Stock
Symbol
BCE
ITB
ITB
CELG
CELG
CELG
SVXY
TWTR
TTPH
SVXY
POM
Option Symbol
BCE-2016-03-18-C25.00
ITB-2015-09-04-P-25.50
ITB-2015-08-28-P-25.50
CELG-2015-10-16-C130.00
CELG-2015-08-28-C126.00
CELG-2015-08-28-C123.00
SVXY-2015-12-18-C80.00
TWTR-2016-01-15-C40.00
TTPH-2015-09-18-C40.00
SVXY-2015-08-28-P55.00
POM-2015-09-18-P25.00
Trades
Reviewed
for Error
Price
Change
GT 30
PCT in
LULD
Price
Change
GT 30
PCT
After
LULD
Trade Date
LULD Start
Time
Straddle
Limit
Indicator
Executed
Volume
TW Avg
MBBO
Spread
TW Avg
Quote
Bid Size
TW Avg
Quote
Ask
Size
8/24/2015
9:33:21 AM
LIMIT
1
4.91
0.81
9.97
8.2
8.2
N/A
0
0
8/24/2015
9:33:49 AM
STRADDLE
40
0.34
0
9.99
1.45
1.35
N/A
0
0
8/24/2015
9:33:49 AM
STRADDLE
20
2.07
0
9.98
1.95
1.2
N/A
0
0
8/24/2015
9:35:50 AM
STRADDLE
4
2.85
50
10
1
1
N/A
0
0
8/24/2015
9:36:15 AM
STRADDLE
2
0.21
0
0
0.71
0.71
N/A
0
0
8/24/2015
9:36:15 AM
STRADDLE
2
0.31
0
0
1.1
1.1
N/A
0
0
8/24/2015
9:40:39 AM
STRADDLE
2
4.88
8.87
10.95
3.9
3.9
N/A
0
0
8/24/2015
9:41:51 AM
LIMIT
3
1.6
0
0
1.04
1.04
N/A
1
0
8/24/2015
9:45:09 AM
STRADDLE
1
3.34
10.74
10.78
4.2
4.2
N/A
0
0
8/24/2015
10:04:11 AM
STRADDLE
10
2.1
16.66
20
5.1
5.1
N/A
0
0
8/25/2015
11:26:49 AM
STRADDLE
13
0.63
0
10.99
0.75
0.75
N/A
0
0
High
Execution
Price
Low
Execution
Price
.