Tuesday, November 22, 2016

WTI SP500 Pair Trade

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
11/22/2016 11:29 SINGLE SELL -1 TO OPEN /ESH7 1/50 DEC 16 (EOM) /EWZ6 2255 CALL 4.75 4.75 LMT
11/22/2016 11:27 SINGLE SELL -1 TO OPEN /CLH7 1/1000 MAR 17 /LOH7 35 PUT 0.27 0.27 LMT

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