Volsage Options Analysis


Option Trade Monitor

Trade of the day for 03/05/21

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

bought 13,000 03/12/2021 $200.0 p $1.0

sold 12,000 03/12/2021 $205.0 p $1.78

sold 13,000 03/12/2021 $208.0 p $2.55

bought 12,000 03/12/2021 $211.0 p $3.5

Gross Contracts:
50,000
Net vega:
-42,830
Net Delta Shares:
25,116

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