| # | Stock | Stock Price |
Short Leg | Long Leg | Credit/ (Debit) |
Max Profit |
Max Loss |
Profit Loss |
Net IVol |  |
||||||||||
| Symbol | Expiry | Strike | P/C | Price | Leg Px | Symbol | Expiry | Strike | P/C | Price | Leg Px | |||||||||
| 1 | UYG | 5.27 | UUFAE | Jan '09 | 5.00 | C | 1.12 | 2.25 | UUFAF | Jan '09 | 6.00 | C | 0.70 | 2.33 | (0.08) | 0.93 | -0.07 | -12.33 | 0.15 | |
| UUFAE | 5.00 | C | 1.12 | UUFAD | 4.00 | C | 1.62 | |||||||||||||
| 2 | SSO | 25.00 | SOJAX | Jan '09 | 24.00 | C | 3.58 | 7.16 | SOJAA | Jan '09 | 27.00 | C | 1.90 | 6.00 | 1.16 | 2.16 | -0.84 | -2.57 | 0.14 | |
| SOJAX | 24.00 | C | 3.58 | SOJAW | 23.00 | C | 4.10 | |||||||||||||
| 3 | SSO | 25.00 | SOJAX | Jan '09 | 24.00 | C | 3.58 | 7.16 | SOJAB | Jan '09 | 28.00 | C | 1.60 | 5.70 | 1.46 | 2.46 | -1.54 | -1.60 | 0.13 | |
| SOJAX | 24.00 | C | 3.58 | SOJAW | 23.00 | C | 4.10 | |||||||||||||
| 4 | WFC | 25.90 | WFCAE | Jan '09 | 25.00 | C | 4.20 | 8.40 | WFCAL | Jan '09 | 29.00 | C | 2.16 | 6.96 | 1.44 | 2.44 | -1.56 | -1.56 | 0.12 | |
| WFCAE | 25.00 | C | 4.20 | WFCAH | 24.00 | C | 4.80 | |||||||||||||
| 5 | UWM | 16.80 | ULXAP | Jan '09 | 16.00 | C | 2.92 | 5.85 | ULXAR | Jan '09 | 18.00 | C | 1.90 | 5.30 | 0.55 | 1.55 | -0.45 | -3.44 | 0.11 | |
| ULXAP | 16.00 | C | 2.92 | ULXAO | 15.00 | C | 3.40 | |||||||||||||
| 6 | TS | 20.31 | TSAD | Jan '09 | 20.00 | C | 2.55 | 5.10 | TSAX | Jan '09 | 22.50 | C | 1.40 | 5.30 | (0.20) | 2.30 | -0.20 | -11.50 | 0.09 | |
| TSAD | 20.00 | C | 2.55 | TSAW | 17.50 | C | 3.90 | |||||||||||||
| 7 | XHB | 12.31 | XXJAM | Jan '09 | 13.00 | C | 1.15 | 2.30 | XXJAN | Jan '09 | 14.00 | C | 0.72 | 2.27 | 0.03 | 1.02 | 0.02 | 41.00 | 0.08 | |
| XXJAM | 13.00 | C | 1.15 | XXJAL | 12.00 | C | 1.55 | |||||||||||||
| 8 | WFC | 25.90 | WFCAE | Jan '09 | 25.00 | C | 4.20 | 8.40 | WFCAL | Jan '09 | 29.00 | C | 2.16 | 7.86 | 0.54 | 3.04 | -0.96 | -3.17 | 0.08 | |
| WFCAE | 25.00 | C | 4.20 | WFCAX | 22.50 | C | 5.70 | |||||||||||||
| 9 | XHB | 12.31 | XXJAM | Jan '09 | 13.00 | C | 1.15 | 2.30 | XXJAN | Jan '09 | 14.00 | C | 0.72 | 2.83 | (0.53) | 1.48 | -0.52 | -2.81 | 0.08 | |
| XXJAM | 13.00 | C | 1.15 | XXJAK | 11.00 | C | 2.10 | |||||||||||||
| 10 | MCD | 60.87 | MCDAY | Jan '09 | 57.50 | C | 5.45 | 10.90 | MCDAU | Jan '09 | 67.50 | C | 0.78 | 8.07 | 2.83 | 5.32 | -4.68 | -1.14 | 0.07 | |
| MCDAY | 57.50 | C | 5.45 | MCDAK | 55.00 | C | 7.30 | |||||||||||||
| 11 | SSO | 25.00 | SOJAZ | Jan '09 | 26.00 | C | 2.50 | 5.00 | SOJAA | Jan '09 | 27.00 | C | 1.90 | 4.83 | 0.17 | 1.17 | 0.17 | 6.88 | 0.07 | |
| SOJAZ | 26.00 | C | 2.50 | SOJAY | 25.00 | C | 2.93 | |||||||||||||
| 12 | SSO | 25.00 | SOJAZ | Jan '09 | 26.00 | C | 2.50 | 5.00 | SOJAB | Jan '09 | 28.00 | C | 1.60 | 4.53 | 0.47 | 1.47 | -0.53 | -2.77 | 0.07 | |
| SOJAZ | 26.00 | C | 2.50 | SOJAY | 25.00 | C | 2.93 | |||||||||||||
| 13 | CPB | 28.61 | CPBAF | Jan '09 | 30.00 | C | 0.90 | 1.80 | CPBAZ | Jan '09 | 32.50 | C | 0.25 | 2.20 | (0.40) | 2.10 | -0.40 | -5.25 | 0.07 | |
| CPBAF | 30.00 | C | 0.90 | CPBAY | 27.50 | C | 1.95 | |||||||||||||
| 14 | V | 52.09 | VAJ | Jan '09 | 50.00 | C | 5.30 | 10.60 | VAY | Jan '09 | 57.50 | C | 1.75 | 8.65 | 1.95 | 4.45 | -3.05 | -1.46 | 0.06 | |
| VAJ | 50.00 | C | 5.30 | VAW | 47.50 | C | 6.90 | |||||||||||||
| 15 | SSO | 25.00 | SOJAX | Jan '09 | 24.00 | C | 3.58 | 7.16 | SOJAZ | Jan '09 | 26.00 | C | 2.50 | 6.60 | 0.56 | 1.56 | -0.44 | -3.55 | 0.06 | |
| SOJAX | 24.00 | C | 3.58 | SOJAW | 23.00 | C | 4.10 | |||||||||||||
| 16 | EEM | 24.42 | MBYAW | Jan '09 | 23.00 | C | 3.15 | 6.30 | EEMAE | Jan '09 | 27.00 | C | 1.22 | 5.02 | 1.28 | 2.28 | -1.72 | -1.33 | 0.06 | |
| MBYAW | 23.00 | C | 3.15 | MBYAV | 22.00 | C | 3.80 | |||||||||||||
| 17 | NOK | 15.22 | NOKAN | Jan '09 | 14.00 | C | 1.90 | 3.80 | NOKAW | Jan '09 | 17.50 | C | 0.35 | 2.98 | 0.82 | 1.82 | -1.68 | -1.09 | 0.06 | |
| NOKAN | 14.00 | C | 1.90 | NOKAM | 13.00 | C | 2.62 | |||||||||||||
| 18 | WFC | 25.90 | WFCAE | Jan '09 | 25.00 | C | 4.20 | 8.40 | WFCAY | Jan '09 | 27.50 | C | 2.85 | 7.65 | 0.75 | 1.75 | -0.75 | -2.33 | 0.06 | |
| WFCAE | 25.00 | C | 4.20 | WFCAH | 24.00 | C | 4.80 | |||||||||||||
| 19 | SSO | 25.00 | SOJAX | Jan '09 | 24.00 | C | 3.58 | 7.16 | SOJAY | Jan '09 | 25.00 | C | 2.93 | 7.03 | 0.13 | 1.13 | 0.13 | 8.69 | 0.06 | |
| SOJAX | 24.00 | C | 3.58 | SOJAW | 23.00 | C | 4.10 | |||||||||||||
| 20 | WFC | 25.90 | WFCAK | Jan '09 | 26.00 | C | 3.60 | 7.20 | WFCAL | Jan '09 | 29.00 | C | 2.16 | 6.36 | 0.84 | 1.84 | -1.16 | -1.59 | 0.06 | |
| WFCAK | 26.00 | C | 3.60 | WFCAE | 25.00 | C | 4.20 | |||||||||||||
| 21 | XLE | 48.76 | XLEAW | Jan '09 | 49.00 | C | 4.10 | 8.20 | XBTAY | Jan '09 | 51.00 | C | 3.05 | 8.00 | 0.20 | 2.20 | 0.20 | 11.00 | 0.06 | |
| XLEAW | 49.00 | C | 4.10 | XLEAU | 47.00 | C | 4.95 | |||||||||||||
| 22 | DDM | 30.79 | HXDAD | Jan '09 | 30.00 | C | 3.80 | 7.60 | HXDAG | Jan '09 | 33.00 | C | 2.40 | 6.65 | 0.95 | 1.95 | -1.05 | -1.86 | 0.06 | |
| HXDAD | 30.00 | C | 3.80 | HXDAC | 29.00 | C | 4.25 | |||||||||||||
| 23 | DDM | 30.79 | HXDAD | Jan '09 | 30.00 | C | 3.80 | 7.60 | HXDAF | Jan '09 | 32.00 | C | 2.77 | 7.03 | 0.57 | 1.57 | -0.43 | -3.71 | 0.06 | |
| HXDAD | 30.00 | C | 3.80 | HXDAC | 29.00 | C | 4.25 | |||||||||||||
| 24 | QLD | 25.98 | QLAAY | Jan '09 | 25.00 | C | 3.70 | 7.40 | QLAAB | Jan '09 | 28.00 | C | 2.31 | 7.06 | 0.34 | 2.34 | -0.66 | -3.55 | 0.06 | |
| QLAAY | 25.00 | C | 3.70 | QLAAW | 23.00 | C | 4.75 | |||||||||||||
| 25 | MCD | 60.87 | MCDAY | Jan '09 | 57.50 | C | 5.45 | 10.90 | MCDAM | Jan '09 | 65.00 | C | 1.45 | 8.75 | 2.15 | 4.65 | -2.85 | -1.63 | 0.05 | |
| MCDAY | 57.50 | C | 5.45 | MCDAK | 55.00 | C | 7.30 | |||||||||||||
| 26 | EBAY | 13.79 | QXBAK | Jan '09 | 13.00 | C | 1.63 | 3.26 | QXBAO | Jan '09 | 16.00 | C | 0.37 | 2.68 | 0.58 | 1.58 | -1.42 | -1.11 | 0.05 | |
| QXBAK | 13.00 | C | 1.63 | QXBAJ | 12.00 | C | 2.31 | |||||||||||||
| 27 | DDM | 30.79 | HXDAD | Jan '09 | 30.00 | C | 3.80 | 7.60 | HXDAE | Jan '09 | 31.00 | C | 3.20 | 7.45 | 0.15 | 1.15 | 0.15 | 7.67 | 0.05 | |
| HXDAD | 30.00 | C | 3.80 | HXDAC | 29.00 | C | 4.25 | |||||||||||||
| 28 | XLE | 48.76 | XLEAW | Jan '09 | 49.00 | C | 4.10 | 8.20 | XLEAX | Jan '09 | 50.00 | C | 3.49 | 8.44 | (0.24) | 1.76 | -0.24 | -7.33 | 0.05 | |
| XLEAW | 49.00 | C | 4.10 | XLEAU | 47.00 | C | 4.95 | |||||||||||||
| 29 | ABT | 51.03 | ABTAJ | Jan '09 | 50.00 | C | 3.38 | 6.76 | ABTAK | Jan '09 | 55.00 | C | 1.10 | 6.00 | 0.76 | 3.26 | -1.74 | -1.87 | 0.05 | |
| ABTAJ | 50.00 | C | 3.38 | ABTAW | 47.50 | C | 4.90 | |||||||||||||
| 30 | EEM | 24.42 | MBYAW | Jan '09 | 23.00 | C | 3.15 | 6.30 | EEMAX | Jan '09 | 26.00 | C | 1.58 | 5.38 | 0.92 | 1.92 | -1.08 | -1.78 | 0.05 | |
| MBYAW | 23.00 | C | 3.15 | MBYAV | 22.00 | C | 3.80 | |||||||||||||