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Long Put
LEG VOLUME
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# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 AMN 60.35 19 Apr '24 43 55.00 0.425 1.45 63 50.00 0.484 0.45 2 1.00 5.00 5.00 0.06
2 AMN 60.35 19 Apr '24 43 70.00 0.347 10.90 0 65.00 0.378 5.80 5 5.10 5.00 0.98 0.03
3 AMN 60.35 19 Apr '24 43 65.00 0.378 6.30 5 60.00 0.403 2.95 11 3.35 5.00 1.49 0.02
4 AMN 60.35 19 Apr '24 43 60.00 0.403 3.30 11 55.00 0.425 1.20 63 2.10 5.00 2.38 0.02
5 AMN 60.35 19 Jul '24 134 60.00 0.435 6.10 0 55.00 0.456 3.60 0 2.50 5.00 2.00 0.02
6 AMN 60.35 20 Dec '24 288 70.00 0.439 14.70 0 65.00 0.458 10.60 0 4.10 5.00 1.22 0.02
7 AMN 60.35 19 Jul '24 134 70.00 0.407 12.30 0 65.00 0.425 8.40 0 3.90 5.00 1.28 0.02
8 AMN 60.35 19 Jul '24 134 55.00 0.456 4.10 0 50.00 0.473 2.05 0 2.05 5.00 2.44 0.02
9 AMN 60.35 18 Oct '24 225 55.00 0.466 5.70 1 50.00 0.480 3.20 1 2.50 5.00 2.00 0.01
10 AMN 60.35 20 Dec '24 288 55.00 0.471 6.80 0 50.00 0.485 4.00 0 2.80 5.00 1.79 0.01
11 AMN 60.35 18 Oct '24 225 60.00 0.453 8.00 0 55.00 0.466 5.10 1 2.90 5.00 1.72 0.01
12 AMN 60.35 20 Dec '24 288 65.00 0.458 11.90 0 60.00 0.469 8.20 0 3.70 5.00 1.35 0.01
13 AMN 60.35 19 Jul '24 134 65.00 0.425 9.00 0 60.00 0.435 5.70 0 3.30 5.00 1.52 0.01
14 AMN 60.35 20 Dec '24 288 60.00 0.469 9.10 0 55.00 0.471 5.70 0 3.40 5.00 1.47 0.00
15 AMN 60.35 15 Mar '24 8 65.00 0.473 7.00 0 60.00 0.406 1.15 4 5.85 5.00 0.85 -0.07
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