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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 BGS 15.94 15 Jan '21 448 12.50 0.182 4.00 0 15.00 0.259 2.40 0 1.60 2.50 1.56 0.08
2 BGS 15.94 15 Nov '19 21 17.50 0.550 0.35 167 20.00 0.623 0.05 122 0.30 2.50 8.33 0.07
3 BGS 15.94 21 Jan '22 819 15.00 0.149 2.90 5 17.50 0.206 1.60 6 1.30 2.50 1.92 0.06
4 BGS 15.94 15 Jan '21 448 15.00 0.259 2.55 0 17.50 0.285 1.50 10 1.05 2.50 2.38 0.03
5 BGS 15.94 15 Jan '21 448 17.50 0.285 1.65 10 20.00 0.303 0.90 0 0.75 2.50 3.33 0.02
6 BGS 15.94 15 May '20 203 15.00 0.346 2.20 0 17.50 0.361 1.05 20 1.15 2.50 2.17 0.02
7 BGS 15.94 20 Dec '19 56 17.50 0.438 0.60 16 20.00 0.452 0.10 6 0.50 2.50 5.00 0.01
8 BGS 15.94 15 May '20 203 12.50 0.333 3.90 0 15.00 0.346 2.10 0 1.80 2.50 1.39 0.01
9 BGS 15.94 15 Jan '21 448 20.00 0.303 1.05 0 22.50 0.312 0.60 0 0.45 2.50 5.56 0.01
10 BGS 15.94 15 May '20 203 20.00 0.354 0.55 0 22.50 0.361 0.20 34 0.35 2.50 7.14 0.01
11 BGS 15.94 21 Feb '20 119 12.50 0.402 3.80 0 15.00 0.402 1.85 1 1.95 2.50 1.28 0.00
12 BGS 15.94 17 Jan '20 84 17.50 0.382 0.65 20 20.00 0.381 0.15 17 0.50 2.50 5.00 -0.00
13 BGS 15.94 15 May '20 203 17.50 0.361 1.20 20 20.00 0.354 0.50 0 0.70 2.50 3.57 -0.01
14 BGS 15.94 17 Jan '20 84 15.00 0.393 1.80 0 17.50 0.382 0.55 20 1.25 2.50 2.00 -0.01
15 BGS 15.94 17 Jan '20 84 12.50 0.414 3.70 0 15.00 0.393 1.65 0 2.05 2.50 1.22 -0.02
16 BGS 15.94 20 Dec '19 56 15.00 0.461 1.70 0 17.50 0.438 0.50 16 1.20 2.50 2.08 -0.02
17 BGS 15.94 21 Feb '20 119 15.00 0.402 2.05 1 17.50 0.375 0.75 3 1.30 2.50 1.92 -0.03
18 BGS 15.94 21 Feb '20 119 17.50 0.375 0.85 3 20.00 0.347 0.15 104 0.70 2.50 3.57 -0.03
19 BGS 15.94 15 Nov '19 21 15.00 0.592 1.50 8 17.50 0.550 0.30 167 1.20 2.50 2.08 -0.04
20 BGS 15.94 15 Nov '19 21 12.50 0.761 3.70 0 15.00 0.592 1.35 8 2.35 2.50 1.06 -0.17
21 BGS 15.94 21 Jan '22 819 12.50 0.352 4.20 3 15.00 0.149 2.60 5 1.60 2.50 1.56 -0.20
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