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# Stock Stock
Price
Strike Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days P/C IVol Volume Price Leg Price Expiry Days P/C IVol Volume Price Leg Price
1 F 6.46 7.00 2 Jul '20 20 C
P
0.822
0.822
2,008
305
0.26
0.79
1.05 21 Aug '20 70 C
P
0.724
0.711
1,040
343
0.61
1.14
1.75 (0.70) 0.76 0.70 1.09 0.209
2 F 6.46 5.00 21 Aug '20 70 C
P
0.843
0.837
2,384
271
1.73
0.29
2.02 18 Sep '20 98 C
P
0.723
0.756
382
140
1.84
0.35
2.19 (0.17) 0.63 0.17 3.71 0.200
3 F 6.46 5.00 2 Jul '20 20 C
P
0.940
0.939
135
225
1.49
0.06
1.55 21 Aug '20 70 C
P
0.843
0.837
2,384
271
1.79
0.30
2.09 (0.54) 0.68 0.54 1.26 0.200
4 F 6.46 6.00 2 Jul '20 20 C
P
0.874
0.837
321
4,212
0.71
0.28
0.99 21 Aug '20 70 C
P
0.757
0.762
368
517
1.11
0.63
1.74 (0.75) 0.58 0.75 0.77 0.192
5 F 6.46 5.00 31 Jul '20 49 C
P
0.928
0.896
2
18
1.58
0.20
1.78 21 Aug '20 70 C
P
0.843
0.837
2,384
271
1.79
0.30
2.09 (0.31) 0.47 0.31 1.52 0.144
6 F 6.46 6.00 21 Aug '20 70 C
P
0.757
0.762
368
517
1.05
0.60
1.65 18 Sep '20 98 C
P
0.692
0.700
1,016
356
1.15
0.70
1.85 (0.20) 0.70 0.20 3.50 0.126
7 F 6.46 7.00 10 Jul '20 28 C
P
0.768
0.783
514
46
0.33
0.83
1.16 21 Aug '20 70 C
P
0.724
0.711
1,040
343
0.61
1.14
1.75 (0.59) 0.75 0.59 1.27 0.115
8 F 6.46 7.00 31 Jul '20 49 C
P
0.759
0.754
252
14
0.49
1.00
1.49 21 Aug '20 70 C
P
0.724
0.711
1,040
343
0.61
1.14
1.75 (0.26) 0.68 0.26 2.62 0.077
9 F 6.46 7.00 21 Aug '20 70 C
P
0.724
0.711
1,040
343
0.60
1.12
1.72 18 Sep '20 98 C
P
0.669
0.691
3,289
153
0.69
1.28
1.97 (0.25) 0.78 0.25 3.12 0.076
10 F 6.46 7.00 17 Jul '20 35 C
P
0.758
0.752
8,498
783
0.39
0.91
1.30 21 Aug '20 70 C
P
0.724
0.711
1,040
343
0.61
1.14
1.75 (0.45) 0.77 0.45 1.71 0.074
11 F 6.46 6.00 31 Jul '20 49 C
P
0.801
0.779
24
68
0.95
0.46
1.41 21 Aug '20 70 C
P
0.757
0.762
368
517
1.11
0.63
1.74 (0.33) 0.52 0.33 1.58 0.062
12 F 6.46 5.00 10 Jul '20 28 C
P
0.868
0.868
10
59
1.49
0.09
1.58 21 Aug '20 70 C
P
0.843
0.837
2,384
271
1.79
0.30
2.09 (0.51) 0.61 0.51 1.20 0.057
13 F 6.46 7.00 24 Jul '20 42 C
P
0.733
0.756
302
30
0.41
0.91
1.32 21 Aug '20 70 C
P
0.724
0.711
1,040
343
0.61
1.14
1.75 (0.43) 0.66 0.43 1.53 0.054
14 F 6.46 6.00 10 Jul '20 28 C
P
0.762
0.808
25
223
0.73
0.34
1.07 21 Aug '20 70 C
P
0.757
0.762
368
517
1.11
0.63
1.74 (0.67) 0.55 0.67 0.82 0.052
15 F 6.46 5.00 24 Jul '20 42 C
P
0.894
0.836
13
28
1.55
0.13
1.68 21 Aug '20 70 C
P
0.843
0.837
2,384
271
1.79
0.30
2.09 (0.41) 0.50 0.41 1.22 0.051
16 F 6.46 6.00 24 Jul '20 42 C
P
0.754
0.791
146
74
0.87
0.41
1.28 21 Aug '20 70 C
P
0.757
0.762
368
517
1.11
0.63
1.74 (0.46) 0.53 0.46 1.15 0.027
17 F 6.46 6.00 17 Jul '20 35 C
P
0.744
0.750
1,102
683
0.82
0.37
1.19 21 Aug '20 70 C
P
0.757
0.762
368
517
1.11
0.63
1.74 (0.55) 0.56 0.55 1.02 -0.024
18 F 6.46 5.00 17 Jul '20 35 C
P
0.826
0.826
59
1,123
1.54
0.11
1.65 21 Aug '20 70 C
P
0.843
0.837
2,384
271
1.79
0.30
2.09 (0.44) 0.58 0.44 1.32 -0.028
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