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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 GNRC 102.92 15 May '20 99 97.50 0.349 10.70 0 95.00 0.377 11.60 0 -0.90 2.50 1.56 0.03
2 GNRC 102.92 18 Dec '20 316 110.00 0.316 10.20 1 105.00 0.332 11.50 1 -1.30 5.00 1.35 0.02
3 GNRC 102.92 21 Feb '20 15 100.00 0.452 5.50 21 97.50 0.468 6.90 1 -1.40 2.50 2.27 0.02
4 GNRC 102.92 21 Aug '20 197 105.00 0.327 9.50 0 100.00 0.340 11.40 0 -1.90 5.00 1.61 0.01
5 GNRC 102.92 21 Feb '20 15 105.00 0.440 2.85 66 100.00 0.452 5.20 21 -2.35 5.00 1.89 0.01
6 GNRC 102.92 16 Oct '20 253 105.00 0.316 10.90 0 100.00 0.328 12.40 0 -1.50 5.00 1.43 0.01
7 GNRC 102.92 18 Dec '20 316 97.50 0.324 16.30 11 95.00 0.336 16.80 0 -0.50 2.50 1.25 0.01
8 GNRC 102.92 20 Mar '20 43 105.00 0.352 4.20 0 100.00 0.363 6.50 0 -2.30 5.00 1.85 0.01
9 GNRC 102.92 15 May '20 99 105.00 0.338 6.50 1 100.00 0.349 8.80 6 -2.30 5.00 1.85 0.01
10 GNRC 102.92 20 Mar '20 43 110.00 0.342 2.30 10 105.00 0.352 3.90 0 -1.60 5.00 1.47 0.01
11 GNRC 102.92 21 Feb '20 15 110.00 0.432 1.25 73 105.00 0.440 2.65 66 -1.40 5.00 1.39 0.01
12 GNRC 102.92 15 May '20 99 110.00 0.331 4.50 0 105.00 0.338 6.20 1 -1.70 5.00 1.52 0.01
13 GNRC 102.92 16 Oct '20 253 100.00 0.328 13.40 0 97.50 0.334 13.80 0 -0.40 2.50 1.19 0.01
14 GNRC 102.92 20 Mar '20 43 100.00 0.363 6.80 0 97.50 0.370 8.10 0 -1.30 2.50 2.08 0.01
15 GNRC 102.92 21 Aug '20 197 110.00 0.320 7.40 0 105.00 0.327 8.80 0 -1.40 5.00 1.39 0.01
16 GNRC 102.92 16 Oct '20 253 110.00 0.313 8.70 0 105.00 0.316 9.80 0 -1.10 5.00 1.28 0.00
17 GNRC 102.92 15 May '20 99 100.00 0.349 9.10 6 97.50 0.349 10.00 0 -0.90 2.50 1.56 0.00
18 GNRC 102.92 21 Feb '20 15 97.50 0.468 7.30 1 95.00 0.465 8.70 20 -1.40 2.50 2.27 -0.00
19 GNRC 102.92 18 Dec '20 316 105.00 0.332 12.40 1 100.00 0.321 13.20 0 -0.80 5.00 1.19 -0.01
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