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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 EPC 32.21 15 Nov '19 2 30.00 0.826 2.55 3 25.00 2.452 6.90 0 -4.35 5.00 7.69 1.63
2 EPC 32.21 17 Jan '20 65 30.00 0.371 3.40 0 25.00 0.612 7.20 0 -3.80 5.00 4.17 0.24
3 EPC 32.21 21 Feb '20 100 30.00 0.438 4.30 0 25.00 0.543 7.70 0 -3.40 5.00 3.12 0.10
4 EPC 32.21 20 Dec '19 37 35.00 0.336 0.50 159 30.00 0.414 2.75 0 -2.25 5.00 1.82 0.08
5 EPC 32.21 15 Jan '21 429 30.00 0.398 7.20 98 25.00 0.459 9.30 0 -2.10 5.00 1.72 0.06
6 EPC 32.21 15 Nov '19 2 35.00 0.765 0.15 13 30.00 0.826 2.10 3 -1.95 5.00 1.64 0.06
7 EPC 32.21 21 Feb '20 100 35.00 0.391 1.65 61 30.00 0.438 3.90 0 -2.25 5.00 1.82 0.05
8 EPC 32.21 17 Apr '20 156 35.00 0.381 2.30 0 30.00 0.419 4.40 0 -2.10 5.00 1.72 0.04
9 EPC 32.21 17 Jan '20 65 35.00 0.336 0.90 8 30.00 0.371 3.10 0 -2.20 5.00 1.79 0.03
10 EPC 32.21 15 Jan '21 429 40.00 0.355 3.10 0 35.00 0.383 4.20 1,000 -1.10 5.00 1.28 0.03
11 EPC 32.21 17 Apr '20 156 40.00 0.363 0.95 0 35.00 0.381 2.00 0 -1.05 5.00 1.27 0.02
12 EPC 32.21 15 Jan '21 429 35.00 0.383 4.70 1,000 30.00 0.398 6.10 98 -1.40 5.00 1.39 0.02
13 EPC 32.21 21 Feb '20 100 40.00 0.379 0.60 0 35.00 0.391 1.50 61 -0.90 5.00 1.22 0.01
14 EPC 32.21 17 Jan '20 65 40.00 0.341 0.20 30 35.00 0.336 0.75 8 -0.55 5.00 1.12 -0.00
15 EPC 32.21 15 Jan '21 429 25.00 0.459 11.20 0 22.50 0.418 11.50 5 -0.30 2.50 1.14 -0.04
16 EPC 32.21 20 Dec '19 37 40.00 0.438 0.15 0 35.00 0.336 0.40 159 -0.25 5.00 1.05 -0.10
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