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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 NIO 3.78 2.50 6 Mar '20 35 C
P
1.401
1.403
8
51
1.38
0.03
1.41 17 Apr '20 77 C
P
1.204
1.280
16
5
1.58
0.29
1.87 (0.46) 0.36 0.46 0.78 0.321
2 NIO 3.78 4.50 20 Mar '20 49 C
P
1.300
1.375
811
73
0.44
1.11
1.55 17 Apr '20 77 C
P
1.138
1.287
286
10
0.58
1.45
2.03 (0.48) 0.70 0.48 1.46 0.250
3 NIO 3.78 4.00 6 Mar '20 35 C
P
1.339
1.373
175
83
0.47
0.63
1.10 17 Apr '20 77 C
P
1.142
1.322
1,353
1,111
0.80
1.11
1.91 (0.81) 0.50 0.81 0.62 0.248
4 NIO 3.78 3.00 6 Mar '20 35 C
P
1.282
1.341
12
138
0.87
0.13
1.00 17 Apr '20 77 C
P
1.146
1.297
98
148
1.26
0.48
1.74 (0.74) 0.23 0.74 0.31 0.180
5 NIO 3.78 4.50 13 Mar '20 42 C
P
1.265
1.327
5
2
0.37
1.03
1.40 17 Apr '20 77 C
P
1.138
1.287
286
10
0.58
1.45
2.03 (0.63) 0.69 0.63 1.10 0.168
6 NIO 3.78 3.50 20 Mar '20 49 C
P
1.252
1.352
242
760
0.74
0.46
1.20 17 Apr '20 77 C
P
1.155
1.284
63
247
0.94
0.75
1.69 (0.49) 0.43 0.49 0.88 0.165
7 NIO 3.78 3.50 6 Mar '20 35 C
P
1.297
1.298
175
158
0.65
0.34
0.99 17 Apr '20 77 C
P
1.155
1.284
63
247
0.94
0.75
1.69 (0.70) 0.43 0.70 0.61 0.156
8 NIO 3.78 4.00 20 Mar '20 49 C
P
1.304
1.306
1,470
543
0.58
0.75
1.33 17 Apr '20 77 C
P
1.142
1.322
1,353
1,111
0.80
1.11
1.91 (0.58) 0.48 0.58 0.83 0.147
9 NIO 3.78 3.00 20 Mar '20 49 C
P
1.252
1.324
262
384
1.00
0.24
1.24 17 Apr '20 77 C
P
1.146
1.297
98
148
1.26
0.48
1.74 (0.50) 0.29 0.50 0.58 0.132
10 NIO 3.78 3.50 13 Mar '20 42 C
P
1.226
1.333
23
24
0.65
0.49
1.14 17 Apr '20 77 C
P
1.155
1.284
63
247
0.94
0.75
1.69 (0.55) 0.48 0.55 0.87 0.120
11 NIO 3.78 5.00 17 Apr '20 77 C
P
1.229
1.352
869
1
0.45
1.65
2.10 15 May '20 105 C
P
1.159
1.309
1,497
108
0.58
2.00
2.58 (0.48) 0.85 0.48 1.77 0.113
12 NIO 3.78 3.00 13 Mar '20 42 C
P
1.223
1.328
2
24
0.99
0.19
1.18 17 Apr '20 77 C
P
1.146
1.297
98
148
1.26
0.48
1.74 (0.56) 0.33 0.56 0.59 0.107
13 NIO 3.78 3.50 17 Apr '20 77 C
P
1.155
1.284
63
247
0.78
0.59
1.37 15 May '20 105 C
P
1.109
1.238
977
82
1.05
0.90
1.95 (0.58) 0.31 0.58 0.53 0.092
14 NIO 3.78 4.50 6 Mar '20 35 C
P
1.255
1.256
490
3
0.31
0.98
1.29 17 Apr '20 77 C
P
1.138
1.287
286
10
0.58
1.45
2.03 (0.74) 0.71 0.74 0.96 0.086
15 NIO 3.78 2.50 17 Apr '20 77 C
P
1.204
1.280
16
5
1.40
0.22
1.62 15 May '20 105 C
P
1.049
1.352
36
94
1.64
0.39
2.03 (0.41) 0.24 0.41 0.59 0.082
16 NIO 3.78 5.00 20 Mar '20 49 C
P
1.287
1.357
1,242
505
0.34
1.51
1.85 17 Apr '20 77 C
P
1.229
1.352
869
1
0.50
1.88
2.38 (0.53) 0.86 0.53 1.62 0.064
17 NIO 3.78 4.00 13 Mar '20 42 C
P
1.173
1.351
181
3
0.47
0.68
1.15 17 Apr '20 77 C
P
1.142
1.322
1,353
1,111
0.80
1.11
1.91 (0.76) 0.43 0.76 0.57 0.061
18 NIO 3.78 3.00 17 Apr '20 77 C
P
1.146
1.297
98
148
1.02
0.38
1.40 15 May '20 105 C
P
1.106
1.284
526
152
1.29
0.58
1.87 (0.47) 0.30 0.47 0.64 0.054
19 NIO 3.78 4.00 17 Apr '20 77 C
P
1.142
1.322
1,353
1,111
0.65
0.90
1.55 15 May '20 105 C
P
1.165
1.274
1,012
94
0.90
1.28
2.18 (0.63) 0.42 0.63 0.67 0.024
20 NIO 3.78 2.50 20 Mar '20 49 C
P
1.109
1.356
2
965
1.31
0.09
1.40 17 Apr '20 77 C
P
1.204
1.280
16
5
1.58
0.29
1.87 (0.47) 0.20 0.47 0.43 -0.018
21 NIO 3.78 4.50 17 Apr '20 77 C
P
1.138
1.287
286
10
0.50
1.26
1.76 15 May '20 105 C
P
1.171
1.302
217
14
0.74
1.59
2.33 (0.57) 0.63 0.57 1.11 -0.049
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