LEG 1 LEG 2

OPTION TYPE CALL OPTION TYPE PUT

QUANTITY 25 QUANTITY 1
STRIKE PRICE 17000 STRIKE PRICE 11500
PREMIUM 210 PREMIUM 123.5
SPOT PRICE 17202 SPOT PRICE 11564

EXPIRY PRICE PROFIT/LOSS

15470.00 -5373.50
15555.00 -5373.50 35000.00
15640.00 -5373.50
15725.00 -5373.50
15810.00 -5373.50 30000.00
15895.00 -5373.50
15980.00 -5373.50
16065.00 -5373.50 25000.00
16150.00 -5373.50
16235.00 -5373.50
16320.00 -5373.50 20000.00
16405.00 -5373.50
16490.00 -5373.50
16575.00 -5373.50 15000.00
16660.00 -5373.50
16745.00 -5373.50
16830.00 -5373.50 10000.00
16915.00 -5373.50
17000.00 -5373.50
17085.00 -3248.50 5000.00
17170.00 -1123.50
17255.00 1001.50
17340.00 3126.50 0.00
17425.00 5251.50 00 0 0 00 00 00 00 00 00
7 0. 55 . 40. 25. 10. 95. 80. 65. 50
17510.00 7376.50 4 5 6 7 8 8 9 0 1
15 1 5 15 15 15 15 1 5 16 16 1
17595.00 9501.50 -5000.00
17680.00 11626.50
17765.00 13751.50
-10000.00
17850.00 15876.50
17935.00 18001.50
18020.00 20126.50
 18105.00 22251.50
18190.00 24376.50 ENTER EXPIRY PRICE
18275.00 26501.50
18360.00 28626.50
18445.00 30751.50 PROFIT/LOSS

NET PREMIUM FLOW -5373.5 MAX. PROFIT POTENTIAL

LEG 1 LEG 2

EXPIRY PRICE P/L EXPIRY PRICE P/L

15470.00 -5250.00 15470.00 -123.50

15555.00 -5250.00 15555.00 -123.50
15640.00 -5250.00 15640.00 -123.50
15725.00 -5250.00 15725.00 -123.50
15810.00 -5250.00 15810.00 -123.50
15895.00 -5250.00 15895.00 -123.50
15980.00 -5250.00 15980.00 -123.50
16065.00 -5250.00 16065.00 -123.50
16150.00 -5250.00 16150.00 -123.50
16235.00 -5250.00 16235.00 -123.50
16320.00 -5250.00 16320.00 -123.50
16405.00 -5250.00 16405.00 -123.50
16490.00 -5250.00 16490.00 -123.50
16575.00 -5250.00 16575.00 -123.50
16660.00 -5250.00 16660.00 -123.50
16745.00 -5250.00 16745.00 -123.50
16830.00 -5250.00 16830.00 -123.50
16915.00 -5250.00 16915.00 -123.50
17000.00 -5250.00 17000.00 -123.50
17085.00 -3125.00 17085.00 -123.50
17170.00 -1000.00 17170.00 -123.50
17255.00 1125.00 17255.00 -123.50
17340.00 3250.00 17340.00 -123.50
 17425.00 5375.00 17425.00 -123.50
17510.00 7500.00 17510.00 -123.50
17595.00 9625.00 17595.00 -123.50
17680.00 11750.00 17680.00 -123.50
17765.00 13875.00 17765.00 -123.50
17850.00 16000.00 17850.00 -123.50
17935.00 18125.00 17935.00 -123.50
18020.00 20250.00 18020.00 -123.50
18105.00 22375.00 18105.00 -123.50
18190.00 24500.00 18190.00 -123.50
18275.00 26625.00 18275.00 -123.50
18360.00 28750.00 18360.00 -123.50
18445.00 30875.00 18445.00 -123.50
10800.00 -5250.00 10800.00 576.50

35000.00 P/L 0.00 P/L 1.00

85 0.90
30000.00
-20.00 0.80
25000.00
-40.00 0.70
20000.00
0.60
15000.00 P/L -60.00 P/L 0.50
10000.00 0.40
-80.00
5000.00 0.30
-100.00 0.20
0.00
0.10
-5000.00 -120.00
0.00
-10000.00 -140.00
 LEG 3 LEG 4
OPTION TYPE CALL OPTION TYPE CALL
QUANTITY 0 QUANTITY 0
STRIKE PRICE 230 STRIKE PRICE 225
PREMIUM 7.1 PREMIUM 9.25
SPOT PRICE 224.5 SPOT PRICE 224.5

P/L

0 0 0 00 00 00 00 00 00 00 0 0 0 0 00 00 0 0 0 0 00 00 0 0 00 00 00 00 0 0 0 0 00 00 00 00 00 00 0 0 0 0 00 00 00 0 0
5 . 0. 5. 0. 5. 0. 5. 0. 5. 0 . 5. 0. 5 . 0. 5. 0. 5 . 0. 5. 0. 5. 0 . 5. 0. 5. 0. 5. 0. 5. 0. 5 . 0. 5. 0. 5 .
55 5 64 5 72 58 1 5 89 598 6 06 6 15 623 632 6 40 6 49 657 666 674 6 83 691 70 0 7 08 7 17 7 25 734 742 7 51 75 9 7 68 776 7 85 7 93 802 810 8 19 8 27 83 6 844
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
TER EXPIRY PRICE 10800.00

PROFIT/LOSS -4673.50

UNLIMITED MAX. LOSS POSSIBLE -5373.5

LEG 3 LEG 4

EXPIRY PRICE P/L EXPIRY PRICE P/L

15470.00 0.00 15470.00 0.00

15555.00 0.00 15555.00 0.00
15640.00 0.00 15640.00 0.00
15725.00 0.00 15725.00 0.00
15810.00 0.00 15810.00 0.00
15895.00 0.00 15895.00 0.00
15980.00 0.00 15980.00 0.00
16065.00 0.00 16065.00 0.00
16150.00 0.00 16150.00 0.00
16235.00 0.00 16235.00 0.00
16320.00 0.00 16320.00 0.00
16405.00 0.00 16405.00 0.00
16490.00 0.00 16490.00 0.00
16575.00 0.00 16575.00 0.00
16660.00 0.00 16660.00 0.00
16745.00 0.00 16745.00 0.00
16830.00 0.00 16830.00 0.00
16915.00 0.00 16915.00 0.00
17000.00 0.00 17000.00 0.00
17085.00 0.00 17085.00 0.00
17170.00 0.00 17170.00 0.00
17255.00 0.00 17255.00 0.00
17340.00 0.00 17340.00 0.00
 17425.00 0.00 17425.00 0.00
17510.00 0.00 17510.00 0.00
17595.00 0.00 17595.00 0.00
17680.00 0.00 17680.00 0.00
17765.00 0.00 17765.00 0.00
17850.00 0.00 17850.00 0.00
17935.00 0.00 17935.00 0.00
18020.00 0.00 18020.00 0.00
18105.00 0.00 18105.00 0.00
18190.00 0.00 18190.00 0.00
18275.00 0.00 18275.00 0.00
18360.00 0.00 18360.00 0.00
18445.00 0.00 18445.00 0.00
10800.00 0.00 10800.00 0.00

1.00 P/L 1.00 P/L

0.90 0.90
0.80 0.80
0.70 0.70
0.60 0.60
P/L P/L
0.50 0.50
0.40 0.40
0.30 0.30
0.20 0.20
0.10 0.10
0.00 0.00
 LEG 5
FUTURES
QUANTITY 0

FUTURES PRICE 224

SPOT PRICE 224

P/L

00 0 0
0. 45 .
4
18
 LEG 5 COMBINED

EXPIRY PRICE P/L EXPIRY PRICE P/L

15470.00 0.00 15470.00 -5373.50

15555.00 0.00 15555.00 -5373.50
15640.00 0.00 15640.00 -5373.50
15725.00 0.00 15725.00 -5373.50
15810.00 0.00 15810.00 -5373.50
15895.00 0.00 15895.00 -5373.50
15980.00 0.00 15980.00 -5373.50
16065.00 0.00 16065.00 -5373.50
16150.00 0.00 16150.00 -5373.50
16235.00 0.00 16235.00 -5373.50
16320.00 0.00 16320.00 -5373.50
16405.00 0.00 16405.00 -5373.50
16490.00 0.00 16490.00 -5373.50
16575.00 0.00 16575.00 -5373.50
16660.00 0.00 16660.00 -5373.50
16745.00 0.00 16745.00 -5373.50
16830.00 0.00 16830.00 -5373.50
16915.00 0.00 16915.00 -5373.50
17000.00 0.00 17000.00 -5373.50
17085.00 0.00 17085.00 -3248.50
17170.00 0.00 17170.00 -1123.50
17255.00 0.00 17255.00 1001.50
17340.00 0.00 17340.00 3126.50
17425.00 0.00 17425.00 5251.50
17510.00 0.00 17510.00 7376.50
17595.00 0.00 17595.00 9501.50
17680.00 0.00 17680.00 11626.50
17765.00 0.00 17765.00 13751.50
17850.00 0.00 17850.00 15876.50
17935.00 0.00 17935.00 18001.50
18020.00 0.00 18020.00 20126.50
18105.00 0.00 18105.00 22251.50
18190.00 0.00 18190.00 24376.50
18275.00 0.00 18275.00 26501.50
18360.00 0.00 18360.00 28626.50
18445.00 0.00 18445.00 30751.50
10800.00 0.00 10800.00 -4673.50

1.00 P/L
0.90
0.80
0.70
0.60
P/L
0.50
0.40
0.30
0.20
0.10
0.00