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Long Put
LEG VOLUME
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# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CCOI 64.32 16 Aug '24 115 55.00 0.392 2.50 12 60.00 0.421 2.75 0 -0.25 5.00 1.05 0.03
2 CCOI 64.32 18 Oct '24 178 60.00 0.380 4.60 8 65.00 0.402 6.00 0 -1.40 5.00 1.39 0.02
3 CCOI 64.32 19 Jul '24 87 65.00 0.331 5.40 0 70.00 0.328 5.50 0 -0.10 5.00 1.02 -0.00
4 CCOI 64.32 17 May '24 24 70.00 0.333 7.90 0 75.00 0.322 8.50 0 -0.60 5.00 1.14 -0.01
5 CCOI 64.32 20 Dec '24 241 70.00 0.376 11.20 0 75.00 0.357 11.60 0 -0.40 5.00 1.09 -0.02
6 CCOI 64.32 17 May '24 24 65.00 0.356 3.20 108 70.00 0.333 4.40 0 -1.20 5.00 1.32 -0.02
7 CCOI 64.32 15 Nov '24 206 60.00 0.389 4.90 0 65.00 0.360 5.60 0 -0.70 5.00 1.16 -0.03
8 CCOI 64.32 20 Dec '24 241 55.00 0.420 3.90 0 60.00 0.384 4.10 0 -0.20 5.00 1.04 -0.04
9 CCOI 64.32 20 Dec '24 241 65.00 0.412 8.50 0 70.00 0.376 9.30 0 -0.80 5.00 1.19 -0.04
10 CCOI 64.32 18 Oct '24 178 65.00 0.402 7.80 0 70.00 0.352 8.60 7 -0.80 5.00 1.19 -0.05
11 CCOI 64.32 16 Aug '24 115 60.00 0.421 4.10 0 65.00 0.370 4.80 27 -0.70 5.00 1.16 -0.05
12 CCOI 64.32 15 Nov '24 206 55.00 0.454 4.00 0 60.00 0.389 4.10 0 -0.10 5.00 1.02 -0.07
13 CCOI 64.32 17 May '24 24 60.00 0.431 1.55 54 65.00 0.356 2.35 108 -0.80 5.00 1.19 -0.08
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