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 Symbol   
Short Leg
LEG VOLUME
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# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 SNAP 17.89 53.2M 17 Jan '20 175 17.00 C 3.00 733 11.79 0.529 14.17%
2 SNAP 17.89 53.2M 17 Jan '20 175 18.00 C 2.53 418 14.14 0.524 17.19%
3 SNAP 17.89 53.2M 15 Jan '21 539 17.00 C 5.05 413 23.25 0.524 32.40%
4 SNAP 17.89 53.2M 2 Aug '19 7 17.00 C 1.04 1,486 0.84 0.497 0.89%
5 SNAP 17.89 53.2M 2 Aug '19 7 18.50 C 0.24 4,172 1.34 0.494 4.82%
6 SNAP 17.89 53.2M 2 Aug '19 7 17.50 C 0.69 2,849 1.68 0.491 1.74%
7 SNAP 17.89 53.2M 9 Aug '19 14 17.00 C 1.19 861 1.68 0.486 1.80%
8 SNAP 17.89 53.2M 2 Aug '19 7 18.00 C 0.42 9,948 2.35 0.482 3.03%
9 SNAP 17.89 53.2M 9 Aug '19 14 18.50 C 0.41 996 2.29 0.480 5.84%
10 SNAP 17.89 53.2M 9 Aug '19 14 17.50 C 0.87 957 2.68 0.479 2.82%
11 SNAP 17.89 53.2M 9 Aug '19 14 18.00 C 0.61 1,478 3.41 0.477 4.17%
12 SNAP 17.89 53.2M 18 Oct '19 84 17.00 C 2.04 543 6.43 0.472 7.26%
13 SNAP 17.89 53.2M 16 Aug '19 21 17.00 C 1.30 6,326 2.29 0.471 2.47%
14 SNAP 17.89 53.2M 23 Aug '19 28 17.00 C 1.40 282 2.85 0.470 3.09%
15 SNAP 17.89 53.2M 18 Oct '19 84 18.00 C 1.53 2,049 8.55 0.470 10.02%
16 SNAP 17.89 53.2M 16 Aug '19 21 17.50 C 0.99 1,629 3.35 0.466 3.55%
17 SNAP 17.89 53.2M 16 Aug '19 21 18.50 C 0.53 2,960 2.96 0.464 6.57%
18 SNAP 17.89 53.2M 23 Aug '19 28 17.50 C 1.10 107 3.97 0.463 4.23%
19 SNAP 17.89 53.2M 30 Aug '19 35 17.00 C 1.49 66 3.35 0.462 3.66%
20 SNAP 17.89 53.2M 16 Aug '19 21 18.00 C 0.73 25,628 4.08 0.462 4.90%
21 SNAP 17.89 53.2M 6 Sep '19 42 17.00 C 1.57 267 3.80 0.460 4.17%
22 SNAP 17.89 53.2M 20 Sep '19 56 17.00 C 1.74 2,383 4.75 0.459 5.26%
23 SNAP 17.89 53.2M 23 Aug '19 28 18.00 C 0.84 411 4.70 0.458 5.57%
24 SNAP 17.89 53.2M 20 Sep '19 56 18.00 C 1.21 2,231 6.76 0.457 7.91%
25 SNAP 17.89 53.2M 30 Aug '19 35 17.50 C 1.19 104 4.47 0.456 4.79%
26 SNAP 17.89 53.2M 6 Sep '19 42 17.50 C 1.28 25 4.97 0.454 5.36%
27 SNAP 17.89 53.2M 23 Aug '19 28 18.50 C 0.62 94 3.47 0.454 7.12%
28 SNAP 17.89 53.2M 30 Aug '19 35 18.00 C 0.94 241 5.25 0.452 6.19%
29 SNAP 17.89 53.2M 30 Aug '19 35 18.50 C 0.73 224 4.08 0.452 7.81%
30 SNAP 17.89 53.2M 6 Sep '19 42 18.00 C 1.03 94 5.76 0.450 6.76%
31 SNAP 17.89 53.2M 6 Sep '19 42 18.50 C 0.81 45 4.53 0.446 8.31%
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