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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 217.10 20 Sep '19 29 200.00 0.328 19.50 0 195.00 0.369 22.90 0 -3.40 5.00 3.12 0.04
2 ANSS 217.10 20 Sep '19 29 220.00 0.274 5.50 20 210.00 0.307 10.60 2 -5.10 10.00 2.04 0.03
3 ANSS 217.10 18 Oct '19 57 210.00 0.277 13.80 1 200.00 0.302 20.40 0 -6.60 10.00 2.94 0.02
4 ANSS 217.10 20 Sep '19 29 210.00 0.307 11.50 2 200.00 0.328 18.70 0 -7.20 10.00 3.57 0.02
5 ANSS 217.10 18 Oct '19 57 220.00 0.260 8.00 2 210.00 0.277 12.90 1 -4.90 10.00 1.96 0.02
6 ANSS 217.10 20 Dec '19 120 210.00 0.287 18.50 0 200.00 0.303 24.20 0 -5.70 10.00 2.33 0.02
7 ANSS 217.10 17 Jan '20 148 210.00 0.279 19.90 0 200.00 0.295 25.60 0 -5.70 10.00 2.33 0.02
8 ANSS 217.10 20 Sep '19 29 230.00 0.259 2.10 13 220.00 0.274 4.90 20 -2.80 10.00 1.39 0.02
9 ANSS 217.10 18 Oct '19 57 200.00 0.302 21.30 0 195.00 0.316 24.30 0 -3.00 5.00 2.50 0.01
10 ANSS 217.10 20 Dec '19 120 220.00 0.273 12.90 0 210.00 0.287 17.70 0 -4.80 10.00 1.92 0.01
11 ANSS 217.10 17 Jan '20 148 200.00 0.295 26.50 0 195.00 0.307 29.40 0 -2.90 5.00 2.38 0.01
12 ANSS 217.10 17 Jan '20 148 230.00 0.260 9.70 0 220.00 0.270 13.50 0 -3.80 10.00 1.61 0.01
13 ANSS 217.10 17 Jan '20 148 220.00 0.270 14.30 0 210.00 0.279 18.80 0 -4.50 10.00 1.82 0.01
14 ANSS 217.10 18 Oct '19 57 230.00 0.252 4.10 1 220.00 0.260 7.50 2 -3.40 10.00 1.52 0.01
15 ANSS 217.10 20 Dec '19 120 200.00 0.303 25.50 0 195.00 0.311 28.00 0 -2.50 5.00 2.00 0.01
16 ANSS 217.10 20 Dec '19 120 230.00 0.267 8.60 0 220.00 0.273 12.00 0 -3.40 10.00 1.52 0.01
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