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A . 2 Long 1 0 0 Strike Calls and 2 Long 1 0 0 Strike Puts B . 1 0 Long 2 0 Strike

A.2 Long 100 Strike Calls and 2 Long 100 Strike Puts
B.10 Long 20 Strike Calls and 10 Short 20 Strike Puts
C.5 Long 20 Strike Calls and 5 Long 20 Strike Puts
D.1 Long 20 Strike Calls and 1 Long 20 Strike Puts
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