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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 19.97 15 Nov '19 105 15.00 0.173 6.30 11 17.50 0.336 2.70 25 3.60 2.50 0.69 0.16
2 BGS 19.97 16 Aug '19 14 20.00 0.394 0.80 133 22.50 0.497 0.05 89 0.75 2.50 3.33 0.10
3 BGS 19.97 17 Jan '20 168 17.50 0.262 3.20 10 20.00 0.295 1.30 0 1.90 2.50 1.32 0.03
4 BGS 19.97 20 Sep '19 49 20.00 0.338 1.10 133 22.50 0.370 0.20 209 0.90 2.50 2.78 0.03
5 BGS 19.97 15 Nov '19 105 17.50 0.336 3.00 25 20.00 0.360 1.30 16 1.70 2.50 1.47 0.02
6 BGS 19.97 15 Jan '21 532 20.00 0.168 2.20 0 22.50 0.189 1.00 4 1.20 2.50 2.08 0.02
7 BGS 19.97 15 Nov '19 105 22.50 0.349 0.90 65 25.00 0.364 0.25 23 0.65 2.50 3.85 0.01
8 BGS 19.97 21 Feb '20 203 22.50 0.285 1.00 0 25.00 0.296 0.30 75 0.70 2.50 3.57 0.01
9 BGS 19.97 17 Jan '20 168 20.00 0.295 1.95 0 22.50 0.296 0.55 37 1.40 2.50 1.79 0.00
10 BGS 19.97 15 Jan '21 532 15.00 0.339 5.40 0 17.50 0.339 2.95 10 2.45 2.50 1.02  0
11 BGS 19.97 20 Sep '19 49 17.50 0.341 2.85 23 20.00 0.338 0.85 133 2.00 2.50 1.25 -0.00
12 BGS 19.97 15 Nov '19 105 20.00 0.360 1.60 16 22.50 0.349 0.60 65 1.00 2.50 2.50 -0.01
13 BGS 19.97 16 Aug '19 14 17.50 0.473 2.65 186 20.00 0.394 0.50 133 2.15 2.50 1.16 -0.08
14 BGS 19.97 17 Jan '20 168 15.00 0.344 5.50 2 17.50 0.262 2.75 10 2.75 2.50 0.91 -0.08
15 BGS 19.97 15 Jan '21 532 17.50 0.339 3.50 10 20.00 0.168 2.00 0 1.50 2.50 1.67 -0.17
16 BGS 19.97 20 Sep '19 49 15.00 0.942 6.60 0 17.50 0.341 2.50 23 4.10 2.50 0.61 -0.60
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