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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 DIA 263.78 13 Sep '19 15 264.00 0.154 3.40 105 263.00 0.165 3.80 221 -0.40 1.00 1.67 0.01
2 DIA 263.78 4 Oct '19 36 264.00 0.155 5.35 3 263.00 0.166 5.55 2 -0.20 1.00 1.25 0.01
3 DIA 263.78 20 Sep '19 22 264.00 0.157 4.15 174 263.00 0.164 4.55 193 -0.40 1.00 1.67 0.01
4 DIA 263.78 6 Sep '19 8 264.00 0.159 2.43 1,146 263.00 0.166 2.92 376 -0.49 1.00 1.96 0.01
5 DIA 263.78 27 Sep '19 29 265.00 0.152 4.10 14 264.00 0.157 4.45 14 -0.35 1.00 1.54 0.01
6 DIA 263.78 6 Sep '19 8 265.00 0.154 1.87 2,727 264.00 0.159 2.30 1,146 -0.43 1.00 1.75 0.00
7 DIA 263.78 15 Nov '19 78 264.00 0.164 8.10 16 263.00 0.168 8.40 70 -0.30 1.00 1.43 0.00
8 DIA 263.78 15 Nov '19 78 265.00 0.161 7.50 106 264.00 0.164 7.80 16 -0.30 1.00 1.43 0.00
9 DIA 263.78 30 Sep '19 32 265.00 0.148 4.25 26 264.00 0.151 4.55 30 -0.30 1.00 1.43 0.00
10 DIA 263.78 30 Sep '19 32 264.00 0.151 4.85 30 263.00 0.155 5.05 3 -0.20 1.00 1.25 0.00
11 DIA 263.78 20 Sep '19 22 262.50 0.168 5.15 34 262.00 0.171 5.20 100 -0.05 0.50 1.11 0.00
12 DIA 263.78 20 Sep '19 22 265.00 0.153 3.55 641 264.00 0.157 3.90 174 -0.35 1.00 1.54 0.00
13 DIA 263.78 20 Sep '19 22 263.00 0.164 4.75 193 262.50 0.168 4.85 34 -0.10 0.50 1.25 0.00
14 DIA 263.78 27 Sep '19 29 264.00 0.157 4.70 14 263.00 0.160 5.05 69 -0.35 1.00 1.54 0.00
15 DIA 263.78 13 Sep '19 15 262.50 0.170 4.40 16 262.00 0.172 4.45 4 -0.05 0.50 1.11 0.00
16 DIA 263.78 31 Dec '19 124 265.00 0.156 9.50 3 264.00 0.158 9.65 0 -0.15 1.00 1.18 0.00
17 DIA 263.78 31 Dec '19 124 264.00 0.158 10.10 0 263.00 0.159 10.25 3 -0.15 1.00 1.18 0.00
18 DIA 263.78 31 Mar '20 215 264.00 0.152 13.40 0 263.00 0.153 13.45 0 -0.05 1.00 1.05 0.00
19 DIA 263.78 4 Oct '19 36 265.00 0.154 4.65 4 264.00 0.155 5.00 3 -0.35 1.00 1.54 0.00
20 DIA 263.78 13 Sep '19 15 265.00 0.154 2.79 390 264.00 0.154 3.15 105 -0.36 1.00 1.56 0.00
21 DIA 263.78 27 Sep '19 29 262.50 0.163 5.65 0 262.00 0.162 5.70 1 -0.05 0.50 1.11 -0.00
22 DIA 263.78 31 Mar '20 215 265.00 0.153 12.80 2 264.00 0.152 12.85 0 -0.05 1.00 1.05 -0.00
23 DIA 263.78 6 Sep '19 8 263.00 0.166 3.10 376 262.50 0.164 3.15 119 -0.05 0.50 1.11 -0.00
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