Portfolio 2

As of July 31, 2012

 

Symbol	Expiration	Strike Price	Option	Qty	Book Price	Market Price
IWM	Aug-12	$66.00	PUT	5	$810.00	$15.00
IWM	Aug-12	$69.00	PUT	-5	($1,120.00)	($40.00)
SPY	Aug-12	$110.00	PUT	5	$555.00	$10.00
SPY	Aug-12	$113.00	PUT	2	$210.00	$6.00
SPY	Aug-12	$115.00	PUT	-2	($242.00)	($6.00)
SPY	Aug-12	$116.00	PUT	5	$665.00	$15.00
SPY	Aug-12	$118.00	PUT	-5	($965.00)	($25.00)
SPY	Aug-12	$119.00	PUT	-5	($840.00)	($25.00)
SPY	Aug-12	$121.00	PUT	20	$1,540.00	$120.00
SPY	Aug-12	$123.00	PUT	-10	($500.00)	($90.00)
SPY	Aug-12	$124.00	PUT	-5	($1,250.00)	($55.00)
SPY	Aug-12	$126.00	PUT	-5	($410.00)	($75.00)
IWM	Sep-12	$65.00	PUT	5	$765.00	$125.00
IWM	Sep-12	$66.00	PUT	15	$630.00	$465.00
IWM	Sep-12	$68.00	PUT	-20	($1,905.00)	($880.00)
IWM	Sep-12	$69.00	PUT	5	$335.00	$260.00
IWM	Sep-12	$72.00	PUT	-5	($550.00)	($460.00)
TQQQ	Sep-12	$55.00	CALL	2	$470.00	$436.00
SPY	Sep-12	$109.00	PUT	5	$690.00	$80.00
SPY	Sep-12	$112.00	PUT	-5	($835.00)	($110.00)
SPY	Sep-12	$114.00	PUT	5	$955.00	$135.00
SPY	Sep-12	$117.00	PUT	-5	($1,160.00)	($180.00)
IWM	Oct-12	$63.00	PUT	10	$540.00	$440.00
IWM	Oct-12	$66.00	PUT	-10	($790.00)	($680.00)
IWM	Oct-12	$68.00	PUT	5	$515.00	$460.00
IWM	Oct-12	$71.00	PUT	-5	($745.00)	($700.00)
Symbol				Qty	Book Price	Market Price
Cash						$50,680.87
TOTAL						$49,921.87