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LEG VOLUME
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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 GWRE 101.86 18 Oct '19 21 95.00 0.386 8.30 1 90.00 0.639 11.80 0 -3.50 5.00 3.33 0.25
2 GWRE 101.86 18 Oct '19 21 100.00 0.345 4.60 30 95.00 0.386 7.80 1 -3.20 5.00 2.78 0.04
3 GWRE 101.86 18 Oct '19 21 110.00 0.299 0.85 9 105.00 0.324 1.75 36 -0.90 5.00 1.22 0.02
4 GWRE 101.86 17 Jan '20 112 100.00 0.364 9.70 0 95.00 0.386 11.80 0 -2.10 5.00 1.72 0.02
5 GWRE 101.86 18 Oct '19 21 105.00 0.324 2.00 36 100.00 0.345 4.10 30 -2.10 5.00 1.72 0.02
6 GWRE 101.86 17 Jan '20 112 110.00 0.347 5.00 3 105.00 0.366 6.60 2 -1.60 5.00 1.47 0.02
7 GWRE 101.86 20 Dec '19 84 100.00 0.396 8.90 20 95.00 0.411 11.40 0 -2.50 5.00 2.00 0.02
8 GWRE 101.86 17 Apr '20 203 110.00 0.336 7.80 0 105.00 0.349 8.80 0 -1.00 5.00 1.25 0.01
9 GWRE 101.86 20 Dec '19 84 105.00 0.383 6.40 20 100.00 0.396 8.40 20 -2.00 5.00 1.67 0.01
10 GWRE 101.86 17 Jan '20 112 95.00 0.386 12.90 0 90.00 0.395 15.20 0 -2.30 5.00 1.85 0.01
11 GWRE 101.86 20 Dec '19 84 110.00 0.376 4.50 8 105.00 0.383 5.90 20 -1.40 5.00 1.39 0.01
12 GWRE 101.86 20 Dec '19 84 95.00 0.411 12.00 0 90.00 0.414 14.90 0 -2.90 5.00 2.38 0.00
13 GWRE 101.86 17 Jan '20 112 105.00 0.366 7.30 2 100.00 0.364 8.60 0 -1.30 5.00 1.35 -0.00
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