Volsage Options Analysis

Streaming Option Trades

Trade of the day for 05/29/20

Ticker Trade Name Trade Description Gross Contracts Net Vega,$ Net Delta Shares
Ticker:
Trade Name:
Calendar roll
Trade Description:

bought 19,179 06/19/2020 $74.0 p $0.1

sold 38,234 06/19/2020 $78.0 p $0.23

sold 38,234 07/17/2020 $76.0 p $0.54

bought 38,234 07/17/2020 $80.0 p $1.23

Gross Contracts:
133,881
Net vega:
93,234
Net Delta Shares:
-328,855

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