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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 SWN 8.09 19 May '17 50 8.00
9.00
C
P
0.538
0.509
67
127
0.68
1.17
1.85 16 Jun '17 78 7.00
10.00
C
P
0.546
0.493
18
4
1.45
2.16
3.61 (1.76) 0.38 -0.76 -0.50 0.009
2 EEM 39.67 19 May '17 50 39.50
40.00
C
P
0.164
0.153
143
426
1.04
1.04
2.08 16 Jun '17 78 39.00
40.50
C
P
0.171
0.148
13
67
1.66
1.58
3.24 (1.16) 0.61 -0.66 -0.92 -0.003
3 SLV 17.16 19 May '17 50 17.00
17.50
C
P
0.194
0.185
857
71
0.57
0.65
1.22 16 Jun '17 78 16.50
18.00
C
P
0.207
0.190
72
40
1.04
1.13
2.17 (0.95) 0.29 -0.45 -0.64 -0.019
4 CSX 47.34 16 Jun '17 78 47.00
48.00
C
P
0.284
0.271
150
48
2.52
2.75
5.27 21 Jul '17 113 46.00
49.00
C
P
0.299
0.278
2
4
3.80
4.00
7.80 (2.53) 1.53 -1.53 -1.00 -0.022
5 USO 10.57 5 May '17 36 10.50
11.00
C
P
0.275
0.259
182
1
0.37
0.59
0.96 16 Jun '17 78 10.00
11.50
C
P
0.305
0.272
28
15
0.93
1.15
2.08 (1.12) 0.18 -0.62 -0.29 -0.044
6 XLE 70.14 19 May '17 50 70.00
70.50
C
P
0.167
0.150
123
12
1.75
1.71
3.46 16 Jun '17 78 69.50
71.00
C
P
0.183
0.183
17
147
2.75
2.89
5.64 (2.18) 0.93 -1.68 -0.55 -0.050
7 USO 10.57 19 May '17 50 10.50
11.00
C
P
0.266
0.262
1,454
76
0.44
0.65
1.09 16 Jun '17 78 10.00
11.50
C
P
0.305
0.272
28
15
0.93
1.15
2.08 (0.99) 0.20 -0.49 -0.41 -0.050
8 USO 10.57 16 Jun '17 78 10.50
11.00
C
P
0.290
0.277
375
54
0.59
0.78
1.37 21 Jul '17 113 10.00
11.50
C
P
0.306
0.317
226
3
1.05
1.33
2.38 (1.01) 0.27 -0.51 -0.53 -0.056
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