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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 HBI 17.73 15 Jun '18 45 17.00
18.00
C
P
0.262
0.324
696
55
1.00
0.90
1.90 20 Jul '18 80 16.00
19.00
C
P
0.252
0.300
50
89
2.05
1.85
3.90 (2.00) 0.25 -1.00 -0.25 0.034
2 KHC 55.70 15 Jun '18 45 55.00
57.50
C
P
0.238
0.290
64
27
2.20
3.10
5.30 20 Jul '18 80 52.50
60.00
C
P
0.231
0.268
6
420
4.60
5.60
10.20 (4.90) 1.02 -2.40 -0.43 0.030
3 TER 33.51 15 Jun '18 45 33.00
34.00
C
P
0.350
0.349
5,138
50
1.85
1.85
3.70 20 Jul '18 80 32.00
35.00
C
P
0.355
0.327
14
68
3.10
2.95
6.05 (2.35) 1.19 -1.35 -0.88 0.016
4 MTZ 46.80 15 Jun '18 45 46.00
47.00
C
P
0.319
0.290
1
13
2.40
1.85
4.25 20 Jul '18 80 45.00
48.00
C
P
0.332
0.269
193
7
4.00
3.10
7.10 (2.85) 1.27 -1.85 -0.69 0.009
5 SPXS 28.70 15 Jun '18 45 28.00
29.00
C
P
0.402
0.421
319
1
1.85
1.80
3.65 20 Jul '18 80 27.00
30.00
C
P
0.390
0.440
4
5
3.20
3.20
6.40 (2.75) 0.87 -1.75 -0.50 -0.007
6 MAS 38.50 15 Jun '18 45 38.00
39.00
C
P
0.248
0.210
28
2
1.55
1.35
2.90 20 Jul '18 80 37.00
40.00
C
P
0.271
0.195
12
11
2.75
2.40
5.15 (2.25) 0.80 -1.25 -0.64 -0.008
7 BWA 48.54 15 Jun '18 45 47.50
50.00
C
P
0.264
0.270
6
44
2.30
2.60
4.90 20 Jul '18 80 45.00
52.50
C
P
0.295
0.248
2
1
4.90
4.90
9.80 (4.90) 0.97 -2.40 -0.40 -0.010
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