Collect theta along the upper bound of the regression channel.
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| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 1/5/2017 14:42 | SINGLE | SELL | -1 | TO OPEN | /ESH7 1/50 JAN 17 (Wk3) | /EW3F7 | 2300 | CALL | 2.8 | 2.8 | LMT |
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