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# Stock Stock
Price
Expiry Days Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike P/C IVol Volume Price Leg Price Strike P/C IVol Volume Price Leg Price
1 LJPC 3.89 20 Mar '20 84 3.00
4.00
P
C
1.236
1.352
20
30
0.30
0.80
1.10 2.00
5.00
P
C
1.289
1.276
20
6
0.20
0.75
0.95 0.15 -0.15 0.85 -0.18 0.022
2 CRC 9.14 21 Feb '20 56 9.00
10.00
P
C
1.063
0.898
26
9
1.30
0.85
2.15 8.00
11.00
P
C
1.053
0.887
15
21
1.10
0.85
1.95 0.20 -0.20 0.80 -0.25 0.021
3 SPXS 13.13 20 Mar '20 84 13.00
14.00
P
C
0.396
0.456
10
112
0.85
0.75
1.60 12.00
15.00
P
C
0.331
0.504
1
45
0.40
0.70
1.10 0.50 -0.50 0.50 -1.00 0.018
4 SPXS 13.13 21 Feb '20 56 13.00
14.00
P
C
0.351
0.421
50
269
0.60
0.50
1.10 12.00
15.00
P
C
0.274
0.482
1
22
0.20
0.40
0.60 0.50 -0.50 0.50 -1.00 0.016
5 PAAS 23.14 21 Feb '20 56 23.00
24.00
P
C
0.381
0.390
20
91
1.25
1.00
2.25 22.00
25.00
P
C
0.375
0.384
25
276
0.85
0.75
1.60 0.65 -0.65 0.35 -1.86 0.013
6 M 16.51 7 Feb '20 42 16.50
17.00
P
C
0.487
0.480
201
1
1.01
0.83
1.84 16.00
17.50
P
C
0.481
0.473
1
26
0.84
0.69
1.53 0.31 -0.31 0.19 -1.63 0.012
7 BZUN 33.33 21 Feb '20 56 33.00
34.00
P
C
0.525
0.421
9
75
2.40
1.80
4.20 32.00
35.00
P
C
0.514
0.423
18
36
2.10
1.55
3.65 0.55 -0.55 0.45 -1.22 0.011
8 CROX 41.26 21 Feb '20 56 41.00
42.00
P
C
0.379
0.406
15
5
2.20
2.05
4.25 40.00
43.00
P
C
0.392
0.383
2
1
2.05
1.85
3.90 0.35 -0.35 0.65 -0.54 0.010
9 VNQ 92.04 20 Mar '20 84 92.00
93.00
P
C
0.121
0.121
3
4
1.90
1.65
3.55 91.00
94.00
P
C
0.122
0.113
7
3
1.70
1.30
3.00 0.55 -0.55 0.45 -1.22 0.008
10 PLNT 75.49 21 Feb '20 56 75.00
77.50
P
C
0.261
0.259
5
6
2.60
2.10
4.70 72.50
80.00
P
C
0.264
0.249
5
6
1.80
1.35
3.15 1.55 -1.55 0.95 -1.63 0.006
11 MAC 26.50 21 Feb '20 56 25.00
27.50
P
C
0.396
0.342
12
18
0.90
0.90
1.80 22.50
30.00
P
C
0.386
0.346
8
44
0.35
0.40
0.75 1.05 -1.05 1.45 -0.72 0.006
12 KBE 47.15 21 Feb '20 56 47.00
48.00
P
C
0.161
0.180
3
1
1.00
0.80
1.80 46.00
49.00
P
C
0.171
0.163
1
5
0.90
0.70
1.60 0.20 -0.20 0.80 -0.25 0.006
13 VMC 143.89 21 Feb '20 56 140.00
145.00
P
C
0.260
0.263
50
51
3.70
5.10
8.80 135.00
150.00
P
C
0.268
0.250
3
68
2.60
3.30
5.90 2.90 -2.90 2.10 -1.38 0.006
14 AAXN 72.90 20 Mar '20 84 70.00
75.00
P
C
0.407
0.415
100
9
4.10
4.80
8.90 65.00
80.00
P
C
0.421
0.395
1
100
2.65
3.10
5.75 3.15 -3.15 1.85 -1.70 0.006
15 SBUX 88.13 7 Feb '20 42 88.00
88.50
P
C
0.229
0.230
134
48
2.62
2.45
5.07 87.50
89.00
P
C
0.229
0.225
159
1
2.48
2.32
4.80 0.27 -0.27 0.23 -1.17 0.005
16 ALK 68.29 21 Feb '20 56 67.50
70.00
P
C
0.256
0.246
14
216
2.25
1.85
4.10 65.00
72.50
P
C
0.264
0.234
1
44
1.45
1.05
2.50 1.60 -1.60 0.90 -1.78 0.005
17 UNG 17.34 7 Feb '20 42 17.00
17.50
P
C
0.432
0.440
12
141
0.74
0.88
1.62 16.50
18.00
P
C
0.417
0.451
64
19
0.74
0.90
1.64 (0.02) 0.02 0.52 0.04 0.005
18 PTLA 25.06 21 Feb '20 56 25.00
27.50
P
C
0.528
0.538
3
1
1.90
1.05
2.95 22.50
30.00
P
C
0.517
0.544
101
5
1.00
0.75
1.75 1.20 -1.20 1.30 -0.92 0.004
19 SLB 40.00 7 Feb '20 42 39.50
40.00
P
C
0.304
0.318
15
3
1.38
1.70
3.08 39.00
41.00
P
C
0.306
0.313
2
73
1.21
1.28
2.49 0.59 -0.59 0.41 -1.44 0.003
20 WU 27.37 21 Feb '20 56 27.00
28.00
P
C
0.218
0.226
11
10
0.70
0.65
1.35 26.00
29.00
P
C
0.232
0.210
10
45
0.50
0.40
0.90 0.45 -0.45 0.55 -0.82 0.003
21 SQM 26.85 21 Feb '20 56 26.00
27.00
P
C
0.355
0.355
1
11
1.00
1.35
2.35 25.00
28.00
P
C
0.357
0.351
11
23
0.80
1.05
1.85 0.50 -0.50 0.50 -1.00 0.003
22 DHR 152.88 21 Feb '20 56 150.00
155.00
P
C
0.213
0.211
82
25
3.60
4.00
7.60 145.00
160.00
P
C
0.224
0.197
8
12
2.35
2.15
4.50 3.10 -3.10 1.90 -1.63 0.003
23 JPM 139.14 7 Feb '20 42 139.00
140.00
P
C
0.203
0.165
6
3
3.65
2.68
6.33 138.00
141.00
P
C
0.200
0.165
51
29
3.30
2.31
5.61 0.72 -0.72 0.28 -2.57 0.002
24 HD 219.97 7 Feb '20 42 217.50
220.00
P
C
0.158
0.170
5
1
3.45
5.00
8.45 215.00
222.50
P
C
0.161
0.165
3
4
2.73
3.90
6.63 1.82 -1.82 0.68 -2.68 0.002
25 SEDG 94.26 20 Mar '20 84 90.00
95.00
P
C
0.495
0.500
19
9
6.50
8.50
15.00 85.00
100.00
P
C
0.494
0.498
22
3
4.90
6.80
11.70 3.30 -3.30 1.70 -1.94 0.002
26 SQQQ 22.09 21 Feb '20 56 22.00
23.00
P
C
0.447
0.494
908
166
1.45
1.25
2.70 21.00
24.00
P
C
0.417
0.523
15
87
1.00
1.10
2.10 0.60 -0.60 0.40 -1.50 0.002
27 SPG 147.59 21 Feb '20 56 145.00
150.00
P
C
0.228
0.181
31
33
3.90
3.00
6.90 140.00
155.00
P
C
0.237
0.170
441
324
2.40
1.42
3.82 3.08 -3.08 1.92 -1.60 0.002
28 PEP 137.54 7 Feb '20 42 137.00
138.00
P
C
0.131
0.137
3
32
2.08
2.31
4.39 136.00
139.00
P
C
0.134
0.133
1
7
1.84
1.87
3.71 0.68 -0.68 0.32 -2.12 0.001
29 SLB 40.00 7 Feb '20 42 39.50
40.50
P
C
0.304
0.316
15
68
1.38
1.47
2.85 39.00
41.00
P
C
0.306
0.313
2
73
1.21
1.28
2.49 0.36 -0.36 0.14 -2.57 0.001
30 SPX 3240.02 21 Feb '20 56 3240.00
3245.00
P
C
0.116
0.112
3
9
58.20
54.50
112.70 3235.00
3250.00
P
C
0.117
0.110
100
32
56.30
51.80
108.10 4.60 -4.60 0.40 -11.50 0.001
31 WELL 80.96 20 Mar '20 84 80.00
82.50
P
C
0.227
0.179
1
15
2.90
2.10
5.00 77.50
85.00
P
C
0.230
0.175
6
55
2.05
1.35
3.40 1.60 -1.60 0.90 -1.78 0.001
32 TDOC 83.35 20 Mar '20 84 80.00
85.00
P
C
0.457
0.452
12
27
5.40
6.40
11.80 75.00
90.00
P
C
0.472
0.436
4
7
3.90
4.50
8.40 3.40 -3.40 1.60 -2.13 0.001
33 SLB 40.00 7 Feb '20 42 39.50
40.00
P
C
0.304
0.318
15
3
1.38
1.70
3.08 39.00
40.50
P
C
0.306
0.316
2
68
1.21
1.50
2.71 0.37 -0.37 0.13 -2.85 0.001
34 SQ 63.80 7 Feb '20 42 63.50
64.00
P
C
0.309
0.329
17
9
2.49
2.64
5.13 63.00
64.50
P
C
0.312
0.326
10
5
2.30
2.57
4.87 0.26 -0.26 0.24 -1.08 0.001
35 ADBE 330.79 7 Feb '20 42 330.00
332.50
P
C
0.194
0.207
31
1
8.15
8.35
16.50 327.50
335.00
P
C
0.197
0.203
8
8
7.35
7.35
14.70 1.80 -1.80 0.70 -2.57 0.000
36 SLB 40.00 7 Feb '20 42 40.00
40.50
P
C
0.302
0.316
73
68
1.61
1.47
3.08 39.50
41.00
P
C
0.304
0.313
15
73
1.41
1.28
2.69 0.39 -0.39 0.11 -3.55 0.000
37 VXX 15.23 7 Feb '20 42 15.00
15.50
P
C
0.717
0.767
28
27
1.32
1.44
2.76 14.50
16.00
P
C
0.693
0.791
10
42
1.09
1.38
2.47 0.29 -0.29 0.21 -1.38 0.000
38 MSFT 158.96 7 Feb '20 42 157.50
160.00
P
C
0.206
0.213
21
196
3.55
4.00
7.55 155.00
162.50
P
C
0.216
0.203
54
191
2.87
3.05
5.92 1.63 -1.63 0.87 -1.87 0.000
39 SPX 3240.02 7 Feb '20 42 3240.00
3245.00
P
C
0.112
0.109
5
98
48.70
45.60
94.30 3235.00
3250.00
P
C
0.114
0.108
6
43
47.30
43.00
90.30 4.00 -4.00 1.00 -4.00 -0.000
40 SPX 3240.02 21 Feb '20 56 3240.00
3245.00
P
C
0.116
0.111
3
189
58.20
54.00
112.20 3235.00
3250.00
P
C
0.117
0.110
100
32
56.30
51.80
108.10 4.10 -4.10 0.90 -4.56 -0.000
41 SPX 3240.02 21 Feb '20 56 3240.00
3245.00
P
C
0.116
0.112
3
9
58.20
54.50
112.70 3235.00
3250.00
P
C
0.118
0.110
1
32
56.70
51.80
108.50 4.20 -4.20 0.80 -5.25 -0.000
42 IWM 165.86 7 Feb '20 42 165.50
166.00
P
C
0.138
0.144
3
53
2.88
3.16
6.04 165.00
166.50
P
C
0.141
0.142
55
1
2.75
2.92
5.67 0.37 -0.37 0.13 -2.85 -0.000
43 SPX 3240.02 20 Mar '20 84 3240.00
3245.00
P
C
0.130
0.123
5,231
14,471
78.80
75.10
153.90 3235.00
3250.00
P
C
0.131
0.122
6
20,849
77.70
72.50
150.20 3.70 -3.70 1.30 -2.85 -0.001
44 SINA 37.78 21 Feb '20 56 37.50
40.00
P
C
0.348
0.362
9
74
1.86
1.23
3.09 35.00
42.50
P
C
0.351
0.360
4
3
0.95
0.68
1.63 1.46 -1.46 1.04 -1.40 -0.001
45 BAC 35.35 7 Feb '20 42 35.00
35.50
P
C
0.211
0.218
1
204
0.82
0.96
1.78 34.50
36.00
P
C
0.219
0.211
9
45
0.67
0.74
1.41 0.37 -0.37 0.13 -2.85 -0.001
46 FDX 152.53 7 Feb '20 42 152.50
155.00
P
C
0.230
0.248
7
17
4.65
3.95
8.60 150.00
157.50
P
C
0.234
0.245
7
7
3.70
3.10
6.80 1.80 -1.80 0.70 -2.57 -0.001
47 AAL 28.44 7 Feb '20 42 28.00
28.50
P
C
0.363
0.363
3
4
1.15
1.35
2.50 27.50
29.00
P
C
0.367
0.360
202
2
0.99
1.16
2.15 0.35 -0.35 0.15 -2.33 -0.001
48 SPX 3240.02 21 Feb '20 56 3240.00
3245.00
P
C
0.116
0.111
3
189
58.20
54.00
112.20 3235.00
3250.00
P
C
0.118
0.110
1
32
56.70
51.80
108.50 3.70 -3.70 1.30 -2.85 -0.001
49 QRVO 116.84 21 Feb '20 56 115.00
120.00
P
C
0.370
0.376
108
44
5.70
5.40
11.10 110.00
125.00
P
C
0.384
0.363
35
2
4.00
3.70
7.70 3.40 -3.40 1.60 -2.12 -0.001
50 GDX 28.87 7 Feb '20 42 28.50
29.00
P
C
0.248
0.268
8
20
0.77
0.98
1.75 28.00
29.50
P
C
0.247
0.271
10
7
0.59
0.80
1.39 0.36 -0.36 0.14 -2.57 -0.001
51 SLB 40.00 7 Feb '20 42 40.00
40.50
P
C
0.302
0.316
73
68
1.61
1.47
3.08 39.00
41.00
P
C
0.306
0.313
2
73
1.21
1.28
2.49 0.59 -0.59 0.41 -1.44 -0.001
52 PII 101.38 21 Feb '20 56 100.00
105.00
P
C
0.381
0.384
10
22
5.10
4.40
9.50 95.00
110.00
P
C
0.387
0.378
6
12
3.40
2.90
6.30 3.20 -3.20 1.80 -1.78 -0.001
53 SPX 3240.02 20 Mar '20 84 3240.00
3245.00
P
C
0.130
0.123
5,231
14,471
78.80
75.10
153.90 3235.00
3250.00
P
C
0.131
0.123
6
22
77.70
72.80
150.50 3.40 -3.40 1.60 -2.13 -0.001
54 RGLD 121.41 21 Feb '20 56 120.00
125.00
P
C
0.281
0.280
8
102
4.50
3.70
8.20 115.00
130.00
P
C
0.284
0.279
27
22
2.75
2.30
5.05 3.15 -3.15 1.85 -1.70 -0.001
55 LULU 230.02 7 Feb '20 42 230.00
232.50
P
C
0.268
0.285
5
3
8.20
7.65
15.85 227.50
235.00
P
C
0.272
0.282
11
1
7.30
6.75
14.05 1.80 -1.80 0.70 -2.57 -0.002
56 SEDG 94.26 21 Feb '20 56 90.00
95.00
P
C
0.519
0.525
8
13
5.40
7.20
12.60 85.00
100.00
P
C
0.532
0.513
16
15
3.80
5.50
9.30 3.30 -3.30 1.70 -1.94 -0.002
57 SMG 106.75 20 Mar '20 84 105.00
110.00
P
C
0.293
0.285
2
3
4.90
4.30
9.20 100.00
115.00
P
C
0.297
0.281
2
11
3.30
2.85
6.15 3.05 -3.05 1.95 -1.56 -0.002
58 LOW 120.23 7 Feb '20 42 120.00
121.00
P
C
0.195
0.178
10
24
3.00
2.52
5.52 119.00
122.00
P
C
0.198
0.177
9
5
2.64
2.18
4.82 0.70 -0.70 0.30 -2.33 -0.002
59 EXC 45.41 21 Feb '20 56 45.00
46.00
P
C
0.186
0.159
13
27
1.05
0.85
1.90 44.00
47.00
P
C
0.193
0.154
86
9
0.80
0.55
1.35 0.55 -0.55 0.45 -1.22 -0.002
60 INCY 88.39 21 Feb '20 56 87.50
90.00
P
C
0.324
0.337
62
2
3.90
3.80
7.70 85.00
92.50
P
C
0.333
0.330
4
5
3.10
3.00
6.10 1.60 -1.60 0.90 -1.78 -0.002
61 TJX 60.85 21 Feb '20 56 60.00
62.50
P
C
0.187
0.167
79
9
1.30
0.90
2.20 57.50
65.00
P
C
0.196
0.160
85
9
0.65
0.35
1.00 1.20 -1.20 1.30 -0.92 -0.002
62 CAT 148.28 7 Feb '20 42 148.00
149.00
P
C
0.275
0.241
8
5
5.25
4.40
9.65 147.00
150.00
P
C
0.277
0.240
11
10
4.95
4.10
9.05 0.60 -0.60 0.40 -1.50 -0.002
63 EDU 124.00 21 Feb '20 56 120.00
125.00
P
C
0.361
0.366
22
18
4.90
6.50
11.40 115.00
130.00
P
C
0.370
0.360
50
11
3.40
4.70
8.10 3.30 -3.30 1.70 -1.94 -0.002
64 CXW 17.52 21 Feb '20 56 17.00
18.00
P
C
0.463
0.294
3
15
0.90
0.55
1.45 16.00
19.00
P
C
0.453
0.305
19
1
0.60
0.40
1.00 0.45 -0.45 0.55 -0.82 -0.002
65 AMD 46.18 7 Feb '20 42 46.00
46.50
P
C
0.518
0.539
90
72
3.10
3.15
6.25 45.50
47.00
P
C
0.524
0.535
9
236
2.95
3.00
5.95 0.30 -0.30 0.20 -1.50 -0.003
66 LH 169.34 21 Feb '20 56 165.00
170.00
P
C
0.226
0.232
3
27
3.80
5.70
9.50 160.00
175.00
P
C
0.238
0.223
3
5
2.70
3.70
6.40 3.10 -3.10 1.90 -1.63 -0.003
67 HP 44.43 21 Feb '20 56 42.50
45.00
P
C
0.400
0.332
23
14
1.80
2.00
3.80 40.00
47.50
P
C
0.412
0.322
18
16
1.10
1.15
2.25 1.55 -1.55 0.95 -1.63 -0.003
68 CHRW 77.93 21 Feb '20 56 77.50
80.00
P
C
0.233
0.240
17
527
2.55
2.00
4.55 75.00
82.50
P
C
0.247
0.229
2
6
1.75
1.20
2.95 1.60 -1.60 0.90 -1.78 -0.003
69 UL 57.69 21 Feb '20 56 57.50
60.00
P
C
0.178
0.151
40
12
1.45
0.50
1.95 55.00
62.50
P
C
0.182
0.149
15
4
0.70
0.15
0.85 1.10 -1.10 1.40 -0.79 -0.003
70 DOCU 74.39 21 Feb '20 56 72.50
75.00
P
C
0.325
0.324
32
94
2.75
3.40
6.15 70.00
77.50
P
C
0.333
0.320
44
29
2.00
2.50
4.50 1.65 -1.65 0.85 -1.94 -0.003
71 WELL 80.96 21 Feb '20 56 80.00
82.50
P
C
0.228
0.180
99
12
2.30
1.55
3.85 77.50
85.00
P
C
0.239
0.173
15
22
1.55
0.85
2.40 1.45 -1.45 1.05 -1.38 -0.003
72 K 69.16 20 Mar '20 84 67.50
70.00
P
C
0.212
0.190
21
23
1.95
2.10
4.05 65.00
72.50
P
C
0.220
0.185
5
15
1.25
1.25
2.50 1.55 -1.55 0.95 -1.63 -0.003
73 NEE 242.51 21 Feb '20 56 240.00
250.00
P
C
0.158
0.154
30
269
4.60
2.90
7.50 230.00
260.00
P
C
0.174
0.141
12
66
2.20
0.85
3.05 4.45 -4.45 5.55 -0.80 -0.003
74 TLT 137.32 7 Feb '20 42 137.00
137.50
P
C
0.103
0.118
13
2
1.73
2.02
3.75 136.50
138.00
P
C
0.108
0.116
7
20
1.70
1.92
3.62 0.13 -0.13 0.37 -0.35 -0.003
75 JBHT 116.68 21 Feb '20 56 115.00
120.00
P
C
0.258
0.252
10
59
3.70
3.00
6.70 110.00
125.00
P
C
0.276
0.237
1
1
2.30
1.60
3.90 2.80 -2.80 2.20 -1.27 -0.003
76 SAVE 40.58 21 Feb '20 56 40.00
42.50
P
C
0.403
0.413
4
23
2.20
1.80
4.00 37.50
45.00
P
C
0.415
0.405
18
20
1.35
1.20
2.55 1.45 -1.45 1.05 -1.38 -0.003
77 SAVE 40.58 20 Mar '20 84 40.00
42.50
P
C
0.383
0.397
132
47
2.60
2.25
4.85 37.50
45.00
P
C
0.396
0.388
102
34
1.70
1.50
3.20 1.65 -1.65 0.85 -1.94 -0.004
78 EL 207.95 21 Feb '20 56 200.00
210.00
P
C
0.259
0.253
33
9
4.70
7.20
11.90 195.00
220.00
P
C
0.273
0.242
2
10
3.70
3.60
7.30 4.60 -4.60 5.40 -0.85 -0.004
79 O 73.25 20 Mar '20 84 72.50
75.00
P
C
0.191
0.155
1
21
2.20
1.40
3.60 70.00
77.50
P
C
0.202
0.147
4
15
1.50
0.75
2.25 1.35 -1.35 1.15 -1.17 -0.004
80 VEEV 140.65 21 Feb '20 56 140.00
145.00
P
C
0.290
0.302
7
29
5.90
4.70
10.60 135.00
150.00
P
C
0.297
0.298
7
15
4.10
3.20
7.30 3.30 -3.30 1.70 -1.94 -0.004
81 VTR 57.83 21 Feb '20 56 57.50
60.00
P
C
0.238
0.168
13
19
1.90
0.65
2.55 55.00
62.50
P
C
0.238
0.171
398
2
1.00
0.30
1.30 1.25 -1.25 1.25 -1.00 -0.004
82 CVX 120.30 7 Feb '20 42 120.00
121.00
P
C
0.178
0.186
6
2
2.68
2.63
5.31 119.00
122.00
P
C
0.183
0.185
1
106
2.49
2.38
4.87 0.44 -0.44 0.56 -0.79 -0.004
83 FTNT 107.45 20 Mar '20 84 105.00
110.00
P
C
0.325
0.333
15
4
5.30
5.60
10.90 100.00
115.00
P
C
0.338
0.323
21
6
3.70
3.90
7.60 3.30 -3.30 1.70 -1.94 -0.004
84 TMO 326.55 21 Feb '20 56 320.00
330.00
P
C
0.213
0.214
20
13
7.60
9.30
16.90 310.00
340.00
P
C
0.232
0.199
21
2
5.10
5.20
10.30 6.60 -6.60 3.40 -1.94 -0.004
85 SLV 16.58 31 Mar '20 95 16.50
17.00
P
C
0.173
0.200
141
4,976
0.53
0.49
1.02 16.00
17.50
P
C
0.167
0.210
88
20
0.31
0.37
0.68 0.34 -0.34 0.16 -2.12 -0.004
86 X 11.14 7 Feb '20 42 11.00
11.50
P
C
0.575
0.570
35
14
0.78
0.69
1.47 10.50
12.00
P
C
0.591
0.558
105
20
0.59
0.52
1.11 0.36 -0.36 0.14 -2.57 -0.004
87 TDOC 83.35 21 Feb '20 56 80.00
85.00
P
C
0.421
0.417
3
57
3.70
4.50
8.20 75.00
90.00
P
C
0.441
0.402
11
10
2.35
2.90
5.25 2.95 -2.95 2.05 -1.44 -0.005
88 SMG 106.75 21 Feb '20 56 105.00
110.00
P
C
0.304
0.304
341
206
4.10
3.60
7.70 100.00
115.00
P
C
0.316
0.297
342
185
2.50
2.10
4.60 3.10 -3.10 1.90 -1.63 -0.005
89 PYPL 109.40 7 Feb '20 42 109.00
110.00
P
C
0.268
0.280
14
5
3.70
3.80
7.50 108.00
111.00
P
C
0.270
0.283
22
2
3.40
3.50
6.90 0.60 -0.60 0.40 -1.50 -0.005
90 WSM 73.02 21 Feb '20 56 72.50
75.00
P
C
0.268
0.237
10
9
2.70
1.80
4.50 70.00
77.50
P
C
0.276
0.234
1
5
1.85
1.15
3.00 1.50 -1.50 1.00 -1.50 -0.005
91 D 82.00 21 Feb '20 56 80.00
82.50
P
C
0.143
0.146
131
65
0.90
1.60
2.50 77.50
85.00
P
C
0.161
0.134
180
168
0.55
0.75
1.30 1.20 -1.20 1.30 -0.92 -0.005
92 SQQQ 22.09 20 Mar '20 84 22.00
23.00
P
C
0.467
0.515
107
69
1.90
1.70
3.60 21.00
24.00
P
C
0.453
0.535
1
47
1.45
1.55
3.00 0.60 -0.60 0.40 -1.50 -0.005
93 PVH 104.05 21 Feb '20 56 100.00
105.00
P
C
0.301
0.300
10
28
2.95
4.30
7.25 95.00
110.00
P
C
0.316
0.290
1
8
1.75
2.55
4.30 2.95 -2.95 2.05 -1.44 -0.005
94 VEEV 140.65 20 Mar '20 84 140.00
145.00
P
C
0.333
0.347
18
70
8.50
7.40
15.90 135.00
150.00
P
C
0.341
0.345
4
19
6.50
5.80
12.30 3.60 -3.60 1.40 -2.57 -0.006
95 CCI 141.08 21 Feb '20 56 140.00
145.00
P
C
0.182
0.182
18
24
3.30
2.35
5.65 135.00
150.00
P
C
0.200
0.170
101
14
2.00
1.00
3.00 2.65 -2.65 2.35 -1.13 -0.007
96 BLL 64.69 21 Feb '20 56 62.50
65.00
P
C
0.257
0.263
2
8
1.55
2.45
4.00 60.00
67.50
P
C
0.274
0.253
1
13
1.05
1.50
2.55 1.45 -1.45 1.05 -1.38 -0.007
97 FTNT 107.45 21 Feb '20 56 105.00
110.00
P
C
0.347
0.346
11
1
4.40
4.60
9.00 100.00
115.00
P
C
0.358
0.342
24
9
2.90
3.00
5.90 3.10 -3.10 1.90 -1.63 -0.007
98 SYK 210.55 20 Mar '20 84 210.00
220.00
P
C
0.193
0.186
1
33
7.30
3.80
11.10 200.00
230.00
P
C
0.210
0.176
7
23
4.10
1.55
5.65 5.45 -5.45 4.55 -1.20 -0.007
99 FANG 90.77 20 Mar '20 84 90.00
95.00
P
C
0.351
0.353
10
31
5.50
4.30
9.80 85.00
100.00
P
C
0.359
0.352
5
23
3.70
2.90
6.60 3.20 -3.20 1.80 -1.78 -0.007
100 SPXU 19.84 21 Feb '20 56 19.00
20.00
P
C
0.318
0.370
2
10
0.55
1.05
1.60 18.00
21.00
P
C
0.289
0.407
2
11
0.25
0.90
1.15 0.45 -0.45 0.55 -0.82 -0.008
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