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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 CTL 17.48 15 Dec '17 49 17.00
18.00
C
P
0.373
0.555
312
227
1.15
1.60
2.75 19 Jan '18 84 16.00
19.00
C
P
0.343
0.501
542
91
2.10
2.70
4.80 (2.05) 0.63 -1.05 -0.60 0.084
2 MAT 14.00 1 Dec '17 35 13.50
14.00
C
P
0.456
0.475
1
1
0.95
0.65
1.60 19 Jan '18 84 13.00
15.00
C
P
0.447
0.411
1,041
74
1.80
1.75
3.55 (1.95) 0.48 -1.45 -0.33 0.073
3 SQ 35.20 15 Dec '17 49 35.00
36.00
C
P
0.452
0.420
1,348
8
2.30
2.45
4.75 19 Jan '18 84 34.00
37.00
C
P
0.423
0.379
185
3
3.50
3.80
7.30 (2.55) 1.62 -1.55 -1.05 0.069
4 MAT 14.00 1 Dec '17 35 14.00
14.50
C
P
0.463
0.456
85
10
0.70
0.95
1.65 19 Jan '18 84 13.00
15.00
C
P
0.447
0.411
1,041
74
1.80
1.75
3.55 (1.90) 0.58 -1.40 -0.41 0.061
5 MAT 14.00 8 Dec '17 42 13.50
14.50
C
P
0.458
0.456
2
22
1.00
1.05
2.05 19 Jan '18 84 13.00
15.00
C
P
0.447
0.411
1,041
74
1.80
1.75
3.55 (1.50) 0.32 -1.00 -0.32 0.056
6 MAT 14.00 1 Dec '17 35 13.50
14.50
C
P
0.456
0.456
1
10
0.95
0.95
1.90 19 Jan '18 84 13.00
15.00
C
P
0.447
0.411
1,041
74
1.80
1.75
3.55 (1.65) 0.28 -1.15 -0.24 0.054
7 MAT 14.00 8 Dec '17 42 14.00
14.50
C
P
0.449
0.456
1
22
0.75
1.05
1.80 19 Jan '18 84 13.00
15.00
C
P
0.447
0.411
1,041
74
1.80
1.75
3.55 (1.75) 0.61 -1.25 -0.49 0.047
8 CXW 24.95 15 Dec '17 49 24.00
25.00
C
P
0.354
0.350
12
3
1.70
1.20
2.90 19 Jan '18 84 23.00
26.00
C
P
0.307
0.362
10
13
2.75
2.40
5.15 (2.25) 0.59 -1.25 -0.47 0.036
9 QID 14.27 15 Dec '17 49 14.00
15.00
C
P
0.268
0.298
256
2
0.69
1.03
1.72 19 Jan '18 84 13.00
16.00
C
P
0.234
0.302
57
10
1.49
2.10
3.59 (1.87) 0.25 -0.87 -0.29 0.030
10 NFX 30.10 15 Dec '17 49 30.00
31.00
C
P
0.364
0.350
61
5
1.60
2.00
3.60 19 Jan '18 84 29.00
32.00
C
P
0.362
0.327
4
18
2.70
3.10
5.80 (2.20) 1.14 -1.20 -0.95 0.025
11 JCP 3.12 19 Jan '18 84 3.00
3.50
C
P
0.697
0.759
2,741
203
0.40
0.67
1.07 16 Feb '18 112 2.50
4.00
C
P
0.638
0.793
30
385
0.83
1.17
2.00 (0.93) 0.14 -0.43 -0.33 0.024
12 PAAS 16.40 15 Dec '17 49 16.00
17.00
C
P
0.330
0.314
10
2
0.90
1.05
1.95 19 Jan '18 84 15.00
18.00
C
P
0.330
0.299
12
2
1.95
2.05
4.00 (2.05) 0.27 -1.05 -0.26 0.015
13 USO 10.84 1 Dec '17 35 10.50
11.00
C
P
0.252
0.248
18
34
0.51
0.40
0.91 19 Jan '18 84 10.00
11.50
C
P
0.252
0.235
1,513
35
1.04
0.91
1.95 (1.04) 0.20 -0.54 -0.37 0.012
14 SQQQ 23.75 15 Dec '17 49 23.00
24.00
C
P
0.377
0.423
1,840
2
1.60
1.45
3.05 19 Jan '18 84 22.00
25.00
C
P
0.355
0.435
7
50
2.70
2.80
5.50 (2.45) 0.61 -1.45 -0.42 0.010
15 RRC 18.06 15 Dec '17 49 18.00
19.00
C
P
0.444
0.434
145
12
1.15
1.65
2.80 19 Jan '18 84 17.50
20.00
C
P
0.445
0.422
5
10
1.85
2.75
4.60 (1.80) 0.72 -1.30 -0.55 0.010
16 CHK 3.77 15 Dec '17 49 3.50
4.00
C
P
0.577
0.578
247
110
0.45
0.45
0.90 19 Jan '18 84 3.00
4.50
C
P
0.582
0.566
248
40
0.89
0.92
1.81 (0.91) 0.17 -0.41 -0.41 0.008
17 USO 10.84 15 Dec '17 49 10.50
11.00
C
P
0.247
0.248
3,410
341
0.57
0.47
1.04 19 Jan '18 84 10.00
11.50
C
P
0.252
0.235
1,513
35
1.04
0.91
1.95 (0.91) 0.25 -0.41 -0.61 0.007
18 RGLD 84.77 15 Dec '17 49 82.50
85.00
C
P
0.251
0.229
20
21
4.20
2.90
7.10 19 Jan '18 84 80.00
87.50
C
P
0.254
0.219
1
20
6.90
5.40
12.30 (5.20) 1.85 -2.70 -0.69 0.007
19 WM 82.31 15 Dec '17 49 80.00
82.50
C
P
0.147
0.101
31
3
2.75
1.40
4.15 19 Jan '18 84 77.50
85.00
C
P
0.151
0.098
72
4
5.30
3.70
9.00 (4.85) 0.70 -2.35 -0.30 -0.000
20 CERN 65.31 15 Dec '17 49 65.00
67.50
C
P
0.244
0.215
121
8
2.40
3.20
5.60 19 Jan '18 84 62.50
70.00
C
P
0.255
0.205
2
19
4.90
5.80
10.70 (5.10) 1.12 -2.60 -0.43 -0.002
21 AUY 2.55 15 Dec '17 49 2.50
3.00
C
P
0.471
0.476
15
61
0.19
0.48
0.67 19 Jan '18 84 2.00
3.50
C
P
0.498
0.461
2
1
0.60
1.00
1.60 (0.93) 0.08 -0.43 -0.19 -0.012
22 KMI 18.03 1 Dec '17 35 18.00
18.50
C
P
0.196
0.148
1
1
0.34
0.70
1.04 19 Jan '18 84 17.50
19.00
C
P
0.205
0.177
102
89
1.00
1.37
2.37 (1.33) 0.12 -0.83 -0.14 -0.037
23 JCP 3.12 15 Dec '17 49 3.00
3.50
C
P
0.663
0.791
277
38
0.34
0.52
0.86 19 Jan '18 84 2.50
4.00
C
P
0.727
0.786
325
352
0.79
1.11
1.90 (1.04) 0.08 -0.54 -0.15 -0.060
24 F 12.06 1 Dec '17 35 12.00
12.50
C
P
0.191
0.158
247
1
0.29
0.51
0.80 19 Jan '18 84 11.75
13.00
C
P
0.208
0.236
72
37
0.66
1.16
1.82 (1.02) 0.08 -0.77 -0.10 -0.096
25 JCP 3.12 1 Dec '17 35 3.00
3.50
C
P
0.636
0.744
221
1
0.26
0.46
0.72 19 Jan '18 84 2.50
4.00
C
P
0.727
0.786
325
352
0.79
1.11
1.90 (1.18) 0.00 -0.68 -0.00 -0.134
26 JCP 3.12 8 Dec '17 42 3.00
3.50
C
P
0.543
0.602
38
1
0.24
0.47
0.71 19 Jan '18 84 2.50
4.00
C
P
0.727
0.786
325
352
0.79
1.11
1.90 (1.19) -0.04 -0.69 0.06 -0.368
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