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Friday, November 25, 2016

Gold Defence

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
11/25/2016 9:37 VERTICAL SELL -1 TO OPEN GLD 16-Dec-16 115 CALL 1.1 0.33 LMT
BUY 1 TO OPEN GLD 16-Dec-16 116 CALL 0.77 CREDIT
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position
(using Beta Weighing on 'GLD')
Instrument Qty Days Strike Trade Price Mark Delta Theta Vega P/L Day P/L Open BP Effect
GLD 89.44 7.92 -21.3 ($2.00) ($232.50) ($4,800.20)
SPDR GOLD TR GOLD SHS ETF 0 0 113.13 0 0 0 $0.00 $0.00
100 16 DEC 16 111 PUT -1 21 111 0.92 1.05 32.04 3.91 -9.94 $2.00 ($13.00)
100 16 DEC 16 115 CALL -1 21 115 1.1 1.02 -34.85 3.79 -10.27 $8.00 $8.00
100 16 DEC 16 115 PUT -1 21 115 0.62 2.83 65.43 3.54 -10.24 ($5.50) ($221.00)
100 16 DEC 16 116 CALL 1 21 116 0.77 0.705 26.82 -3.33 9.15 ($6.50) ($6.50)

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