SpiderRock Advisors, LLC

Holdings History for CBOE S&P 500 INDEX - S&P 500 - Put

Investment type: Debt / S&P 500

Holdings date	Option	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Mar 2024	call		-1.1%	$0	0	-200	-100%		Q1 2024
31 Dec 2023	call	1.1%	0%	$970	200	0		485.0%	Q4 2023
30 Sep 2023	put	95%	0%	$243,814	58,800	0		414.65%	Q3 2023
30 Jun 2023	put	99%	0%	$362,036	90,700	0		399.16%	Q2 2023
31 Mar 2023	put	99%	0%	$330,452	85,100	0		388.31%	Q1 2023
31 Dec 2022	put	99%	0%	$341,991	88,700	0		385.56%	Q4 2022
30 Sep 2022	put	94%	0%	$379,020	97,700	0		387.94%	Q3 2022
30 Jun 2022	put	99%	0%	$2,037,899	104,400	0		1952.01%	Q2 2022
31 Mar 2022	call	5.1%	0%	$5,564	1,200	0		463.67%	Q1 2022
31 Mar 2022	put	86%	0%	$93,742	22,000	0		426.1%	Q1 2022
31 Dec 2021	call	6.3%	0%	$12,000	2,400	0		500.0%	Q4 2021
31 Dec 2021	put	87%	0%	$164,883	39,800	0		414.28%	Q4 2021
30 Sep 2021	call	38%	0%	$19,000	3,800	0		500.0%	Q3 2021
30 Sep 2021	put	48%	0%	$24,145	6,200	0		389.44%	Q3 2021
30 Jun 2021	put	79%	0%	$21,882	5,700	0		383.89%	Q2 2021
31 Mar 2021	call	12%	0%	$4,660	1,100	0		423.64%	Q1 2021
31 Mar 2021	put	69%	0%	$27,115	7,900	0		343.23%	Q1 2021
31 Dec 2020	call	27%	0%	$18,464	4,600	0		401.39%	Q4 2020
31 Dec 2020	put	58%	0%	$40,004	13,100	0		305.37%	Q4 2020
30 Sep 2020	call	54%	0%	$272,992	73,200	0		372.94%	Q3 2020
30 Sep 2020	put	43%	0%	$221,012	79,000	0		279.76%	Q3 2020
30 Jun 2020	call	54%	0%	$284,540	80,200	0		354.79%	Q2 2020
30 Jun 2020	put	45%	0%	$240,381	94,800	0		253.57%	Q2 2020
31 Mar 2020	call	0.48%	0%	$97	1,600	0		6.06%	Q1 2020
31 Mar 2020	put	96%	0%	$19,311	52,000	0		37.14%	Q1 2020
31 Dec 2019	call	2.9%	0%	$46	6,400	0		0.72%	Q4 2019
31 Dec 2019	put	76%	0%	$1,201	30,000	0		4.0%	Q4 2019
30 Sep 2019	call	5.8%	0%	$155	6,600	0		2.35%	Q3 2019
30 Sep 2019	put	84%	0%	$2,226	51,000	0		4.36%	Q3 2019
30 Jun 2019	call	7.4%	0%	$204	6,600	0		3.09%	Q2 2019
30 Jun 2019	put	90%	0%	$2,496	42,800	0		5.83%	Q2 2019
31 Mar 2019	call	7.8%	0%	$141	5,000	0		2.82%	Q1 2019
31 Mar 2019	put	91%	0%	$1,643	37,800	0		4.35%	Q1 2019
31 Dec 2018	call	0.8%	0%	$32	600	0		5.33%	Q4 2018
31 Dec 2018	put	98%	0%	$3,896	24,600	0		15.84%	Q4 2018
30 Sep 2018	call	13%	0%	$312	26,600	0		1.17%	Q3 2018
30 Sep 2018	put	87%	0%	$2,160	34,800	0		6.21%	Q3 2018
30 Jun 2018	call	8%	0%	$176	29,800	0		0.59%	Q2 2018
30 Jun 2018	put	92%	0%	$2,033	17,200	0		11.82%	Q2 2018
31 Mar 2018	call	62%	0%	$978	67,400	0		1.45%	Q1 2018
31 Mar 2018	put	38%	0%	$601	4,800	0		12.52%	Q1 2018
31 Dec 2017	call	95%	0%	$4,108	10,000	0		41.08%	Q4 2017
31 Dec 2017	put	5.5%	0%	$238	7,800	0		3.05%	Q4 2017
30 Sep 2017	call	78%	0%	$2,445,000	10,000	0		24450.0%	Q3 2017
30 Sep 2017	put	20%	0%	$630,000	13,800	0		4565.22%	Q3 2017
30 Jun 2017	put	38%	0%	$706,000	5,200	0		13576.92%	Q2 2017
31 Mar 2017	put	54%	0%	$7,000	50,000	0		14.0%	Q1 2017

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.