📄 Extracted Text (378 words)
From: "Dubov, Anastasia X"
To: "jeevacationggmail.com" <[email protected]>
CC: "Barrett, Paul S" .- >, Barrett Pod cj
Subject: GOOG Option pricing
Date: Mon, 10 Jun 2013 18:13:23 +0000
Hi Jeffrey,
We priced up a couple iterations of GOOG risk reversals with 3 month, 6 month, and LEAP maturities. Please let us know if
you would like to execute on any of the below.
Spot ref: 886.85
3 month maturity (expires September 21, 2013)
Buying $925 strike call
Selling $850 strike put
Cashless
6 month maturity (expires December 21, 2013)
Buying $975 strike call
Selling $800 strike put
Debit $0.20
LEAP (expires maturing January 17, 2015)
Buying $980 strike call
Selling $810 strike put
Debit $0.40
Many thanks,
Stacy
Stacy Dubov
Global Investment Opportunities
J.P.Morgan
320 Park Ave 14th Floor
New York, NY 10022
T:
F:
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