Tuesday, December 13, 2016

Defence of /ES /CL Pair Trade

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
12/13/2016 10:31 VERTICAL SELL -1 TO OPEN /CLH7 1/1000 MAR 17 /LOH7 42.5 PUT 0.22 0.19 LMT
BUY 1 TO CLOSE /CLH7 1/1000 MAR 17 /LOH7 32.5 PUT 0.03 CREDIT

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Exec TimeSpreadSideQtyPos EffectSymbolExpStrikeTypePriceNet PriceOrder Type
11/29/2016 10:35SINGLESELL-1TO OPEN/ESH7 1/50 JAN 17 (EOM)/EWF72295CALL55LMT
11/29/2016 10:32SINGLESELL-1TO OPEN/CLH7 1/1000 MAR 17/LOH732.5PUT0.30.3LMT

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