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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 SPXU 26.05 16 Aug '19 22 25.00 0.257 1.50 1,068 26.00 0.343 0.80 42 0.70 1.00 1.43 0.09
2 SPXU 26.05 16 Aug '19 22 27.00 0.366 0.65 50 28.00 0.409 0.35 109 0.30 1.00 3.33 0.04
3 SPXU 26.05 20 Sep '19 57 28.00 0.414 1.05 27 29.00 0.452 0.75 12 0.30 1.00 3.33 0.04
4 SPXU 26.05 16 Aug '19 22 28.00 0.409 0.40 109 29.00 0.446 0.20 0 0.20 1.00 5.00 0.04
5 SPXU 26.05 20 Sep '19 57 27.00 0.389 1.30 1 28.00 0.414 0.95 27 0.35 1.00 2.86 0.02
6 SPXU 26.05 16 Aug '19 22 26.00 0.343 0.95 42 27.00 0.366 0.50 50 0.45 1.00 2.22 0.02
7 SPXU 26.05 20 Dec '19 148 27.00 0.425 2.55 40 28.00 0.448 2.15 0 0.40 1.00 2.50 0.02
8 SPXU 26.05 20 Dec '19 148 28.00 0.448 2.30 0 29.00 0.468 1.95 0 0.35 1.00 2.86 0.02
9 SPXU 26.05 20 Dec '19 148 26.00 0.406 2.80 0 27.00 0.425 2.35 40 0.45 1.00 2.22 0.02
10 SPXU 26.05 20 Dec '19 148 25.00 0.393 3.20 3 26.00 0.406 2.70 0 0.50 1.00 2.00 0.01
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