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# Stock Stock
Price
Strike Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days P/C IVol Volume Price Leg Price Expiry Days P/C IVol Volume Price Leg Price
1 VXX 16.27 17.00 6 Mar '20 35 C
P
0.889
0.918
81
7
1.44
2.21
3.65 17 Apr '20 77 C
P
0.820
0.847
404
213
2.18
2.99
5.17 (1.52) 2.26 1.52 1.49 0.140
2 VXX 16.27 16.00 6 Mar '20 35 C
P
0.866
0.867
120
132
1.77
1.57
3.34 17 Apr '20 77 C
P
0.778
0.825
583
420
2.52
2.32
4.84 (1.50) 1.92 1.50 1.28 0.130
3 VXX 16.27 17.00 13 Mar '20 42 C
P
0.868
0.904
83
6
1.57
2.35
3.92 17 Apr '20 77 C
P
0.820
0.847
404
213
2.18
2.99
5.17 (1.25) 2.19 1.25 1.75 0.105
4 VXX 16.27 16.00 13 Mar '20 42 C
P
0.829
0.868
265
179
1.90
1.71
3.61 17 Apr '20 77 C
P
0.778
0.825
583
420
2.52
2.32
4.84 (1.23) 1.89 1.23 1.54 0.095
5 VXX 16.27 15.00 6 Mar '20 35 C
P
0.803
0.840
72
71
2.22
1.02
3.24 17 Apr '20 77 C
P
0.758
0.795
705
799
2.93
1.72
4.65 (1.41) 1.70 1.41 1.21 0.090
6 VXX 16.27 15.00 13 Mar '20 42 C
P
0.788
0.837
47
113
2.33
1.15
3.48 17 Apr '20 77 C
P
0.758
0.795
705
799
2.93
1.72
4.65 (1.17) 1.66 1.17 1.42 0.072
7 VXX 16.27 17.00 20 Mar '20 49 C
P
0.843
0.881
2,180
496
1.68
2.50
4.18 17 Apr '20 77 C
P
0.820
0.847
404
213
2.18
2.99
5.17 (0.99) 2.08 0.99 2.10 0.058
8 VXX 16.27 16.00 20 Mar '20 49 C
P
0.804
0.849
1,044
605
2.02
1.83
3.85 17 Apr '20 77 C
P
0.778
0.825
583
420
2.52
2.32
4.84 (0.99) 1.79 0.99 1.81 0.051
9 VXX 16.27 15.00 20 Mar '20 49 C
P
0.782
0.817
9,172
1,057
2.45
1.26
3.71 17 Apr '20 77 C
P
0.758
0.795
705
799
2.93
1.72
4.65 (0.94) 1.58 0.94 1.68 0.046
10 VXX 16.27 17.00 17 Apr '20 77 C
P
0.820
0.847
404
213
2.08
2.89
4.97 15 May '20 105 C
P
0.815
0.839
37
114
2.63
3.40
6.03 (1.06) 1.98 1.06 1.87 0.013
11 VXX 16.27 16.00 17 Apr '20 77 C
P
0.778
0.825
583
420
2.40
2.25
4.65 15 May '20 105 C
P
0.783
0.823
33
135
2.98
2.72
5.70 (1.05) 1.73 1.05 1.65 -0.004
12 VXX 16.27 15.00 17 Apr '20 77 C
P
0.758
0.795
705
799
2.81
1.66
4.47 15 May '20 105 C
P
0.770
0.801
113
296
3.40
2.10
5.50 (1.03) 1.52 1.03 1.48 -0.017
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