something is wrong with your math. the market dropped to 11303 and the Put option was 1.17 . I got in at .80 cents that is on 46% profit. Following me on my trades with DIA. I will post when I buy and you can check it. Depending on when you get in you do not need big moves to make money. Please let me help you there is easy money out there. I wish I could show people this.