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# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 AERI 21.59 16 Aug '19 14 22.50 1.028 1.45 11 25.00 1.067 0.55 20 0.90 2.50 2.78 0.04
2 AERI 21.59 21 Feb '20 203 17.50 0.719 6.80 0 20.00 0.753 5.00 0 1.80 2.50 1.39 0.03
3 AERI 21.59 15 Nov '19 105 22.50 0.746 3.30 0 25.00 0.780 2.10 0 1.20 2.50 2.08 0.03
4 AERI 21.59 16 Aug '19 14 25.00 1.067 0.70 20 30.00 1.099 0.10 0 0.60 5.00 8.33 0.03
5 AERI 21.59 20 Dec '19 140 20.00 0.750 5.00 0 22.50 0.781 3.50 0 1.50 2.50 1.67 0.03
6 AERI 21.59 20 Sep '19 49 25.00 0.752 1.35 2 30.00 0.781 0.40 0 0.95 5.00 5.26 0.03
7 AERI 21.59 16 Aug '19 14 17.50 1.095 4.70 0 20.00 1.107 2.40 0 2.30 2.50 1.09 0.01
8 AERI 21.59 20 Dec '19 140 25.00 0.730 2.85 0 30.00 0.738 1.40 1 1.45 5.00 3.45 0.01
9 AERI 21.59 21 Feb '20 203 22.50 0.698 4.40 0 25.00 0.688 3.00 0 1.40 2.50 1.79 -0.01
10 AERI 21.59 20 Sep '19 49 22.50 0.771 2.20 0 25.00 0.752 1.10 2 1.10 2.50 2.27 -0.02
11 AERI 21.59 21 Feb '20 203 25.00 0.688 3.50 0 30.00 0.661 1.70 10 1.80 5.00 2.78 -0.03
12 AERI 21.59 20 Sep '19 49 20.00 0.799 3.50 0 22.50 0.771 1.90 0 1.60 2.50 1.56 -0.03
13 AERI 21.59 20 Dec '19 140 17.50 0.780 6.40 0 20.00 0.750 4.40 0 2.00 2.50 1.25 -0.03
14 AERI 21.59 20 Sep '19 49 17.50 0.831 5.20 0 20.00 0.799 3.10 0 2.10 2.50 1.19 -0.03
15 AERI 21.59 15 Nov '19 105 25.00 0.780 2.70 0 30.00 0.734 1.05 10 1.65 5.00 3.03 -0.05
16 AERI 21.59 20 Dec '19 140 22.50 0.781 4.10 0 25.00 0.730 2.55 0 1.55 2.50 1.61 -0.05
17 AERI 21.59 21 Feb '20 203 20.00 0.753 5.70 0 22.50 0.698 3.90 0 1.80 2.50 1.39 -0.05
18 AERI 21.59 16 Aug '19 14 20.00 1.107 2.75 0 22.50 1.028 1.25 11 1.50 2.50 1.67 -0.08
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