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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 USO 11.79 15 Dec '17 21 12.50 0.266 0.79 6 13.00 0.319 1.23 70 -0.44 0.50 8.33 0.05
2 USO 11.79 1 Dec '17 7 12.00 0.301 0.33 392 12.50 0.342 0.73 3 -0.40 0.50 5.00 0.04
3 USO 11.79 22 Dec '17 28 12.50 0.247 0.81 0 13.00 0.285 1.25 0 -0.44 0.50 8.33 0.04
4 USO 11.79 8 Dec '17 14 12.00 0.259 0.37 352 12.50 0.283 0.75 0 -0.38 0.50 4.17 0.02
5 USO 11.79 15 Dec '17 21 12.00 0.253 0.41 525 12.50 0.266 0.78 6 -0.37 0.50 3.85 0.01
6 USO 11.79 19 Jan '18 56 12.50 0.235 0.89 12 13.00 0.247 1.30 125 -0.41 0.50 5.56 0.01
7 USO 11.79 29 Dec '17 35 12.00 0.232 0.47 400 12.50 0.240 0.80 0 -0.33 0.50 2.94 0.01
8 USO 11.79 22 Dec '17 28 12.00 0.239 0.44 504 12.50 0.247 0.79 0 -0.35 0.50 3.33 0.01
9 USO 11.79 19 Jan '18 56 12.00 0.231 0.55 94 12.50 0.235 0.88 12 -0.33 0.50 2.94 0.00
10 USO 11.79 16 Feb '18 84 12.50 0.241 0.99 0 13.00 0.243 1.35 0 -0.36 0.50 3.57 0.00
11 USO 11.79 16 Mar '18 112 12.50 0.244 1.07 0 13.00 0.245 1.42 100 -0.35 0.50 3.33 0.00
12 USO 11.79 20 Apr '18 147 12.50 0.240 1.15 0 13.00 0.241 1.47 8 -0.32 0.50 2.78 0.00
13 USO 11.79 16 Feb '18 84 12.00 0.241 0.66 202 12.50 0.241 0.97 0 -0.31 0.50 2.63 0.00
14 USO 11.79 19 Jan '18 56 11.50 0.234 0.30 821 12.00 0.231 0.53 94 -0.23 0.50 1.85 -0.00
15 USO 11.79 16 Mar '18 112 12.00 0.248 0.76 1,715 12.50 0.244 1.05 0 -0.29 0.50 2.38 -0.00
16 USO 11.79 20 Apr '18 147 11.50 0.252 0.61 100 12.00 0.247 0.83 76 -0.22 0.50 1.79 -0.00
17 USO 11.79 1 Dec '17 7 11.50 0.306 0.09 11,503 12.00 0.301 0.31 392 -0.22 0.50 1.79 -0.01
18 USO 11.79 16 Mar '18 112 11.50 0.255 0.52 2,980 12.00 0.248 0.75 1,715 -0.23 0.50 1.85 -0.01
19 USO 11.79 29 Dec '17 35 12.50 0.240 0.84 0 13.00 0.233 1.20 0 -0.36 0.50 3.57 -0.01
20 USO 11.79 20 Apr '18 147 12.00 0.247 0.85 76 12.50 0.240 1.11 0 -0.26 0.50 2.08 -0.01
21 USO 11.79 8 Dec '17 14 11.50 0.267 0.13 6,804 12.00 0.259 0.35 352 -0.22 0.50 1.79 -0.01
22 USO 11.79 16 Feb '18 84 11.00 0.265 0.27 300 11.50 0.254 0.42 70 -0.15 0.50 1.43 -0.01
23 USO 11.79 20 Apr '18 147 11.00 0.263 0.43 4 11.50 0.252 0.58 100 -0.15 0.50 1.43 -0.01
24 USO 11.79 16 Mar '18 112 11.00 0.267 0.35 91 11.50 0.255 0.51 2,980 -0.16 0.50 1.47 -0.01
25 USO 11.79 29 Dec '17 35 11.50 0.244 0.24 190 12.00 0.232 0.44 400 -0.20 0.50 1.67 -0.01
26 USO 11.79 22 Dec '17 28 11.50 0.253 0.21 109 12.00 0.239 0.42 504 -0.21 0.50 1.72 -0.01
27 USO 11.79 16 Feb '18 84 11.50 0.254 0.44 70 12.00 0.241 0.65 202 -0.21 0.50 1.72 -0.01
28 USO 11.79 15 Dec '17 21 11.50 0.267 0.18 7,069 12.00 0.253 0.40 525 -0.22 0.50 1.79 -0.01
29 USO 11.79 19 Jan '18 56 11.00 0.249 0.16 369 11.50 0.234 0.29 821 -0.13 0.50 1.35 -0.02
30 USO 11.79 22 Dec '17 28 11.00 0.269 0.09 500 11.50 0.253 0.19 109 -0.10 0.50 1.25 -0.02
31 USO 11.79 29 Dec '17 35 11.00 0.262 0.11 162 11.50 0.244 0.21 190 -0.10 0.50 1.25 -0.02
32 USO 11.79 5 Jan '18 42 11.00 0.257 0.13 6 11.50 0.237 0.23 2 -0.10 0.50 1.25 -0.02
33 USO 11.79 15 Dec '17 21 11.00 0.288 0.07 249 11.50 0.267 0.17 7,069 -0.10 0.50 1.25 -0.02
34 USO 11.79 8 Dec '17 14 11.00 0.291 0.04 330 11.50 0.267 0.12 6,804 -0.08 0.50 1.19 -0.02
35 USO 11.79 1 Dec '17 7 11.00 0.355 0.03 526 11.50 0.306 0.08 11,503 -0.05 0.50 1.11 -0.05
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