Sheet1

Spread Hacker

on

8/10/14

Orders
Spread
IRON
CONDOR
BUY
SELL
BUY
IRON
CONDOR
BUY
SELL
BUY
IRON
CONDOR
BUY
SELL
BUY
IRON
CONDOR
BUY
SELL
BUY
IRON
CONDOR
BUY
SELL
BUY
IRON
CONDOR
BUY
SELL
BUY
IRON
CONDOR
BUY
SELL
BUY

Side Qty
SELL
1 XLE
-1 XLE
1 XLE
SELL
1 XLE
-1 XLE
1 XLE
SELL
1 XLE
-1 XLE
1 XLE
SELL
1 XLE
-1 XLE
1 XLE
SELL
1 XLE
-1 XLE
1 XLE
SELL
1 XLE
-1 XLE
1 XLE
SELL
1 XLE
-1 XLE
1 XLE

07:07:47

Symbol
-1 XLE
AUG5
AUG5
AUG5
-1 XLE
AUG5
AUG5
AUG5
-1 XLE
AUG5
AUG5
AUG5
-1 XLE
AUG5
AUG5
AUG5
-1 XLE
AUG5
AUG5
AUG5
-1 XLE
AUG5
AUG5
AUG5
-1 XLE
AUG5
AUG5
AUG5

Exp
Strike
AUG5
14
99
14
102 CALL
14
90 PUT
14
87 PUT
AUG5
14 98.5
14 102.5 CALL
14
89 PUT
14
85 PUT
AUG5
14
99
14
103 CALL
14
90 PUT
14
86 PUT
AUG5
14
99
14
103 CALL
14
89 PUT
14
85 PUT
AUG5
14 99.5
14 103.5 CALL
14
91 PUT
14
87 PUT
AUG5
14
99
14
104 CALL
14
90 PUT
14
85 PUT
AUG5
14 99.5
14 104.5 CALL
14
91 PUT
14
86 PUT

Page 1

Type Mark POP

CALL
0.62 70.49%

ROC
26.05%

CALL

0.765 70.43% 23.65%

CALL

0.65 70.77% 19.40%

CALL

0.635 72.75% 18.87%

CALL

0.61 70.50% 17.99%

CALL

0.715 71.36% 16.69%

CALL

0.615 70.55% 14.03%

Sheet1

PL/Margin
Front Vol
26.05 19.20%

Back Vol Vol Dif Delta

ROC DTE Annualized
19.20% 0.00%
-0.13 26.05%
19
494.96%

23.648 19.20%

19.20% 0.00%

-0.21 23.65%

19

449.30%

19.403 19.20%

19.20% 0.00%

-0.16 19.40%

19

368.66%

18.871 19.20%

19.20% 0.00%

-0.18 18.87%

19

358.54%

17.994 19.20%

19.20% 0.00%

-0.11 17.99%

19

341.89%

16.686 19.20%

19.20% 0.00%

-0.19 16.69%

19

317.04%

14.025 19.20%

19.20% 0.00%

-0.13 14.03%

19

266.48%

Page 2