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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 T 39.50 38.00 21 Feb '20 98 C
P
0.160
0.203
132
249
2.17
0.95
3.12 20 Mar '20 126 C
P
0.155
0.202
166
86
2.43
1.16
3.59 (0.47) 1.00 0.47 2.13 0.006
2 T 39.50 40.00 21 Feb '20 98 C
P
0.155
0.201
600
10
1.05
1.85
2.90 20 Mar '20 126 C
P
0.158
0.197
440
10
1.32
2.09
3.41 (0.51) 1.03 0.51 2.02 0.001
3 T 39.50 39.00 21 Feb '20 98 C
P
0.157
0.201
183
245
1.54
1.34
2.88 20 Mar '20 126 C
P
0.161
0.198
144
140
1.84
1.58
3.42 (0.54) 0.98 0.54 1.81 -0.002
4 T 39.50 41.00 17 Jan '20 63 C
P
0.141
0.205
7,464
1
0.37
2.18
2.55 21 Feb '20 98 C
P
0.155
0.201
699
5
0.71
2.55
3.26 (0.71) 1.07 0.71 1.51 -0.009
5 T 39.50 38.00 17 Jan '20 63 C
P
0.158
0.185
1,354
772
1.91
0.57
2.48 21 Feb '20 98 C
P
0.160
0.203
132
249
2.25
0.98
3.23 (0.75) 0.93 0.75 1.24 -0.020
6 T 39.50 38.00 27 Dec '19 42 C
P
0.166
0.156
60
40
1.77
0.25
2.02 17 Jan '20 63 C
P
0.158
0.185
1,354
772
1.99
0.59
2.58 (0.56) 0.66 0.56 1.18 -0.021
7 T 39.50 40.00 17 Jan '20 63 C
P
0.144
0.190
5,624
44
0.70
1.48
2.18 21 Feb '20 98 C
P
0.155
0.201
600
10
1.10
1.92
3.02 (0.84) 0.89 0.84 1.06 -0.022
8 T 39.50 39.00 17 Jan '20 63 C
P
0.149
0.183
1,157
272
1.23
0.94
2.17 21 Feb '20 98 C
P
0.157
0.201
183
245
1.62
1.40
3.02 (0.85) 0.85 0.85 1.00 -0.025
9 T 39.50 38.00 20 Dec '19 35 C
P
0.162
0.152
144
272
1.70
0.20
1.90 17 Jan '20 63 C
P
0.158
0.185
1,354
772
1.99
0.59
2.58 (0.68) 0.73 0.68 1.07 -0.029
10 T 39.50 39.00 27 Dec '19 42 C
P
0.153
0.144
38
3,017
1.05
0.51
1.56 17 Jan '20 63 C
P
0.149
0.183
1,157
272
1.28
0.98
2.26 (0.70) 0.51 0.70 0.73 -0.036
11 T 39.50 38.00 6 Dec '19 21 C
P
0.154
0.152
64
114
1.56
0.10
1.66 17 Jan '20 63 C
P
0.158
0.185
1,354
772
1.99
0.59
2.58 (0.92) 0.82 0.92 0.89 -0.037
12 T 39.50 39.00 20 Dec '19 35 C
P
0.146
0.141
1,554
2,504
0.98
0.42
1.40 17 Jan '20 63 C
P
0.149
0.183
1,157
272
1.28
0.98
2.26 (0.86) 0.54 0.86 0.63 -0.045
13 T 39.50 39.00 13 Dec '19 28 C
P
0.142
0.140
186
38
0.89
0.34
1.23 17 Jan '20 63 C
P
0.149
0.183
1,157
272
1.28
0.98
2.26 (1.03) 0.55 1.03 0.53 -0.050
14 T 39.50 39.00 6 Dec '19 21 C
P
0.142
0.134
244
36
0.81
0.28
1.09 17 Jan '20 63 C
P
0.149
0.183
1,157
272
1.28
0.98
2.26 (1.17) 0.56 1.17 0.48 -0.057
15 T 39.50 40.00 27 Dec '19 42 C
P
0.142
0.133
317
212
0.52
0.96
1.48 17 Jan '20 63 C
P
0.144
0.190
5,624
44
0.75
1.53
2.28 (0.80) 0.45 0.80 0.56 -0.058
16 T 39.50 40.00 20 Dec '19 35 C
P
0.138
0.133
2,996
117
0.45
0.90
1.35 17 Jan '20 63 C
P
0.144
0.190
5,624
44
0.75
1.53
2.28 (0.93) 0.52 0.93 0.56 -0.063
17 T 39.50 41.00 27 Dec '19 42 C
P
0.138
0.122
25
1
0.20
1.57
1.77 17 Jan '20 63 C
P
0.141
0.205
7,464
1
0.41
2.29
2.70 (0.93) 0.39 0.93 0.42 -0.086
18 T 39.50 41.00 20 Dec '19 35 C
P
0.134
0.125
342
56
0.16
1.58
1.74 17 Jan '20 63 C
P
0.141
0.205
7,464
1
0.41
2.29
2.70 (0.96) 0.58 0.96 0.60 -0.087
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