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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 VXX 16.27 6 Mar '20 35 16.50 C
P
0.863
0.894
74
38
1.60
1.89
3.49 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.41) 2.21 -1.91 -1.16 0.142
2 VXX 16.27 6 Mar '20 35 16.00 C
P
0.866
0.867
120
132
1.77
1.57
3.34 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.56) 1.98 -1.56 -1.27 0.118
3 VXX 16.27 13 Mar '20 42 16.50 C
P
0.847
0.885
32
67
1.72
2.02
3.74 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.16) 2.16 -1.66 -1.30 0.117
4 VXX 16.27 6 Mar '20 35 15.50 C
P
0.825
0.860
58
130
1.98
1.29
3.27 17 Apr '20 77 16.00
15.00
C
P
0.778
0.795
583
799
2.52
1.72
4.24 (0.97) 1.80 -1.47 -1.22 0.113
5 VXX 16.27 6 Mar '20 35 16.50 C
P
0.863
0.894
74
38
1.60
1.89
3.49 17 Apr '20 77 17.00
16.00
C
P
0.820
0.825
404
420
2.18
2.32
4.50 (1.01) 2.13 -1.51 -1.41 0.113
6 VXX 16.27 13 Mar '20 42 15.50 C
P
0.810
0.864
13
92
2.10
1.41
3.51 17 Apr '20 77 16.00
15.00
C
P
0.778
0.795
583
799
2.52
1.72
4.24 (0.73) 1.76 -1.23 -1.43 0.102
7 VXX 16.27 13 Mar '20 42 16.50 C
P
0.847
0.885
32
67
1.72
2.02
3.74 17 Apr '20 77 17.00
16.00
C
P
0.820
0.825
404
420
2.18
2.32
4.50 (0.76) 2.06 -1.26 -1.63 0.087
8 VXX 16.27 13 Mar '20 42 16.00 C
P
0.829
0.868
265
179
1.90
1.71
3.61 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.29) 1.95 -1.29 -1.51 0.083
9 VXX 16.27 6 Mar '20 35 15.50 C
P
0.825
0.860
58
130
1.98
1.29
3.27 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.63) 1.87 -2.13 -0.88 0.071
10 VXX 16.27 13 Mar '20 42 15.50 C
P
0.810
0.864
13
92
2.10
1.41
3.51 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.39) 1.82 -1.89 -0.96 0.060
11 VXX 16.27 20 Mar '20 49 16.00 C
P
0.804
0.849
1,044
605
2.02
1.83
3.85 17 Apr '20 77 17.00
15.00
C
P
0.820
0.795
404
799
2.18
1.72
3.90 (0.05) 1.86 -1.05 -1.77 0.039
12 VXX 16.27 17 Apr '20 77 16.00 C
P
0.778
0.825
583
420
2.40
2.25
4.65 15 May '20 105 17.00
15.00
C
P
0.815
0.801
37
296
2.63
2.10
4.73 (0.08) 1.83 -1.08 -1.69 -0.013
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