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# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 ANSS 259.59 17 Jan '20 15 240.00 0.300 21.40 0 230.00 0.390 27.00 0 -5.60 10.00 2.27 0.09
2 ANSS 259.59 17 Jan '20 15 250.00 0.256 12.10 3 240.00 0.300 17.70 0 -5.60 10.00 2.27 0.04
3 ANSS 259.59 17 Jan '20 15 260.00 0.221 4.90 11 250.00 0.256 11.00 3 -6.10 10.00 2.56 0.03
4 ANSS 259.59 17 Apr '20 106 240.00 0.267 27.00 1 230.00 0.287 34.10 0 -7.10 10.00 3.45 0.02
5 ANSS 259.59 17 Apr '20 106 260.00 0.247 14.00 0 250.00 0.259 19.30 0 -5.30 10.00 2.13 0.01
6 ANSS 259.59 21 Feb '20 50 260.00 0.227 8.70 2 250.00 0.238 14.30 1 -5.60 10.00 2.27 0.01
7 ANSS 259.59 21 Feb '20 50 270.00 0.217 4.50 1 260.00 0.227 8.20 2 -3.70 10.00 1.59 0.01
8 ANSS 259.59 17 Jul '20 197 250.00 0.259 25.50 1 240.00 0.268 31.10 0 -5.60 10.00 2.27 0.01
9 ANSS 259.59 17 Apr '20 106 250.00 0.259 20.00 0 240.00 0.267 26.20 1 -6.20 10.00 2.63 0.01
10 ANSS 259.59 17 Apr '20 106 270.00 0.240 9.50 2 260.00 0.247 13.50 0 -4.00 10.00 1.67 0.01
11 ANSS 259.59 17 Jul '20 197 260.00 0.252 19.90 34 250.00 0.259 24.70 1 -4.80 10.00 1.92 0.01
12 ANSS 259.59 17 Jul '20 197 270.00 0.246 15.10 34 260.00 0.252 19.10 34 -4.00 10.00 1.67 0.01
13 ANSS 259.59 17 Jul '20 197 240.00 0.268 32.10 0 230.00 0.273 38.40 0 -6.30 10.00 2.70 0.00
14 ANSS 259.59 17 Jan '20 15 270.00 0.218 1.30 11 260.00 0.221 4.40 11 -3.10 10.00 1.45 0.00
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