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 |
|
----------------------------------------------------------------------------------------------------------------------
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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