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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 BGS 16.35 17 Jan '20 63 20.00 C
P
0.311
0.612
59
28
0.05
4.10
4.15 21 Feb '20 98 22.50
12.50
C
P
0.385
0.509
2
10
0.20
0.35
0.55 3.60 3.81 -3.90 -0.98 0.028
2 BGS 16.35 20 Dec '19 35 15.00 C
P
0.352
0.395
8
101
1.50
0.25
1.75 17 Jan '20 63 17.50
12.50
C
P
0.304
0.473
22
42
0.45
0.20
0.65 1.10 1.18 -1.40 -0.84 -0.031
3 BGS 16.35 20 Dec '19 35 15.00 C
P
0.352
0.395
8
101
1.50
0.25
1.75 17 Jan '20 63 20.00
12.50
C
P
0.311
0.473
59
42
0.10
0.20
0.30 1.45 1.51 -3.55 -0.43 -0.038
4 BGS 16.35 17 Jan '20 63 17.50 C
P
0.304
0.493
22
5
0.35
1.95
2.30 21 Feb '20 98 20.00
12.50
C
P
0.334
0.509
3
10
0.20
0.35
0.55 1.75 1.85 -3.25 -0.57 -0.046
5 BGS 16.35 17 Jan '20 63 15.00 C
P
0.311
0.467
3
40
1.60
0.55
2.15 21 Feb '20 98 17.50
12.50
C
P
0.323
0.509
74
10
0.70
0.35
1.05 1.10 1.27 -1.40 -0.91 -0.055
6 BGS 16.35 17 Jan '20 63 15.00 C
P
0.311
0.467
3
40
1.60
0.55
2.15 21 Feb '20 98 20.00
12.50
C
P
0.334
0.509
3
10
0.20
0.35
0.55 1.60 1.73 -3.40 -0.51 -0.066
7 BGS 16.35 20 Dec '19 35 17.50 C
P
0.338
0.368
80
102
0.25
1.40
1.65 17 Jan '20 63 20.00
15.00
C
P
0.311
0.467
59
40
0.10
0.70
0.80 0.85 1.00 -1.65 -0.61 -0.072
8 BGS 16.35 20 Dec '19 35 17.50 C
P
0.338
0.368
80
102
0.25
1.40
1.65 17 Jan '20 63 20.00
12.50
C
P
0.311
0.473
59
42
0.10
0.20
0.30 1.35 1.39 -3.65 -0.38 -0.078
9 BGS 16.35 17 Jan '20 63 17.50 C
P
0.304
0.493
22
5
0.35
1.95
2.30 21 Feb '20 98 22.50
12.50
C
P
0.385
0.509
2
10
0.20
0.35
0.55 1.75 1.78 -3.25 -0.55 -0.098
10 BGS 16.35 20 Dec '19 35 15.00 C
P
0.352
0.395
8
101
1.50
0.25
1.75 17 Jan '20 63 22.50
12.50
C
P
0.382
0.473
12
42
0.05
0.20
0.25 1.50 1.56 -6.00 -0.26 -0.108
11 BGS 16.35 17 Jan '20 63 15.00 C
P
0.311
0.467
3
40
1.60
0.55
2.15 21 Feb '20 98 22.50
12.50
C
P
0.385
0.509
2
10
0.20
0.35
0.55 1.60 1.73 -5.90 -0.29 -0.117
12 BGS 16.35 20 Dec '19 35 17.50 C
P
0.338
0.368
80
102
0.25
1.40
1.65 17 Jan '20 63 22.50
15.00
C
P
0.382
0.467
12
40
0.05
0.70
0.75 0.90 1.02 -4.10 -0.25 -0.143
13 BGS 16.35 20 Dec '19 35 17.50 C
P
0.338
0.368
80
102
0.25
1.40
1.65 17 Jan '20 63 22.50
12.50
C
P
0.382
0.473
12
42
0.05
0.20
0.25 1.40 1.41 -3.60 -0.39 -0.149
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