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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 SNAP 15.89 3 Jan '20 4 15.00 0.437 0.04 639 14.50 0.515 0.01 107 0.03 0.50 16.67 0.08
2 SNAP 15.89 3 Jan '20 4 15.50 0.387 0.11 1,646 15.00 0.437 0.03 639 0.08 0.50 6.25 0.05
3 SNAP 15.89 10 Jan '20 11 15.00 0.404 0.13 134 14.50 0.430 0.05 3 0.08 0.50 6.25 0.03
4 SNAP 15.89 10 Jan '20 11 15.50 0.388 0.26 741 15.00 0.404 0.12 134 0.14 0.50 3.57 0.02
5 SNAP 15.89 17 Jan '20 18 15.00 0.397 0.22 987 14.50 0.411 0.11 22 0.11 0.50 4.55 0.01
6 SNAP 15.89 31 Jan '20 32 15.50 0.443 0.66 11 15.00 0.456 0.43 12 0.23 0.50 2.17 0.01
7 SNAP 15.89 24 Jan '20 25 15.00 0.404 0.31 12 14.50 0.417 0.18 5 0.13 0.50 3.85 0.01
8 SNAP 15.89 3 Jan '20 4 16.00 0.377 0.32 2,167 15.50 0.387 0.10 1,646 0.22 0.50 2.27 0.01
9 SNAP 15.89 17 Jan '20 18 16.00 0.385 0.61 5,359 15.50 0.394 0.37 3,459 0.24 0.50 2.08 0.01
10 SNAP 15.89 24 Jan '20 25 15.50 0.395 0.48 32 15.00 0.404 0.29 12 0.19 0.50 2.63 0.01
11 SNAP 15.89 10 Jan '20 11 16.00 0.383 0.49 264 15.50 0.388 0.25 741 0.24 0.50 2.08 0.01
12 SNAP 15.89 24 Jan '20 25 16.00 0.390 0.71 189 15.50 0.395 0.46 32 0.25 0.50 2.00 0.00
13 SNAP 15.89 17 Jan '20 18 15.50 0.394 0.38 3,459 15.00 0.397 0.20 987 0.18 0.50 2.78 0.00
14 SNAP 15.89 31 Jan '20 32 15.00 0.456 0.47 12 14.50 0.457 0.29 3 0.18 0.50 2.78 0.00
15 SNAP 15.89 17 Jan '20 18 16.50 0.385 0.92 15 16.00 0.385 0.59 5,359 0.33 0.50 1.52 -0.00
16 SNAP 15.89 24 Jan '20 25 16.50 0.391 1.02 0 16.00 0.390 0.70 189 0.32 0.50 1.56 -0.00
17 SNAP 15.89 31 Jan '20 32 16.50 0.451 1.25 7 16.00 0.449 0.86 30 0.39 0.50 1.28 -0.00
18 SNAP 15.89 31 Jan '20 32 16.00 0.449 0.94 30 15.50 0.443 0.62 11 0.32 0.50 1.56 -0.01
19 SNAP 15.89 10 Jan '20 11 16.50 0.392 0.82 65 16.00 0.383 0.47 264 0.35 0.50 1.43 -0.01
20 SNAP 15.89 3 Jan '20 4 16.50 0.404 0.69 270 16.00 0.377 0.30 2,167 0.39 0.50 1.28 -0.03
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