Submarine Basket update – 10/11/2013

A quick review of current Submarine Basket positions:

       Initial     Current $ Options Option net         date $ G/L
CREE 56.27 72 S Oct 62.5 Puts & L Oct 11w 70 Puts -1.22 8/16/2013 12.73
CTRX 46 48.3 10/4/2013 2.30
DECK 63.7 61.3 S Oct 62.5 Straddle & BtO Oct 60 Puts 3.65 10/7/2013 -2.40
HTZ 22 22.5 S Oct 22/23 Strangle (1/2 each) 2.08 9/26/2013 0.50
IMPV 43.29 40 Oct 45/50 CS 1.87 8/9/2013 n/a
ISRG Option Credit 387 S Oct 350 Puts 5.52 9/19/2013 n/a
LNG 31.5 35.9 S Oct 11w 35 Calls (1/2 size) 0.34 9/25/2013 4.40
MLNX 36 40 S Oct 40/35 Strangle 2.1 9/30/2013 4.00
MNST 52 53.75 L Oct 55 Puts -1.8 10/8/2013 1.75

Leave a Reply

Your email address will not be published.