From: Paul Barrett
Sent: Wednesday, April 11, 2018 7:32 PM
To: Jeffrey E.
Subject: RE: Puts
May 18th expiry
Paul Barrett
Alpha Group Capital LLC
142 W 57th Street, 11th Floor,=New York, NY 10019
From: Paul Barrett
Sent: Wednesday, April 11, 2018 3:23 PM
To: 'jeffrey E.' <jeevacation@gmail.com>
Subject: Puts
20th April expiry
260 Put (1.52% OTM) costs $1.89 or 71bps<=p>
255 Put (3.41% OTM) costs $0.88 or 33bpsap>
250 Put (5.30% OTM) costs $0.43 or 16bps<=p>
245 Put (7.20%OTM) costs $0.22 or 8bps</=>
EFTA_R1_01584945
EFTA02472827
In order of above:
$100K premium controls
14MM
30MM
61MM
120MM
255/245 Put spread costs 66c for a max return of 15.=5x
Paul Barrett
Alpha Group Capital LLC
142 W 57th Street, 11th Floor,=New York, NY 10019
2
EFTA_R1_01584946
EFTA02472828