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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 IDCC 100.71 20 Sep '24 147 110.00 0.230 12.20 0 105.00 0.254 8.00 0 4.20 5.00 1.19 0.02
2 IDCC 100.71 17 May '24 21 110.00 0.305 10.40 0 105.00 0.328 4.90 2 5.50 5.00 0.91 0.02
3 IDCC 100.71 21 Jun '24 56 110.00 0.245 11.60 0 105.00 0.261 6.30 0 5.30 5.00 0.94 0.02
4 IDCC 100.71 21 Jun '24 56 105.00 0.261 6.90 0 100.00 0.275 3.70 0 3.20 5.00 1.56 0.01
5 IDCC 100.71 17 May '24 21 105.00 0.328 6.00 2 100.00 0.339 2.70 4 3.30 5.00 1.52 0.01
6 IDCC 100.71 20 Sep '24 147 105.00 0.254 8.80 0 100.00 0.263 5.60 0 3.20 5.00 1.56 0.01
7 IDCC 100.71 15 Nov '24 203 97.50 0.280 6.40 0 95.00 0.289 5.00 0 1.40 2.50 1.79 0.01
8 IDCC 100.71 20 Sep '24 147 100.00 0.263 6.20 0 97.50 0.272 4.70 0 1.50 2.50 1.67 0.01
9 IDCC 100.71 17 May '24 21 97.50 0.341 2.00 11 95.00 0.350 1.10 0 0.90 2.50 2.78 0.01
10 IDCC 100.71 21 Jun '24 56 97.50 0.279 3.10 3 95.00 0.284 1.90 0 1.20 2.50 2.08 0.00
11 IDCC 100.71 15 Nov '24 203 105.00 0.276 10.10 0 100.00 0.280 6.80 0 3.30 5.00 1.52 0.00
12 IDCC 100.71 21 Jun '24 56 100.00 0.275 4.10 0 97.50 0.279 2.65 3 1.45 2.50 1.72 0.00
13 IDCC 100.71 17 May '24 21 100.00 0.339 3.10 4 97.50 0.341 1.75 11 1.35 2.50 1.85 0.00
14 IDCC 100.71 20 Sep '24 147 97.50 0.272 5.20 0 95.00 0.273 3.70 0 1.50 2.50 1.67 0.00
15 IDCC 100.71 15 Nov '24 203 100.00 0.280 7.50 0 97.50 0.280 5.60 0 1.90 2.50 1.32 0.00
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