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May not be republished in any form, including electronically, without our express permission. FDS-000-000-000-000 Final Draft v5. 00 to 50 a share: Still own 1 XYZ April 50 Exchangd 35 deltas Still short 55 shares of XYZ stock -55 deltas Net delta of our total position -20 deltas So now you can see that our total option position is net short -20 deltas. Additional Analysis: The long term trend is UP. This results in huge transaction costs and operational difficulties when managing large barrier option positions.

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