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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 SPXS 21.89 21 Jun '19 23 21.00 0.442 1.55 537 22.00 0.514 1.05 1,716 0.50 1.00 2.00 0.07
2 SPXS 21.89 19 Jul '19 51 20.00 0.411 2.55 452 21.00 0.456 1.90 529 0.65 1.00 1.54 0.04
3 SPXS 21.89 21 Jun '19 23 20.00 0.398 2.20 1,075 21.00 0.442 1.40 537 0.80 1.00 1.25 0.04
4 SPXS 21.89 18 Oct '19 142 21.00 0.448 3.00 15 22.00 0.491 2.50 118 0.50 1.00 2.00 0.04
5 SPXS 21.89 21 Jun '19 23 22.00 0.514 1.10 1,716 23.00 0.555 0.70 1,554 0.40 1.00 2.50 0.04
6 SPXS 21.89 18 Oct '19 142 22.00 0.491 2.75 118 23.00 0.527 2.25 25 0.50 1.00 2.00 0.04
7 SPXS 21.89 19 Jul '19 51 21.00 0.456 2.00 529 22.00 0.490 1.50 372 0.50 1.00 2.00 0.03
8 SPXS 21.89 19 Jul '19 51 22.00 0.490 1.60 372 23.00 0.522 1.20 198 0.40 1.00 2.50 0.03
9 SPXS 21.89 19 Jul '19 51 23.00 0.522 1.30 198 24.00 0.554 0.95 79 0.35 1.00 2.86 0.03
10 SPXS 21.89 21 Jun '19 23 23.00 0.555 0.80 1,554 24.00 0.575 0.50 204 0.30 1.00 3.33 0.02
11 SPXS 21.89 17 Jan '20 233 23.00 0.496 3.20 35 24.00 0.511 2.70 0 0.50 1.00 2.00 0.01
12 SPXS 21.89 18 Oct '19 142 23.00 0.527 2.45 25 24.00 0.530 2.05 27 0.40 1.00 2.50 0.00
13 SPXS 21.89 18 Oct '19 142 20.00 0.460 3.50 80 21.00 0.448 2.85 15 0.65 1.00 1.54 -0.01
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