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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 CHK 3.78 5 Jan '18 16 3.50
4.00
C
P
0.578
0.687
417
20
0.30
0.26
0.56 16 Feb '18 58 3.00
4.50
C
P
0.547
0.543
30
100
0.85
0.84
1.69 (1.13) -0.04 -0.63 0.06 0.175
2 HP 61.17 16 Feb '18 58 60.00
62.50
C
P
0.361
0.306
85
24
3.50
4.00
7.50 16 Mar '18 86 57.50
65.00
C
P
0.348
0.289
2
1
5.80
6.40
12.20 (4.70) 1.88 -2.20 -0.85 0.029
3 FL 46.29 19 Jan '18 30 46.00
47.00
C
P
0.401
0.357
86
1
2.00
2.35
4.35 16 Feb '18 58 45.00
48.00
C
P
0.384
0.359
124
8
3.40
3.90
7.30 (2.95) 1.49 -1.95 -0.76 0.015
4 GIS 58.76 19 Jan '18 30 57.50
60.00
C
P
0.224
0.152
428
29
1.69
1.98
3.67 16 Feb '18 58 55.00
62.50
C
P
0.228
0.144
9
10
4.25
4.60
8.85 (5.18) 0.32 -2.68 -0.12 0.003
5 OHI 27.10 16 Feb '18 58 27.00
28.00
C
P
0.257
0.191
882
3
0.70
1.70
2.40 16 Mar '18 86 26.00
29.00
C
P
0.245
0.204
19
21
1.55
2.80
4.35 (1.95) 0.44 -0.95 -0.46 -0.001
6 PPL 31.59 19 Jan '18 30 31.00
32.00
C
P
0.200
0.158
2
79
1.00
0.75
1.75 16 Feb '18 58 30.00
33.00
C
P
0.220
0.140
27
9
2.10
1.70
3.80 (2.05) 0.31 -1.05 -0.30 -0.002
7 MNKD 2.28 12 Jan '18 23 2.00
2.50
C
P
0.962
1.048
10
7
0.31
0.34
0.65 16 Feb '18 58 1.50
3.00
C
P
0.745
1.269
19
52
0.86
1.00
1.86 (1.21) -0.12 -0.71 0.17 -0.005
8 XLU 53.00 5 Jan '18 16 52.50
53.00
C
P
0.138
0.112
75
1
0.85
0.46
1.31 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (2.10) 0.45 -1.60 -0.28 -0.007
9 XLU 53.00 19 Jan '18 30 52.50
53.00
C
P
0.137
0.111
6
4,612
1.08
0.65
1.73 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (1.68) 0.58 -1.18 -0.49 -0.009
10 XLU 53.00 12 Jan '18 23 53.00
53.50
C
P
0.137
0.108
2
7
0.66
0.82
1.48 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (1.93) 0.44 -1.43 -0.31 -0.011
11 XLU 53.00 19 Jan '18 30 52.50
53.50
C
P
0.137
0.104
6
28
1.08
0.90
1.98 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (1.43) 0.33 -0.93 -0.35 -0.016
12 XLU 53.00 19 Jan '18 30 53.00
53.50
C
P
0.133
0.104
1,812
28
0.78
0.90
1.68 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (1.73) 0.49 -1.23 -0.40 -0.019
13 COST 187.51 19 Jan '18 30 187.50
188.00
C
P
0.184
0.159
200
167
3.70
3.50
7.20 16 Feb '18 58 185.00
190.00
C
P
0.192
0.171
144
48
7.10
6.50
13.60 (6.40) 3.26 -4.40 -0.74 -0.020
14 XLU 53.00 5 Jan '18 16 52.50
53.50
C
P
0.138
0.098
75
20
0.85
0.72
1.57 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (1.84) 0.21 -1.34 -0.16 -0.021
15 USO 11.61 26 Jan '18 37 11.50
12.00
C
P
0.174
0.178
14
1
0.30
0.49
0.79 16 Feb '18 58 11.00
12.50
C
P
0.188
0.184
116
3
0.74
0.99
1.73 (0.94) 0.11 -0.44 -0.25 -0.021
16 IBB 106.66 19 Jan '18 30 106.50
106.67
C
P
0.165
0.168
12
279
2.00
1.90
3.90 16 Feb '18 58 106.00
107.00
C
P
0.183
0.173
42
10
3.60
3.30
6.90 (3.00) 1.47 -2.67 -0.55 -0.023
17 OIH 25.00 19 Jan '18 30 24.50
25.00
C
P
0.255
0.235
126
1,118
0.95
0.62
1.57 16 Feb '18 58 24.00
26.00
C
P
0.271
0.243
6
32
1.67
1.57
3.24 (1.67) 0.49 -1.17 -0.42 -0.025
18 FXI 45.76 5 Jan '18 16 45.50
46.00
C
P
0.127
0.208
91
14
0.26
1.33
1.59 16 Feb '18 58 45.00
46.50
C
P
0.155
0.206
3,260
2
1.17
2.36
3.53 (1.94) 0.60 -1.44 -0.42 -0.026
19 XLU 53.00 5 Jan '18 16 53.00
53.50
C
P
0.131
0.098
76
20
0.53
0.72
1.25 16 Feb '18 58 52.00
54.00
C
P
0.148
0.109
17
19
1.88
1.53
3.41 (2.16) 0.36 -1.66 -0.22 -0.027
20 GDX 22.50 16 Feb '18 58 22.00
23.00
C
P
0.241
0.211
556
216
1.11
1.02
2.13 16 Mar '18 86 21.50
23.50
C
P
0.261
0.220
1
10
1.73
1.58
3.31 (1.18) 0.31 -0.68 -0.46 -0.029
21 TMF 20.61 19 Jan '18 30 20.00
21.00
C
P
0.303
0.289
1
222
1.00
0.85
1.85 16 Feb '18 58 19.00
22.00
C
P
0.315
0.307
4
3
2.05
1.95
4.00 (2.15) 0.24 -1.15 -0.21 -0.030
22 SLV 15.25 26 Jan '18 37 15.00
15.50
C
P
0.177
0.148
81
20
0.47
0.42
0.89 16 Feb '18 58 14.50
16.00
C
P
0.199
0.157
306
1
0.95
0.88
1.83 (0.94) 0.16 -0.44 -0.36 -0.030
23 JWN 46.84 19 Jan '18 30 45.15
47.50
C
P
0.330
0.291
192
15
2.68
1.85
4.53 16 Feb '18 58 45.00
50.00
C
P
0.352
0.300
1
1
3.65
4.25
7.90 (3.37) 1.12 -3.22 -0.35 -0.031
24 SLV 15.25 12 Jan '18 23 15.00
15.50
C
P
0.176
0.149
15
222
0.40
0.37
0.77 16 Feb '18 58 14.50
16.00
C
P
0.199
0.157
306
1
0.95
0.88
1.83 (1.06) 0.13 -0.56 -0.23 -0.031
25 SLV 15.25 19 Jan '18 30 15.00
15.50
C
P
0.175
0.149
924
127
0.44
0.40
0.84 16 Feb '18 58 14.50
16.00
C
P
0.199
0.157
306
1
0.95
0.88
1.83 (0.99) 0.16 -0.49 -0.33 -0.031
26 USO 11.61 12 Jan '18 23 11.50
12.00
C
P
0.164
0.178
15
29
0.24
0.45
0.69 16 Feb '18 58 11.00
12.50
C
P
0.188
0.184
116
3
0.74
0.99
1.73 (1.04) 0.06 -0.54 -0.11 -0.031
27 SLV 15.25 5 Jan '18 16 15.00
15.50
C
P
0.176
0.148
31
122
0.36
0.33
0.69 16 Feb '18 58 14.50
16.00
C
P
0.199
0.157
306
1
0.95
0.88
1.83 (1.14) 0.10 -0.64 -0.16 -0.031
28 VNQ 82.85 19 Jan '18 30 82.00
83.00
C
P
0.093
0.109
1
45
0.80
1.55
2.35 16 Feb '18 58 81.00
84.00
C
P
0.113
0.121
4
15
2.05
2.85
4.90 (2.55) 0.40 -1.55 -0.26 -0.032
29 WEN 16.58 19 Jan '18 30 16.00
17.00
C
P
0.331
0.279
262
248
0.90
0.70
1.60 16 Feb '18 58 15.00
18.00
C
P
0.356
0.292
71
1
2.00
1.80
3.80 (2.20) 0.07 -1.20 -0.06 -0.039
30 GLNG 29.12 19 Jan '18 30 27.50
30.00
C
P
0.447
0.411
193
91
2.30
1.70
4.00 16 Feb '18 58 25.00
32.50
C
P
0.497
0.404
5
12
4.90
4.20
9.10 (5.10) 0.49 -2.60 -0.19 -0.043
31 USO 11.61 5 Jan '18 16 11.50
12.00
C
P
0.159
0.170
4
195
0.21
0.42
0.63 16 Feb '18 58 11.00
12.50
C
P
0.188
0.184
116
3
0.74
0.99
1.73 (1.10) 0.03 -0.60 -0.05 -0.044
32 USO 11.61 19 Jan '18 30 11.50
12.00
C
P
0.163
0.166
2,516
124
0.27
0.46
0.73 16 Feb '18 58 11.00
12.50
C
P
0.188
0.184
116
3
0.74
0.99
1.73 (1.00) 0.07 -0.50 -0.14 -0.045
33 RIO 50.57 19 Jan '18 30 50.00
52.50
C
P
0.235
0.203
1,003
305
1.60
2.35
3.95 16 Feb '18 58 47.50
55.00
C
P
0.271
0.214
3
300
4.10
4.90
9.00 (5.05) 0.53 -2.55 -0.21 -0.045
34 GD 201.30 19 Jan '18 30 200.00
205.00
C
P
0.177
0.125
229
25
4.20
5.60
9.80 16 Feb '18 58 195.00
210.00
C
P
0.204
0.149
11
2
9.70
11.20
20.90 (11.10) 1.68 -6.10 -0.28 -0.051
35 EXC 39.04 19 Jan '18 30 39.00
40.00
C
P
0.163
0.141
47
40
0.70
1.15
1.85 16 Feb '18 58 38.00
41.00
C
P
0.227
0.139
3
6
1.85
2.55
4.40 (2.55) 0.05 -1.55 -0.03 -0.062
36 IR 87.21 19 Jan '18 30 85.00
87.50
C
P
0.203
0.165
3
6
3.10
1.65
4.75 16 Feb '18 58 82.50
90.00
C
P
0.250
0.188
2
1
6.40
4.40
10.80 (6.05) 0.48 -3.55 -0.14 -0.070
37 BHP 44.14 16 Feb '18 58 44.00
45.00
C
P
0.225
0.204
20
2
1.61
1.86
3.47 16 Mar '18 86 43.00
46.00
C
P
0.290
0.215
38
3
2.62
3.55
6.17 (2.70) 0.57 -1.70 -0.34 -0.075
38 OIH 25.00 5 Jan '18 16 24.50
25.50
C
P
0.229
0.209
3
19
0.73
0.69
1.42 16 Feb '18 58 24.00
26.00
C
P
0.271
0.243
6
32
1.67
1.57
3.24 (1.82) 0.11 -1.32 -0.08 -0.076
39 OIH 25.00 5 Jan '18 16 25.00
25.50
C
P
0.225
0.209
50
19
0.43
0.69
1.12 16 Feb '18 58 24.00
26.00
C
P
0.271
0.243
6
32
1.67
1.57
3.24 (2.12) 0.33 -1.62 -0.20 -0.080
40 CHK 3.78 19 Jan '18 30 3.50
4.00
C
P
0.507
0.502
1,245
669
0.36
0.33
0.69 16 Feb '18 58 3.00
4.50
C
P
0.547
0.543
30
100
0.85
0.84
1.69 (1.00) 0.05 -0.50 -0.10 -0.081
41 TRGP 45.54 19 Jan '18 30 45.00
46.00
C
P
0.273
0.248
517
13
1.60
1.40
3.00 16 Feb '18 58 44.00
47.00
C
P
0.267
0.342
12
1
2.95
3.50
6.45 (3.45) 0.29 -2.45 -0.12 -0.087
42 STLD 43.31 19 Jan '18 30 43.00
44.00
C
P
0.272
0.248
422
2
1.35
1.65
3.00 16 Feb '18 58 42.00
45.00
C
P
0.335
0.278
151
4
3.00
3.10
6.10 (3.10) 0.56 -2.10 -0.27 -0.094
43 MCHP 90.22 19 Jan '18 30 90.00
92.50
C
P
0.207
0.187
1,001
15
2.15
3.20
5.35 16 Feb '18 58 87.50
95.00
C
P
0.271
0.240
13
7
5.40
6.60
12.00 (6.65) 0.59 -4.15 -0.14 -0.116
44 HP 61.17 19 Jan '18 30 60.00
62.50
C
P
0.282
0.264
145
20
2.55
2.45
5.00 16 Feb '18 58 57.50
65.00
C
P
0.374
0.298
17
2
5.40
5.90
11.30 (6.30) 0.47 -3.80 -0.12 -0.126
45 MNKD 2.28 19 Jan '18 30 2.00
2.50
C
P
0.866
0.976
629
65
0.35
0.37
0.72 16 Feb '18 58 1.50
3.00
C
P
0.745
1.269
19
52
0.86
1.00
1.86 (1.14) -0.08 -0.64 0.12 -0.173
46 TROX 20.18 19 Jan '18 30 20.00
21.00
C
P
0.635
0.597
2,745
60
1.50
1.75
3.25 16 Feb '18 58 19.00
22.00
C
P
0.728
0.679
5
4
3.10
3.50
6.60 (3.35) 0.48 -2.35 -0.20 -0.175
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