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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 KR 28.82 16 Jun '17 45 28.00
29.00
C
P
0.261
0.240
30
11
1.40
1.10
2.50 21 Jul '17 80 27.50
30.00
C
P
0.249
0.219
6
17
2.05
2.00
4.05 (1.55) 0.72 -1.05 -0.69 0.033
2 USO 9.92 16 Jun '17 45 9.50
10.00
C
P
0.334
0.301
206
3,675
0.69
0.45
1.14 21 Jul '17 80 9.00
10.50
C
P
0.339
0.269
99
1,371
1.18
0.90
2.08 (0.94) 0.29 -0.44 -0.66 0.027
3 TEX 34.72 16 Jun '17 45 34.00
35.00
C
P
0.367
0.371
1
4
2.05
1.85
3.90 21 Jul '17 80 33.00
36.00
C
P
0.361
0.351
20
1
3.40
3.10
6.50 (2.60) 1.13 -1.60 -0.71 0.026
4 SLV 15.93 2 Jun '17 31 15.50
16.00
C
P
0.218
0.188
2
3
0.63
0.37
1.00 21 Jul '17 80 15.00
16.50
C
P
0.224
0.183
47
5
1.23
0.89
2.12 (1.12) 0.26 -0.62 -0.42 -0.001
5 SLV 15.93 9 Jun '17 38 15.50
16.00
C
P
0.218
0.187
5
10
0.67
0.41
1.08 21 Jul '17 80 15.00
16.50
C
P
0.224
0.183
47
5
1.23
0.89
2.12 (1.04) 0.29 -0.54 -0.54 -0.002
6 USO 9.92 21 Jul '17 80 9.50
10.00
C
P
0.316
0.289
151
134
0.78
0.56
1.34 18 Aug '17 108 9.00
10.50
C
P
0.334
0.277
35
5
1.34
0.99
2.33 (0.99) 0.18 -0.49 -0.37 -0.006
7 SLV 15.93 16 Jun '17 45 15.50
16.00
C
P
0.212
0.188
193
6,512
0.71
0.45
1.16 21 Jul '17 80 15.00
16.50
C
P
0.224
0.183
47
5
1.23
0.89
2.12 (0.96) 0.31 -0.46 -0.67 -0.007
8 ZION 39.98 16 Jun '17 45 39.00
40.00
C
P
0.256
0.243
2
59
1.83
1.36
3.19 21 Jul '17 80 38.00
41.00
C
P
0.267
0.249
20
24
3.10
2.53
5.63 (2.44) 0.84 -1.44 -0.58 -0.018
9 CSX 51.49 16 Jun '17 45 50.00
52.50
C
P
0.235
0.219
1,516
33
2.39
2.17
4.56 21 Jul '17 80 49.00
55.00
C
P
0.257
0.225
2
15
3.80
4.60
8.40 (3.84) 0.89 -2.84 -0.31 -0.028
10 GIS 55.92 16 Jun '17 45 55.00
57.50
C
P
0.183
0.172
40
31
1.83
2.12
3.95 21 Jul '17 80 52.50
60.00
C
P
0.239
0.166
47
2
4.25
5.00
9.25 (5.30) 0.37 -2.80 -0.13 -0.051
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