Saturday, April 9, 2016

Position Statement on 4/5/16 11:44:14

using Beta Weighing on 'SPY'
Instrument Qty Days Strike Break Mark Delta Theta Vega
/CL 623.4 143.46 -265.71
Light Sweet Crude Oil Futures,Jun-2016,ETH 3 45 41.65 36.97 654.13 0 0
1/1000 JUN 16 /LOM6 34 PUT -3 42 34 0.8 1.2 183.52 73.22 -128.31
1/1000 JUN 16 /LOM6 40 CALL -3 42 40 1.15 1.1 -214.25 70.24 -137.4
/ES -196.65 21.16 -79.5
1/50 APR 16 (EOM) /EWJ6 2045 CALL -1 24 2045 29.5 26.75 -250.56 27.39 -106.6
1/50 APR 16 (EOM) /EWJ6 2130 CALL 1 24 2130 1.5 1.1 25.74 -5.41 28.16
1/50 APR 16 (EOM) /EWJ6 2045 PUT -1 24 2045 29.75 28 250.45 27.28 -106.6
1/50 APR 16 (EOM) /EWJ6 2035 PUT 1 24 2035 26.25 24.25 -222.29 -28.1 105.53

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