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# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 SNAP 23.20 28 Aug '20 37 22.50 0.524 1.98 90 22.00 0.543 2.15 422 -0.17 0.50 1.52 0.02
2 SNAP 23.20 7 Aug '20 16 22.50 0.558 1.50 650 22.00 0.576 1.75 545 -0.25 0.50 2.00 0.02
3 SNAP 23.20 28 Aug '20 37 23.50 0.532 1.47 273 23.00 0.549 1.61 167 -0.14 0.50 1.39 0.02
4 SNAP 23.20 14 Aug '20 23 22.50 0.546 1.68 63 22.00 0.562 1.86 34 -0.18 0.50 1.56 0.02
5 SNAP 23.20 21 Aug '20 30 23.50 0.523 1.28 883 23.00 0.530 1.47 2,127 -0.19 0.50 1.61 0.01
6 SNAP 23.20 14 Aug '20 23 23.00 0.540 1.43 360 22.50 0.546 1.58 63 -0.15 0.50 1.43 0.01
7 SNAP 23.20 21 Aug '20 30 22.50 0.529 1.81 424 22.00 0.534 2.03 393 -0.22 0.50 1.79 0.00
8 SNAP 23.20 21 Aug '20 30 24.00 0.521 1.05 4,744 23.50 0.523 1.23 883 -0.18 0.50 1.56 0.00
9 SNAP 23.20 28 Aug '20 37 24.00 0.530 1.26 433 23.50 0.532 1.38 273 -0.12 0.50 1.32 0.00
10 SNAP 23.20 7 Aug '20 16 24.00 0.561 0.77 1,401 23.50 0.561 0.93 1,047 -0.16 0.50 1.47 0.00
11 SNAP 23.20 21 Aug '20 30 23.00 0.530 1.54 2,127 22.50 0.529 1.73 424 -0.19 0.50 1.61 -0.00
12 SNAP 23.20 7 Aug '20 16 23.00 0.559 1.22 1,619 22.50 0.558 1.43 650 -0.21 0.50 1.72 -0.00
13 SNAP 23.20 7 Aug '20 16 23.50 0.561 0.98 1,047 23.00 0.559 1.16 1,619 -0.18 0.50 1.56 -0.00
14 SNAP 23.20 14 Aug '20 23 23.50 0.545 1.17 477 23.00 0.540 1.31 360 -0.14 0.50 1.39 -0.01
15 SNAP 23.20 14 Aug '20 23 24.00 0.555 0.97 349 23.50 0.545 1.08 477 -0.11 0.50 1.28 -0.01
16 SNAP 23.20 28 Aug '20 37 23.00 0.549 1.72 167 22.50 0.524 1.81 90 -0.09 0.50 1.22 -0.02
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