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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 VXX 21.64 2 Aug '19 7 22.50 0.650 0.45 1,855 23.00 0.697 0.34 3,163 0.11 0.50 4.55 0.05
2 VXX 21.64 2 Aug '19 7 21.50 0.569 0.76 3,497 22.00 0.611 0.55 4,541 0.21 0.50 2.38 0.04
3 VXX 21.64 9 Aug '19 14 22.00 0.590 0.85 1,983 22.50 0.630 0.69 313 0.16 0.50 3.12 0.04
4 VXX 21.64 2 Aug '19 7 22.00 0.611 0.58 4,541 22.50 0.650 0.42 1,855 0.16 0.50 3.13 0.04
5 VXX 21.64 16 Aug '19 21 21.00 0.534 1.48 1,285 21.50 0.569 1.22 230 0.26 0.50 1.92 0.03
6 VXX 21.64 16 Aug '19 21 21.50 0.569 1.27 230 22.00 0.600 1.05 1,689 0.22 0.50 2.27 0.03
7 VXX 21.64 9 Aug '19 14 22.50 0.630 0.73 313 23.00 0.656 0.58 1,099 0.15 0.50 3.33 0.03
8 VXX 21.64 16 Aug '19 21 22.50 0.618 0.95 601 23.00 0.644 0.79 3,791 0.16 0.50 3.13 0.03
9 VXX 21.64 9 Aug '19 14 21.00 0.549 1.28 255 21.50 0.575 1.00 320 0.28 0.50 1.79 0.03
10 VXX 21.64 2 Aug '19 7 21.00 0.543 1.03 1,694 21.50 0.569 0.74 3,497 0.29 0.50 1.72 0.03
11 VXX 21.64 23 Aug '19 28 22.00 0.599 1.30 113 22.50 0.622 1.09 212 0.21 0.50 2.38 0.02
12 VXX 21.64 30 Aug '19 35 22.00 0.606 1.49 2,000 22.50 0.630 1.30 39 0.19 0.50 2.63 0.02
13 VXX 21.64 23 Aug '19 28 21.50 0.579 1.48 161 22.00 0.599 1.24 113 0.24 0.50 2.08 0.02
14 VXX 21.64 30 Aug '19 35 22.50 0.630 1.34 39 23.00 0.649 1.17 84 0.17 0.50 2.94 0.02
15 VXX 21.64 16 Aug '19 21 22.00 0.600 1.10 1,689 22.50 0.618 0.90 601 0.20 0.50 2.50 0.02
16 VXX 21.64 30 Aug '19 35 21.00 0.571 1.87 44 21.50 0.589 1.61 25 0.26 0.50 1.92 0.02
17 VXX 21.64 23 Aug '19 28 21.00 0.560 1.70 33 21.50 0.579 1.42 161 0.28 0.50 1.79 0.02
18 VXX 21.64 23 Aug '19 28 22.50 0.622 1.16 212 23.00 0.640 0.98 622 0.18 0.50 2.78 0.02
19 VXX 21.64 30 Aug '19 35 21.50 0.589 1.67 25 22.00 0.606 1.44 2,000 0.23 0.50 2.17 0.02
20 VXX 21.64 9 Aug '19 14 21.50 0.575 1.05 320 22.00 0.590 0.82 1,983 0.23 0.50 2.17 0.01
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