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04 8 6 6 2 204 0 39 78 74 3 126 374 3 8502 3755 4

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Unformatted text preview: .4 2 -4 0.88 -4 1.16 -27.10 25.51 -15.39 12.26 35.50 32.4 2 -113.6 9 -57.03 29 .30 -53.4 5 20.04 -21.08 30.9 6 -17.50 26 .78 -134 .10 -28.21 -25.29 -26 .28 -6 4 .52 -10.89 33.36 0.9 0 -13.06 35.16 -57.4 9 3.4 9 10.06 -12.00 1.19 -28.23 -24 .24 -5.6 2 -4 0.25 37.15 29 .9 3 21.85 -26 .9 7 -80.24 25.85 -32.11 -50.78 26 .89 0.59 27.01 -58.6 8 -52.9 4 7.50 -20.4 2 -59 .4 1 23.71 -34 .11 -1.27 -34 .73 -4 5.78 23.05 6 .85 -6 7.06 -31.81 -4 7.4 2 12.04 -27.4 5 18.18 28.6 5 -29 .6 0 -22.14 0.4 4 -19 .37 20.28 25.6 6 22.4 1 18.31 37.4 3 4 .59 8.86 31.81 -83.9 7 29 .19 26 .74 -32.76 9 .25 16 .28 -21.17 18.17 28.72 34 .6 0 -1.88 -13.57 -23.74 31.72 0.9 7 -0.4 3 -27.10 11.50 12.03 30.9 4 24 .4 7 -6 7.70 26 .85 -27.09 -82.33 -106 .76 -4 7.6 2 6 .4 0 -21.82 -36 .6 3 26 .09 17.85 -2.11 29 .6 4 24 .09 0.24 -4 0.70 19 .56 -13.12 22.15 -4 .6 2 -25.00 -4 2.83 4 .6 1 25.50 -4 6 .59 35.4 4 15.32 31.56 13.6 6 -2.02 20.02 33.16 30.85 -5.04 4 .89 -25.12 8.17 -7.4 9 11.85 15.34 -26 .06 26 .4 1 14 .4 9 14 .80 22.9 2 -26 .82 11.76 -10.34 -13.88 -33.32 35.6 3 7.80 15.36 -23.6 3 -4 .89 9 .39 18.25 17.08 -31.9 1 32.9 9 20.73 -34 .13 -12.9 5 20.07 13.17 -32.6 0 8.35 5.20 31.74 1.56 18.38 -18.59 1.30 -6 .4 9 -16 5.20 15.71 23.9 6 28.9 7 -19 .01 -25.76 -4 6 .76 -0.57 -15.10 -30.05 -15.88 -4 .56 4 .4 3 -4 .01 -29 .15 -28.22 -119 .6 5 -6 8.07 28.77 -19 .23 -51.31 -9 3.9 7 18.9 3 5.71 -29 .6 3 8.51 20.38 23.19 -4 7.30 15.73 -28.20 29 .6 4 -8.6 8 -86 .6 2 9 .6 7 35.52 10.6 7 -30.83 -29 .25 -7.84 3.03 16 .9 4 18.00 23.20 32.75 13.73 9 .10 7.39 5.6 6 7.6 5 -5.74 22.06 33.59 33.34 -106 .30 -3.21 20.87 2.57 -1.74 -4 6 .37 9 .01 35.9 3 -4 0.11 -9 0.80 -51.04 15.9 6 -7.36 -30.51 -19 .88 -27.4 0 -23.6 3 10.72 11.57 37.54 36 .34 35.03 -58.05 -50.58 -9 .03 -14 .6 1 27.9 2 -20.9 7 -9 .9 5 -4 5.11 -28.6 1 -35.80 27.51 -18.34 -56 .9 4 37.58 28.57 28.86 -2.25 13.25 4 .70 -4 1.6 5 27.71 -27.50 30.21 31.32 -3.58 21.52 -10.4 7 -15.02 -23.4 4 -7.84 8.03 -136 .30 -57.6 5 -51.84 7.33 3.82 -11.9 7 -7.20 -35.9 6 -14 .17 32.4 1 -16 4 .25 -4 1.35 -79 .39 3.53 -51.70 -24 .10 30.4 5 -0.04 31.57 -38.35 -6 5.73 28.24 12.38 -26 .84 20.00 21.29 22.75 -32.17 -32.4 7 0.4 4 30.87 15.81 6 .59 -3.01 -0.4 0 15.10 19 .21 -70.59 19 .6 2 20.35 31.22 -7.9 6 -6 0.34 -20.9 0 -59 .4 1 36 .33 5.11 -2.38 4 .79 37.23 -23.57 -24 .05 -6 3.81 27.53 Full Valuation Delta-Based Gamma-Based 6 .84 79 .6 0 121.6 8 9 .56 -52.4 4 -76 .71 -6 1.4 7 11.34 -6 .01 24 .17 -3.03 10.53 -16 5.20 10.10 -11.56 0.6 3 9 .80 16 .02 17.85 1.09 -24 .70 -28.58 -2.73 7.6 2 8.4 9 -117.27 8.76 1.22 13.76 13.00 5.84 16 .24 -26 .30 -13.83 -15.9 1 -0.6 3 15.75 -26 .21 22.6 6 -8.08 11.6 8 -32.38 6 .9 9 -30.22 23.6 3 -6 6 .07 4 .35 -35.28 -31.38 -100.9 7 -20.4 7 4 .6 9 -4 2.84 -9 7.4 0 14 .79 -58.6 4 -6 3.56 -9 0.70 -16 .9 7 -11.74 -8.6 0 -123.34 -20.6 9 -107.83 -4 9 .10 15.04 -7.25 -25.21 -71.4 6 -30.71 -3.39 -9 8.76 -26 .87 -6 .10 -13.28 -20.4 6 9 .86 17.6 8 -11.82 15.21 7.59 -55.6 7 -22.4 6 -10.6 9 -16 .4 1 21.27 -4 4 .14 -53.85 -30.81 25.06 -4 4 .22 4 .32 -31.58 -75.24...
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