No. of Scenario	Call option expiring on 11/Feb/2011, Strike 1.300, Losses, $	Put option expiring on 11/Mar/2011, Strike 1.200, Losses, $	Options portfolio Losses, $
1	−605	−428	−(−605) + 2(−428) = −251
2	690	274	−(690) + 2(274) = −142
3	−1154	−299	−(−1154) + 2(−299) = 556
4	139	300	−(139) + 2(300) = 461
5	−123	−578	−(−123) + 2(−578) = −1033
6	1112	238	−(1112) + 2(238) = −636
7	−1769	−188	−(−1769) + 2(−188) = 1393
8	−539	317	−(−539) + 2(317) = 1173
9	292	−751	−(292) + 2(−751) = −1794
10	1414	186	−(1414) + 2(186) = −1042
11	−2449	−95	−(−2449) + 2(−95) = 2259
12	−1330	329	−(−1330) + 2(329) = 1988
13	643	−950	−(643) + 2(−950) = −2543
14	1614	114	−(1614) + 2(114) = −1386
15	−2439	107	−(−2439) + 2(107) = 2653
16	604	−641	−(604) + 2(−641) = −1886