164
0.150
50
12
1.48
1.71
3.19 16 Jun '17 78 71.00
70.00
C
P
0.173
0.188
745
131
1.93
2.43
4.36 (1.17) 1.12 -1.67 -0.67 -0.046
95 USO 10.57 5 May '17 36 10.50 C
P
0.275
0.261
182
13
0.37
0.30
0.67 16 Jun '17 78 11.00
10.00
C
P
0.288
0.302
805
11,966
0.39
0.34
0.73 (0.06) 0.36 -0.56 -0.64 -0.054
96 HIMX 8.71 5 May '17 36 8.50 C
P
0.500
0.500
53
22
0.55
0.40
0.95 16 Jun '17 78 9.00
8.00
C
P
0.528
0.525
76
113
0.80
0.55
1.35 (0.40) 0.36 -0.90 -0.40 -0.054
97 USO 10.57 19 May '17 50 10.50 C
P
0.266
0.270
1,454
263
0.44
0.38
0.82 16 Jun '17 78 11.00
10.00
C
P
0.288
0.302
805
11,966
0.39
0.34
0.73 0.09 0.38 -0.41 -0.93 -0.054
98 USO 10.57 19 May '17 50 11.00 C
P
0.253
0.262
2,315
76
0.22
0.65
0.87 16 Jun '17 78 11.50
10.50
C
P
0.279
0.292
392
174
0.23
0.54
0.77 0.10 0.39 -0.40 -0.97 -0.055
99 USO 10.57 5 May '17 36 11.00 C
P
0.254
0.259
181
1
0.16
0.59
0.75 16 Jun '17 78 11.50
10.50
C
P
0.279
0.292
392
174
0.23
0.54
0.77 (0.02) 0.41 -0.52 -0.79 -0.058
100 VXX 15.52 5 May '17 36 15.50 C
P
0.587
0.596
4
779
1.11
1.13
2.24 16 Jun '17 78 16.00
15.00
C
P
0.631
0.612
43
123
1.63
1.48
3.11 (0.87) 1.23 -1.37 -0.90 -0.060
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