HOUSE_OVERSIGHT_022273.jpg
Extracted Text (OCR)
Exchange WTI calls - there are 2 options (as of 3pm est):
Sday expiry 17march 2014 underlying clj4 97.92
and
35d expiry 16april2014 underlying clk4 97.59
** The 5 day options are a bit short - one possibility is sell a 3usd out of the money put (95.5 strike) for
20cents and buy a 2usd OTM 100 call for 25. Net pay Scents. But 5d is a bit short for me.
**For 35d expiry You could look at selling 91.50 (6usd OTM put) for S6cents and buying 103c (5.5usd OTM)
for 58cents or the 102c (4.5usd OTM) for 76cents.
CL1 <comdty> OMON on Bloomberg has live strikes and bid/ask.
If 5d is too short and 35d is too long / not enough gamma, Tazia may be able to source liquidity from the
street. Am Cc'ing her for any live pricing or additional comment
Best
Nav
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Document Details
| Filename | HOUSE_OVERSIGHT_022273.jpg |
| File Size | 0.0 KB |
| OCR Confidence | 85.0% |
| Has Readable Text | Yes |
| Text Length | 2,003 characters |
| Indexed | 2026-02-04T16:47:17.377578 |