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# Stock Stock
Price
Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days Strike P/C IVol Volume Price Leg Price Expiry Days Strike P/C IVol Volume Price Leg Price
1 T 39.50 21 Feb '20 98 40.00 C
P
0.155
0.201
600
10
1.05
1.85
2.90 20 Mar '20 126 41.00
39.00
C
P
0.159
0.198
53,357
140
0.95
1.58
2.53 0.37 1.12 -0.63 -1.78 -0.001
2 T 39.50 21 Feb '20 98 39.00 C
P
0.157
0.201
183
245
1.54
1.34
2.88 20 Mar '20 126 40.00
38.00
C
P
0.158
0.202
440
86
1.32
1.16
2.48 0.40 1.13 -0.60 -1.88 -0.003
3 T 39.50 21 Feb '20 98 39.00 C
P
0.157
0.201
183
245
1.54
1.34
2.88 20 Mar '20 126 41.00
38.00
C
P
0.159
0.202
53,357
86
0.95
1.16
2.11 0.77 1.31 -1.23 -1.07 -0.003
4 T 39.50 21 Feb '20 98 40.00 C
P
0.155
0.201
600
10
1.05
1.85
2.90 20 Mar '20 126 41.00
38.00
C
P
0.159
0.202
53,357
86
0.95
1.16
2.11 0.79 1.30 -1.21 -1.07 -0.004
5 T 39.50 13 Dec '19 28 38.50 C
P
0.156
0.154
26
113
1.24
0.24
1.48 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.48 1.17 -2.02 -0.58 -0.016
6 T 39.50 27 Dec '19 42 38.50 C
P
0.158
0.149
10
60
1.39
0.36
1.75 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.75 1.20 -1.75 -0.69 -0.018
7 T 39.50 13 Dec '19 28 38.50 C
P
0.156
0.154
26
113
1.24
0.24
1.48 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 0.14 0.96 -1.36 -0.71 -0.019
8 T 39.50 27 Dec '19 42 38.50 C
P
0.158
0.149
10
60
1.39
0.36
1.75 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 0.41 0.94 -1.09 -0.86 -0.022
9 T 39.50 17 Jan '20 63 40.00 C
P
0.144
0.190
5,624
44
0.70
1.48
2.18 21 Feb '20 98 41.00
39.00
C
P
0.155
0.201
699
245
0.71
1.40
2.11 0.07 0.98 -0.93 -1.05 -0.022
10 T 39.50 17 Jan '20 63 40.00 C
P
0.144
0.190
5,624
44
0.70
1.48
2.18 21 Feb '20 98 41.00
38.00
C
P
0.155
0.203
699
249
0.71
0.98
1.69 0.49 1.13 -1.51 -0.75 -0.023
11 T 39.50 13 Dec '19 28 38.50 C
P
0.156
0.154
26
113
1.24
0.24
1.48 17 Jan '20 63 39.00
38.00
C
P
0.149
0.185
1,157
772
1.28
0.59
1.87 (0.39) 0.73 -0.89 -0.82 -0.024
12 T 39.50 17 Jan '20 63 39.00 C
P
0.149
0.183
1,157
272
1.23
0.94
2.17 21 Feb '20 98 41.00
38.00
C
P
0.155
0.203
699
249
0.71
0.98
1.69 0.48 1.15 -1.52 -0.76 -0.025
13 T 39.50 17 Jan '20 63 39.00 C
P
0.149
0.183
1,157
272
1.23
0.94
2.17 21 Feb '20 98 40.00
38.00
C
P
0.155
0.203
600
249
1.10
0.98
2.08 0.09 0.97 -0.91 -1.07 -0.026
14 T 39.50 27 Dec '19 42 38.50 C
P
0.158
0.149
10
60
1.39
0.36
1.75 17 Jan '20 63 39.00
38.00
C
P
0.149
0.185
1,157
772
1.28
0.59
1.87 (0.12) 0.65 -0.62 -1.05 -0.026
15 T 39.50 27 Dec '19 42 39.00 C
P
0.153
0.144
38
3,017
1.05
0.51
1.56 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.56 0.88 -1.44 -0.61 -0.030
16 T 39.50 6 Dec '19 21 38.50 C
P
0.153
0.141
13
316
1.19
0.16
1.35 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.35 1.15 -2.15 -0.53 -0.033
17 T 39.50 27 Dec '19 42 39.00 C
P
0.153
0.144
38
3,017
1.05
0.51
1.56 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 0.22 0.68 -0.78 -0.87 -0.033
18 T 39.50 6 Dec '19 21 38.50 C
P
0.153
0.141
13
316
1.19
0.16
1.35 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 0.01 0.96 -1.49 -0.64 -0.036
19 T 39.50 27 Dec '19 42 39.50 C
P
0.148
0.137
116
212
0.77
0.70
1.47 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 0.08 0.62 -1.42 -0.44 -0.039
20 T 39.50 20 Dec '19 35 39.00 C
P
0.146
0.141
1,554
2,504
0.98
0.42
1.40 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.40 0.84 -1.60 -0.52 -0.039
21 T 39.50 6 Dec '19 21 38.50 C
P
0.153
0.141
13
316
1.19
0.16
1.35 17 Jan '20 63 39.00
38.00
C
P
0.149
0.185
1,157
772
1.28
0.59
1.87 (0.52) 0.74 -1.02 -0.73 -0.041
22 T 39.50 27 Dec '19 42 39.50 C
P
0.148
0.137
116
212
0.77
0.70
1.47 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.47 0.73 -1.03 -0.71 -0.041
23 T 39.50 27 Dec '19 42 39.50 C
P
0.148
0.137
116
212
0.77
0.70
1.47 17 Jan '20 63 40.00
39.00
C
P
0.144
0.183
5,624
272
0.75
0.98
1.73 (0.26) 0.51 -0.76 -0.67 -0.042
24 T 39.50 20 Dec '19 35 39.00 C
P
0.146
0.141
1,554
2,504
0.98
0.42
1.40 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 0.06 0.68 -0.94 -0.72 -0.042
25 T 39.50 13 Dec '19 28 39.00 C
P
0.142
0.140
186
38
0.89
0.34
1.23 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.23 0.79 -1.77 -0.45 -0.044
26 T 39.50 27 Dec '19 42 39.50 C
P
0.148
0.137
116
212
0.77
0.70
1.47 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 0.13 0.62 -1.37 -0.45 -0.044
27 T 39.50 13 Dec '19 28 39.50 C
P
0.142
0.137
440
24
0.60
0.57
1.17 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 (0.22) 0.61 -1.72 -0.35 -0.046
28 T 39.50 13 Dec '19 28 39.00 C
P
0.142
0.140
186
38
0.89
0.34
1.23 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 (0.11) 0.65 -1.11 -0.59 -0.047
29 T 39.50 13 Dec '19 28 39.50 C
P
0.142
0.137
440
24
0.60
0.57
1.17 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.17 0.68 -1.33 -0.51 -0.048
30 T 39.50 27 Dec '19 42 40.00 C
P
0.142
0.133
317
212
0.52
0.96
1.48 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 0.09 0.56 -0.91 -0.62 -0.048
31 T 39.50 13 Dec '19 28 39.50 C
P
0.142
0.137
440
24
0.60
0.57
1.17 17 Jan '20 63 40.00
39.00
C
P
0.144
0.183
5,624
272
0.75
0.98
1.73 (0.56) 0.56 -1.06 -0.53 -0.049
32 T 39.50 27 Dec '19 42 40.00 C
P
0.142
0.133
317
212
0.52
0.96
1.48 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.48 0.75 -1.52 -0.49 -0.050
33 T 39.50 6 Dec '19 21 39.00 C
P
0.142
0.134
244
36
0.81
0.28
1.09 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.09 0.77 -1.91 -0.40 -0.051
34 T 39.50 13 Dec '19 28 39.50 C
P
0.142
0.137
440
24
0.60
0.57
1.17 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 (0.17) 0.63 -1.67 -0.38 -0.051
35 T 39.50 20 Dec '19 35 40.00 C
P
0.138
0.133
2,996
117
0.45
0.90
1.35 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 (0.04) 0.59 -1.04 -0.57 -0.053
36 T 39.50 6 Dec '19 21 39.00 C
P
0.142
0.134
244
36
0.81
0.28
1.09 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 (0.25) 0.65 -1.25 -0.52 -0.054
37 T 39.50 20 Dec '19 35 40.00 C
P
0.138
0.133
2,996
117
0.45
0.90
1.35 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.35 0.75 -1.65 -0.45 -0.055
38 T 39.50 27 Dec '19 42 40.50 C
P
0.137
0.128
69
2
0.33
1.25
1.58 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 0.19 0.69 -1.31 -0.53 -0.059
39 T 39.50 27 Dec '19 42 40.50 C
P
0.137
0.128
69
2
0.33
1.25
1.58 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.58 0.96 -1.92 -0.50 -0.061
40 T 39.50 6 Dec '19 21 39.50 C
P
0.135
0.127
119
4
0.50
0.47
0.97 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 (0.42) 0.54 -1.92 -0.28 -0.062
41 T 39.50 6 Dec '19 21 39.50 C
P
0.135
0.127
119
4
0.50
0.47
0.97 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 (0.03) 0.59 -1.53 -0.39 -0.064
42 T 39.50 27 Dec '19 42 40.50 C
P
0.137
0.128
69
2
0.33
1.25
1.58 17 Jan '20 63 41.00
40.00
C
P
0.141
0.190
7,464
44
0.41
1.53
1.94 (0.36) 0.45 -0.86 -0.52 -0.065
43 T 39.50 6 Dec '19 21 39.50 C
P
0.135
0.127
119
4
0.50
0.47
0.97 17 Jan '20 63 40.00
39.00
C
P
0.144
0.183
5,624
272
0.75
0.98
1.73 (0.76) 0.51 -1.26 -0.40 -0.066
44 T 39.50 6 Dec '19 21 39.50 C
P
0.135
0.127
119
4
0.50
0.47
0.97 17 Jan '20 63 40.00
38.00
C
P
0.144
0.185
5,624
772
0.75
0.59
1.34 (0.37) 0.56 -1.87 -0.30 -0.068
45 T 39.50 6 Dec '19 21 40.50 C
P
0.128
0.120
128
10
0.14
1.11
1.25 17 Jan '20 63 41.00
39.00
C
P
0.141
0.183
7,464
272
0.41
0.98
1.39 (0.14) 0.80 -1.64 -0.49 -0.076
46 T 39.50 6 Dec '19 21 40.50 C
P
0.128
0.120
128
10
0.14
1.11
1.25 17 Jan '20 63 41.00
38.00
C
P
0.141
0.185
7,464
772
0.41
0.59
1.00 0.25 0.99 -2.25 -0.44 -0.078
47 T 39.50 6 Dec '19 21 40.50 C
P
0.128
0.120
128
10
0.14
1.11
1.25 17 Jan '20 63 41.00
40.00
C
P
0.141
0.190
7,464
44
0.41
1.53
1.94 (0.69) 0.65 -1.19 -0.55 -0.083
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