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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 GNRC 114.76 19 Jun '20 3 110.00 0.398 7.40 10 115.00 0.498 1.15 12 6.25 5.00 0.80 0.10
2 GNRC 114.76 17 Jul '20 31 105.00 0.382 13.90 6 110.00 0.461 8.50 25 5.40 5.00 0.93 0.08
3 GNRC 114.76 21 Aug '20 66 115.00 0.433 9.50 10 120.00 0.452 5.80 2 3.70 5.00 1.35 0.02
4 GNRC 114.76 18 Sep '20 94 120.00 0.404 8.60 4 125.00 0.415 5.20 0 3.40 5.00 1.47 0.01
5 GNRC 114.76 18 Dec '20 185 120.00 0.420 12.70 1 125.00 0.418 8.60 0 4.10 5.00 1.22 -0.00
6 GNRC 114.76 18 Dec '20 185 110.00 0.440 19.50 0 115.00 0.434 12.80 1 6.70 5.00 0.75 -0.01
7 GNRC 114.76 17 Jul '20 31 115.00 0.443 6.20 39 120.00 0.437 3.20 20 3.00 5.00 1.67 -0.01
8 GNRC 114.76 18 Dec '20 185 115.00 0.434 14.70 1 120.00 0.420 10.90 1 3.80 5.00 1.32 -0.01
9 GNRC 114.76 17 Jul '20 31 110.00 0.461 9.30 25 115.00 0.443 5.50 39 3.80 5.00 1.32 -0.02
10 GNRC 114.76 21 Aug '20 66 120.00 0.452 7.10 2 125.00 0.433 3.80 8 3.30 5.00 1.52 -0.02
11 GNRC 114.76 19 Jun '20 3 115.00 0.498 2.35 12 120.00 0.478 0.15 12 2.20 5.00 2.27 -0.02
12 GNRC 114.76 16 Oct '20 122 110.00 0.435 15.60 0 115.00 0.409 9.70 0 5.90 5.00 0.85 -0.03
13 GNRC 114.76 17 Jul '20 31 120.00 0.437 3.90 20 125.00 0.402 1.75 11 2.15 5.00 2.33 -0.04
14 GNRC 114.76 16 Oct '20 122 105.00 0.471 18.90 0 110.00 0.435 13.30 0 5.60 5.00 0.89 -0.04
15 GNRC 114.76 21 Aug '20 66 105.00 0.492 15.50 10 110.00 0.452 9.50 5 6.00 5.00 0.83 -0.04
16 GNRC 114.76 18 Sep '20 94 110.00 0.489 15.20 0 115.00 0.449 9.20 0 6.00 5.00 0.83 -0.04
17 GNRC 114.76 18 Sep '20 94 115.00 0.449 11.40 0 120.00 0.404 6.90 4 4.50 5.00 1.11 -0.04
18 GNRC 114.76 20 Nov '20 157 105.00 0.487 20.60 0 110.00 0.436 14.10 0 6.50 5.00 0.77 -0.05
19 GNRC 114.76 19 Jun '20 3 105.00 0.753 11.70 7 110.00 0.398 4.00 10 7.70 5.00 0.65 -0.36
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