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RE: SPY calls
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J
jeffrey E. Mar 30, 2017 3:33 PM
To
Ens, Amanda
current price
E
Ens, Amanda Mar 30, 2017 3:35 PM
To
'jeffrey E.'
Cc
'Richard Kahn'
$1.14 currently
E
Ens, Amanda Mar 30, 2017 3:41 PM
To
'jeffrey E.'
Cc
'Richard Kahn'
$1.14. Spot is 12 cents higher than before and it's a 25-delta.
E
Ens, Amanda Mar 30, 2017 3:48 PM
To
'jeffrey E.'
Cc
'Richard Kahn'
$1.10 now off of 236.22 ref for SPY
Will use commissions $0.04 going forward across the board as discussed with Rich.
E
Ens, Amanda Mar 30, 2017 9:09 PM
SPY 19-May-2017 $242 calls - $1.11offer right now
With $6/contract commission, $1.17 net
1,800 contracts is $210,600 premium net of commission.
Please note the market is moving around a bit.
Thanks,
Amanda
Amanda Ens
Director
Bank of America Merrill Lynch
Merrill Lynch, Pierce, Fenner & Smith Incorporated
E
Ens, Amanda Mar 31, 2017 9:38 AM
To
'jeffrey E.'
Cc
'Richard Kahn'
@ 1.01 w/ ref 235.85; 22% delta for the SPY 19-May-2017 $242 calls
Plus $4/contract commission
E
Ens, Amanda Apr 3, 2017 2:00 PM
To
jeffrey E.
Cc
@ 0.95 w/ ref 235.76; 22% delta for the SPY 19-May-2017 $242 calls