Trade /NG
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price |
| 11/6/2015 11:34 | SINGLE | BUY | 1 | TO CLOSE | /NGF6 | /ONF6 | 1.95 | PUT | 0.021 |
Position
11/6/15 11:37:26 | |||||||||
(using Beta Weighing on '/CL') | |||||||||
Instrument | Qty | Days | Strike | Trade Price | Mark | Delta | Theta | Vega | BP Effect |
/CL | 1553.01 | 115.86 | -85.99 | -16,537.00 | |||||
Light Sweet Crude Oil | 0 | 14 | 0 | 44.37 | 0 | 0 | 0 | ||
| 1/1000 DEC 15 /LOZ5 34.0 PUT | 4 | 11 | 34 | 0.035 | 0.02 | -42.69 | -26.88 | 9.13 | |
| 1/1000 DEC 15 /LOZ5 40.0 PUT | -1 | 11 | 40 | 0.25 | 0.14 | 85.18 | 22.82 | -12.58 | |
| 1/1000 DEC 15 /LOZ5 42.5 PUT | -1 | 11 | 42.5 | 0.43 | 0.45 | 247.2 | 38.36 | -25.45 | |
| 1/1000 DEC 15 /LOZ5 44.5 PUT | -1 | 11 | 44.5 | 1.12 | 1.19 | 504.49 | 45.74 | -32.08 | |
| 1/1000 DEC 15 /LOZ5 46.5 PUT | -1 | 11 | 46.5 | 2.1 | 2.51 | 758.82 | 35.83 | -25.01 | |
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