| using Beta Weighing on 'SPY' | ||||||||
| Instrument | Qty | Days | Strike | Break | Mark | Delta | Theta | Vega |
| /CL | 623.4 | 143.46 | -265.71 | |||||
| Light Sweet Crude Oil Futures,Jun-2016,ETH | 3 | 45 | 41.65 | 36.97 | 654.13 | 0 | 0 | |
| 1/1000 JUN 16 /LOM6 34 PUT | -3 | 42 | 34 | 0.8 | 1.2 | 183.52 | 73.22 | -128.31 |
| 1/1000 JUN 16 /LOM6 40 CALL | -3 | 42 | 40 | 1.15 | 1.1 | -214.25 | 70.24 | -137.4 |
| /ES | -196.65 | 21.16 | -79.5 | |||||
| 1/50 APR 16 (EOM) /EWJ6 2045 CALL | -1 | 24 | 2045 | 29.5 | 26.75 | -250.56 | 27.39 | -106.6 |
| 1/50 APR 16 (EOM) /EWJ6 2130 CALL | 1 | 24 | 2130 | 1.5 | 1.1 | 25.74 | -5.41 | 28.16 |
| 1/50 APR 16 (EOM) /EWJ6 2045 PUT | -1 | 24 | 2045 | 29.75 | 28 | 250.45 | 27.28 | -106.6 |
| 1/50 APR 16 (EOM) /EWJ6 2035 PUT | 1 | 24 | 2035 | 26.25 | 24.25 | -222.29 | -28.1 | 105.53 |
Saturday, April 9, 2016
Position Statement on 4/5/16 11:44:14
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