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 |
Current Position
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