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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 BABA 208.58 7 Feb '20 8 207.50 0.324 4.70 1,802 205.00 0.341 6.10 575 -1.40 2.50 2.27 0.02
2 BABA 208.58 7 Feb '20 8 205.00 0.341 6.30 575 202.50 0.354 7.90 334 -1.60 2.50 2.78 0.01
3 BABA 208.58 28 Feb '20 29 210.00 0.335 7.50 74 207.50 0.344 8.45 56 -0.95 2.50 1.61 0.01
4 BABA 208.58 7 Feb '20 8 212.50 0.314 2.31 1,952 210.00 0.321 3.20 4,735 -0.89 2.50 1.55 0.01
5 BABA 208.58 6 Mar '20 36 212.50 0.328 7.05 15 210.00 0.335 7.85 75 -0.80 2.50 1.47 0.01
6 BABA 208.58 28 Feb '20 29 205.00 0.344 10.20 54 202.50 0.350 11.25 3 -1.05 2.50 1.72 0.01
7 BABA 208.58 14 Feb '20 15 207.50 0.383 7.10 407 205.00 0.389 8.35 1,210 -1.25 2.50 2.00 0.01
8 BABA 208.58 6 Mar '20 36 207.50 0.335 9.50 46 205.00 0.340 10.50 50 -1.00 2.50 1.67 0.00
9 BABA 208.58 14 Feb '20 15 212.50 0.376 4.70 797 210.00 0.380 5.65 485 -0.95 2.50 1.61 0.00
10 BABA 208.58 21 Feb '20 22 212.50 0.351 5.55 393 210.00 0.355 6.50 605 -0.95 2.50 1.61 0.00
11 BABA 208.58 21 Feb '20 22 207.50 0.357 7.95 761 205.00 0.361 9.15 1,801 -1.20 2.50 1.92 0.00
12 BABA 208.58 7 Feb '20 8 210.00 0.321 3.35 4,735 207.50 0.324 4.50 1,802 -1.15 2.50 1.85 0.00
13 BABA 208.58 14 Feb '20 15 205.00 0.389 8.55 1,210 202.50 0.392 9.90 92 -1.35 2.50 2.17 0.00
14 BABA 208.58 14 Feb '20 15 210.00 0.380 5.80 485 207.50 0.383 6.90 407 -1.10 2.50 1.79 0.00
15 BABA 208.58 21 Feb '20 22 205.00 0.361 9.35 1,801 202.50 0.363 10.70 119 -1.35 2.50 2.17 0.00
16 BABA 208.58 21 Feb '20 22 210.00 0.355 6.65 605 207.50 0.357 7.75 761 -1.10 2.50 1.79 0.00
17 BABA 208.58 6 Mar '20 36 205.00 0.340 10.95 50 202.50 0.341 11.95 31 -1.00 2.50 1.67 0.00
18 BABA 208.58 28 Feb '20 29 207.50 0.344 8.75 56 205.00 0.344 9.80 54 -1.05 2.50 1.72 0.00
19 BABA 208.58 28 Feb '20 29 212.50 0.335 6.35 37 210.00 0.335 7.15 74 -0.80 2.50 1.47 0.00
20 BABA 208.58 6 Mar '20 36 210.00 0.335 8.20 75 207.50 0.335 9.10 46 -0.90 2.50 1.56 0.00
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