Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
3/20/2019 10:36 | STRADDLE | BUY | 1 | TO CLOSE | VXXB | 5-Apr-19 | 30 | CALL | 1.2 | 3.05 | LMT |
BUY | 1 | TO CLOSE | VXXB | 5-Apr-19 | 30 | PUT | 1.85 | DEBIT |
24DTE, Puts: Short 30; Calls: Short 30.0; total credit $3.75.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
3/12/2019 10:23 | CALENDAR | SELL | -1 | TO OPEN | VXXB | 5-Apr-19 | 30 | PUT | 1.55 | 0.3 | LMT |
BUY | 1 | TO CLOSE | VXXB | 29-Mar-19 | 30 | PUT | 1.25 | CREDIT | |||
3/12/2019 10:22 | DIAGONAL | SELL | -1 | TO OPEN | VXXB | 5-Apr-19 | 30 | CALL | 1.8 | 1.05 | LMT |
BUY | 1 | TO CLOSE | VXXB | 29-Mar-19 | 32.5 | CALL | 0.75 | CREDIT | |||
3/12/2019 10:22 | SINGLE | BUY | 1 | TO CLOSE | VXXB | 29-Mar-19 | 32 | PUT | 2.6 | 2.6 | LMT |
3/12/2019 10:22 | SINGLE | SELL | -1 | TO CLOSE | VXXB | 29-Mar-19 | 28 | PUT | 0.35 | 0.35 | LMT |
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
3/11/2019 10:49 | SINGLE | BUY | 1 | TO OPEN | VXXB | 29-Mar-19 | 28 | PUT | 0.25 | 0.25 | LMT |
Short 30 & 32 Put 21 DTE, Short 32.5 Call 21 DTE; total credit $5.00.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
3/8/2019 13:17 | SINGLE | SELL | -1 | TO OPEN | VXXB | 29-Mar-19 | 30 | PUT | 0.4 | 0.4 | LMT |
3/8/2019 13:15 | DIAGONAL | SELL | -1 | TO OPEN | VXXB | 29-Mar-19 | 32.5 | CALL | 2.95 | 0.35 | LMT |
BUY | 1 | TO CLOSE | VXXB | 15-Mar-19 | 32 | CALL | 2.6 | CREDIT | |||
3/8/2019 13:12 | SINGLE | SELL | -1 | TO CLOSE | VXXB | 15-Mar-19 | 34 | CALL | 1.45 | 1.45 | LMT |
Short 32 Put 25 DTE & 32/34 Call spread 11DTE, total credit $2.80.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
3/4/2019 13:28 | VERTICAL | SELL | -1 | TO OPEN | VXXB | 15-Mar-19 | 32 | CALL | 1.1 | 0.5 | LMT |
BUY | 1 | TO OPEN | VXXB | 15-Mar-19 | 34 | CALL | 0.6 | CREDIT |
Short 32 Put 25 DTE, total credit $2.30.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
3/4/2019 9:58 | VERTICAL | BUY | 1 | TO CLOSE | VXXB | 15-Mar-19 | 32 | CALL | 0.35 | 0.3 | LMT |
SELL | -1 | TO CLOSE | VXXB | 15-Mar-19 | 37 | CALL | 0.05 | DEBIT |
Short 32 Put 29 DTE & 32/37 Call spread 15DTE, total credit $2.60.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
2/28/2019 11:48 | VERTICAL | SELL | -1 | TO OPEN | VXXB | 15-Mar-19 | 32 | CALL | 0.95 | 0.7 | LMT |
BUY | 1 | TO OPEN | VXXB | 15-Mar-19 | 37 | CALL | 0.25 | CREDIT |
The position is Short 32 Put 32 DTE, total credit $1.90.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
2/25/2019 11:01 | BACKRATIO | SELL | -1 | TO CLOSE | VXXB | 15-Mar-19 | 36 | CALL | 0.2 | 0.1 | LMT |
BUY | 2 | TO CLOSE | VXXB | 15-Mar-19 | 37.5 | CALL | 0.15 | DEBIT |
The position is equivalent to a 37.5Call/32Put strangle, total credit $2, BEs @ 30 & 39.
Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
2/20/2019 11:15 | SINGLE | SELL | -2 | TO OPEN | VXXB | 15-Mar-19 | 37.5 | CALL | 0.5 | 0.5 | LMT |
2/20/2019 11:15 | SINGLE | BUY | 1 | TO CLOSE | VXXB | 15-Mar-19 | 35 | CALL | 0.9 | 0.9 | LMT |
2/15/2019 11:04 | CALENDAR | SELL | -1 | TO OPEN | VXXB | 29-Mar-19 | 32 | PUT | 2.05 | 0.5 | LMT |
BUY | 1 | TO CLOSE | VXXB | 15-Mar-19 | 32 | PUT | 1.55 | CREDIT | |||
2/8/2019 11:35 | VERTICAL | SELL | -1 | TO OPEN | VXXB | 15-Mar-19 | 35 | CALL | 2.85 | 0.35 | LMT |
BUY | 1 | TO OPEN | VXXB | 15-Mar-19 | 36 | CALL | 2.5 | CREDIT | |||
2/8/2019 11:34 | SINGLE | SELL | -1 | TO OPEN | VXXB | 15-Mar-19 | 32 | PUT | 1 | 1 | LMT |
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