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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 RMBS 56.46 17 Jan '25 274 52.50 0.505 12.50 0 55.00 0.520 10.80 0 1.70 2.50 1.47 0.02
2 RMBS 56.46 17 May '24 29 57.50 0.592 3.40 130 60.00 0.594 2.30 30 1.10 2.50 2.27 0.00
3 RMBS 56.46 16 Jan '26 638 52.50 0.415 18.30 0 55.00 0.415 16.10 0 2.20 2.50 1.14 0.00
4 RMBS 56.46 16 Aug '24 120 55.00 0.531 7.80 0 57.50 0.531 6.30 1 1.50 2.50 1.67 -0.00
5 RMBS 56.46 17 Jan '25 274 60.00 0.488 8.90 0 62.50 0.486 7.70 0 1.20 2.50 2.08 -0.00
6 RMBS 56.46 15 Nov '24 211 55.00 0.515 10.00 0 57.50 0.512 8.50 0 1.50 2.50 1.67 -0.00
7 RMBS 56.46 15 Nov '24 211 60.00 0.505 7.80 0 62.50 0.501 6.50 0 1.30 2.50 1.92 -0.00
8 RMBS 56.46 16 Aug '24 120 57.50 0.531 6.60 1 60.00 0.526 5.20 1 1.40 2.50 1.79 -0.00
9 RMBS 56.46 17 Jan '25 274 57.50 0.494 10.00 30 60.00 0.488 8.60 0 1.40 2.50 1.79 -0.01
10 RMBS 56.46 15 Nov '24 211 52.50 0.522 11.30 0 55.00 0.515 9.70 0 1.60 2.50 1.56 -0.01
11 RMBS 56.46 17 May '24 29 60.00 0.594 2.45 30 62.50 0.588 1.55 2 0.90 2.50 2.78 -0.01
12 RMBS 56.46 15 Nov '24 211 57.50 0.512 8.90 0 60.00 0.505 7.40 0 1.50 2.50 1.67 -0.01
13 RMBS 56.46 17 May '24 29 52.50 0.619 6.20 0 55.00 0.610 4.50 30 1.70 2.50 1.47 -0.01
14 RMBS 56.46 16 Aug '24 120 60.00 0.526 5.50 1 62.50 0.517 4.30 0 1.20 2.50 2.08 -0.01
15 RMBS 56.46 16 Aug '24 120 52.50 0.542 9.30 0 55.00 0.531 7.50 0 1.80 2.50 1.39 -0.01
16 RMBS 56.46 17 May '24 29 55.00 0.610 4.70 30 57.50 0.592 3.20 130 1.50 2.50 1.67 -0.02
17 RMBS 56.46 17 Jan '25 274 55.00 0.520 12.00 0 57.50 0.494 9.70 30 2.30 2.50 1.09 -0.03
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