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Saturday, March 19, 2016

Current Position

 Beta Weighing on 'SPY'
Instrument Qty Days Strike Break Mark Delta Theta Vega
/CL 320.92 103.36 -136.22
Light Sweet Crude Oil Futures,May-2016,ETH 3 32 41.65 41.13 755.88 0 0
1/1000 MAY 16 /LOK6 40.5 CALL -3 27 40.5 1.36 2.34 -434.97 103.36 -136.22
Instrument Qty Days Strike Break Mark Delta Theta Vega
/ES 31 30 -208.71 19.89 -95.48
E-mini S&P 500 Index Futures,Jun-2016,ETH 0 90 0 2038.75 0 0 0
1/50 APR 16 /ESJ6 2030 PUT 1 27 2030 23.25 24 -220.6 -23.54 113.31
1/50 APR 16 /ESJ6 2040 CALL -1 27 2040 27.75 26.5 -252.56 23.72 -114.59
1/50 APR 16 /ESJ6 2040 PUT -1 27 2040 27.25 28.25 248.63 23.26 -114.58
1/50 APR 16 /ESJ6 2150 CALL 1 27 2150 0.4 0.7 15.82 -3.56 20.38

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