From: Ens, Amanda Sent: Friday, March 31, 2017 1:38 PM To: jeffrey E. Cc: 'Richard Kahn' Subject: RE: SPY calls @ 1.01 w/ ref 235.85; 22% delta for the SPY 19-May-2017 $242 calls Plus $4/contract commission From: Ens, Amanda Sent: Thursday, March 30, 2017 3:48 PM To: 'jeffrey E.' <[email protected]> Cc: 'Richard Kahn' le Subject: RE: SPY calls $1.10 now off of 236.22 ref for SPY Will use commissions $0.04 going forward across the board as discussed with Rich. From: Ens, Amanda Sent: Thursday, March 30, 2017 3:41 PM To: 'jeffrey E.' <[email protected] <mailto:[email protected]» Cc: 'Richard Kahn' < Subject: RE: SPY calls $1.14. Spot is 12 cents higher than before and it's a 25-delta. From: Ens, Amanda Sent: Thursday, March 30, 2017 3:35 PM To: 'jeffrey E.' <[email protected] <mailto:[email protected]» Cc: 'Richard Kahn' < Subject: RE: SPY calls $1.14 currently EFTA_R1_01329500 EFTA02351178