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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 NRG 72.01 19 Dec '25 625 65.00 0.090 17.50 0 70.00 0.203 14.30 0 3.20 5.00 1.56 0.11
2 NRG 72.01 19 Apr '24 16 75.00 0.364 1.10 1,449 80.00 0.401 0.25 20 0.85 5.00 5.88 0.04
3 NRG 72.01 19 Dec '25 625 70.00 0.203 15.00 0 75.00 0.227 11.90 11 3.10 5.00 1.61 0.02
4 NRG 72.01 17 Jan '25 289 65.00 0.320 13.70 0 70.00 0.341 10.50 20 3.20 5.00 1.56 0.02
5 NRG 72.01 21 Jun '24 79 80.00 0.371 2.30 462 85.00 0.388 1.30 164 1.00 5.00 5.00 0.02
6 NRG 72.01 17 May '24 44 75.00 0.375 2.60 1,150 80.00 0.387 1.20 36 1.40 5.00 3.57 0.01
7 NRG 72.01 20 Sep '24 170 80.00 0.359 4.50 76 85.00 0.368 2.80 281 1.70 5.00 2.94 0.01
8 NRG 72.01 19 Dec '25 625 75.00 0.227 12.70 11 80.00 0.235 10.20 1 2.50 5.00 2.00 0.01
9 NRG 72.01 19 Jul '24 107 75.00 0.363 4.70 72 80.00 0.371 2.85 198 1.85 5.00 2.70 0.01
10 NRG 72.01 19 Jul '24 107 80.00 0.371 3.10 198 85.00 0.378 1.80 36 1.30 5.00 3.85 0.01
11 NRG 72.01 17 May '24 44 70.00 0.369 4.90 443 75.00 0.375 2.45 1,150 2.45 5.00 2.04 0.01
12 NRG 72.01 21 Jun '24 79 75.00 0.366 3.80 256 80.00 0.371 2.15 462 1.65 5.00 3.03 0.01
13 NRG 72.01 20 Sep '24 170 75.00 0.353 6.20 80 80.00 0.359 4.10 76 2.10 5.00 2.38 0.01
14 NRG 72.01 17 Jan '25 289 75.00 0.342 8.60 1 80.00 0.346 6.30 40 2.30 5.00 2.17 0.00
15 NRG 72.01 19 Apr '24 16 70.00 0.361 3.40 2,819 75.00 0.364 1.00 1,449 2.40 5.00 2.08 0.00
16 NRG 72.01 17 Jan '25 289 70.00 0.341 10.90 20 75.00 0.342 8.20 1 2.70 5.00 1.85 0.00
17 NRG 72.01 17 May '24 44 65.00 0.369 8.30 55 70.00 0.369 4.60 443 3.70 5.00 1.35 0.00
18 NRG 72.01 19 Jul '24 107 70.00 0.364 7.10 34 75.00 0.363 4.40 72 2.70 5.00 1.85 -0.00
19 NRG 72.01 20 Sep '24 170 65.00 0.365 11.70 1 70.00 0.363 8.20 1,291 3.50 5.00 1.43 -0.00
20 NRG 72.01 17 Jan '25 289 80.00 0.346 6.70 40 85.00 0.342 5.00 0 1.70 5.00 2.94 -0.00
21 NRG 72.01 20 Sep '24 170 70.00 0.363 8.70 1,291 75.00 0.353 5.80 80 2.90 5.00 1.72 -0.01
22 NRG 72.01 21 Jun '24 79 70.00 0.375 6.30 93 75.00 0.366 3.60 256 2.70 5.00 1.85 -0.01
23 NRG 72.01 16 Jan '26 653 70.00 0.225 17.30 0 75.00 0.212 11.10 10 6.20 5.00 0.81 -0.01
24 NRG 72.01 19 Jul '24 107 65.00 0.378 10.80 10 70.00 0.364 6.70 34 4.10 5.00 1.22 -0.01
25 NRG 72.01 21 Jun '24 79 65.00 0.419 10.50 6 70.00 0.375 5.90 93 4.60 5.00 1.09 -0.04
26 NRG 72.01 19 Apr '24 16 65.00 0.427 7.50 485 70.00 0.361 3.20 2,819 4.30 5.00 1.16 -0.07
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