Gold Defence

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

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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)