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ASSUMPTIONS: ALL OPTIONS ARE SOLD NAKED, ALMOST ALL OPTIONS ARE SOLD BY CBOE
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NOTE: I DO NOT KNOW HOW MANY SHARES THEY ALREADY OWN FROM PRIOR WEEKS
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TOTAL SHARES THAT NEED TO BE HEDGEDSHARES THAT NEED TO BE ALLOCATED TO ITM OPTIONSSHARES THAT CAN BE ROLLED OVER FROM FEB 26SHARES NEED TO BE OWNED BY MMs SO DELTA = 0 AND CONTRACTS CAN BE EXERCISED
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17540819.745955400-2767491.226263710.94
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DELTA EXPOSURE FOR: FEB 26 20213187908.8
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DELTA EXPOSURE FOR: MARCH 5 20212234186.73
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DELTA EXPOSURE FOR: MARCH 12 2021364423.27
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DELTA EXPOSURE FOR: MARCH 19 20213184717.25
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DELTA EXPOSURE FOR: MARCH 26 2021252162.63
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DELTA EXPOSURE FOR: APRIL 1 2021356803.19
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DELTA EXPOSURE FOR: APRIL 9 2021-993.52
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DELTA EXPOSURE FOR: APRIL 16 20212910942.91
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DELTA EXPOSURE FOR: JULY 16 20212008187.32
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DELTA EXPOSURE FOR: OCT 15 202127887.78
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DELTA EXPOSURE FOR: NOV 19 2021622658.97
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DELTA EXPOSURE FOR: JAN 21 20221741495.65
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DELTA EXPOSURE FOR: JAN 20 2023650439.49
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CALL OPEN INTEREST FOR: FEB 26 2021147224
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CALL OPEN INTEREST FOR: MARCH 5 202156796
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CALL OPEN INTEREST FOR: MARCH 12 202116136
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CALL OPEN INTEREST FOR: MARCH 19 2021104548
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CALL OPEN INTEREST FOR: MARCH 26 20216029
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CALL OPEN INTEREST FOR: APRIL 1 20215886
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CALL OPEN INTEREST FOR: APRIL 9 2021158
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CALL OPEN INTEREST FOR: APRIL 16 202170689
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CALL OPEN INTEREST FOR: JULY 16 202145629
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CALL OPEN INTEREST FOR: OCT 15 2021429
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CALL OPEN INTEREST FOR: NOV 19 202111625
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CALL OPEN INTEREST FOR: JAN 21 202229053
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CALL OPEN INTEREST FOR: JAN 20 20239217
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TOTAL CALL OPEN INTEREST:503419
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PUT OPEN INTEREST FOR: FEB 26 2021208774
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PUT OPEN INTEREST FOR: MARCH 5 202196351
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PUT OPEN INTEREST FOR: MARCH 12 202153925
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PUT OPEN INTEREST FOR: MARCH 19 2021358091
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PUT OPEN INTEREST FOR: MARCH 26 202122,074
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PUT OPEN INTEREST FOR: APRIL 1 20216881
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PUT OPEN INTEREST FOR: APRIL 9 20211837
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PUT OPEN INTEREST FOR: APRIL 16 2021303,690
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PUT OPEN INTEREST FOR: JULY 16 2021215,349
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PUT OPEN INTEREST FOR: OCT 15 20211410
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PUT OPEN INTEREST FOR: NOV 19 202131,130
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PUT OPEN INTEREST FOR: JAN 21 2022220,642
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PUT OPEN INTEREST FOR: JAN 20 202345,736
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TOTAL PUT OPEN INTEREST:1565890
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TOTAL OPEN INTEREST:2069309
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