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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 IWM 157.73 6 Dec '19 15 157.00 0.146 2.27 614 156.50 0.150 2.56 44 -0.29 0.50 2.38 0.00
2 IWM 157.73 13 Dec '19 22 158.50 0.144 1.89 56 158.00 0.148 2.14 524 -0.25 0.50 2.00 0.00
3 IWM 157.73 6 Dec '19 15 158.50 0.136 1.40 58 158.00 0.140 1.64 617 -0.24 0.50 1.92 0.00
4 IWM 157.73 6 Dec '19 15 157.50 0.143 1.96 277 157.00 0.146 2.23 614 -0.27 0.50 2.17 0.00
5 IWM 157.73 13 Dec '19 22 157.50 0.151 2.46 196 157.00 0.154 2.74 115 -0.28 0.50 2.27 0.00
6 IWM 157.73 13 Dec '19 22 157.00 0.154 2.77 115 156.50 0.157 3.06 76 -0.29 0.50 2.38 0.00
7 IWM 157.73 6 Dec '19 15 158.00 0.140 1.67 617 157.50 0.143 1.92 277 -0.25 0.50 2.00 0.00
8 IWM 157.73 20 Dec '19 29 157.50 0.141 2.63 266 157.00 0.144 2.92 388 -0.29 0.50 2.38 0.00
9 IWM 157.73 20 Dec '19 29 158.50 0.136 2.06 153 158.00 0.138 2.32 1,690 -0.26 0.50 2.08 0.00
10 IWM 157.73 13 Dec '19 22 158.00 0.148 2.17 524 157.50 0.151 2.43 196 -0.26 0.50 2.08 0.00
11 IWM 157.73 20 Dec '19 29 158.00 0.138 2.34 1,690 157.50 0.141 2.61 266 -0.27 0.50 2.17 0.00
12 IWM 157.73 27 Dec '19 36 157.00 0.141 3.19 50 156.50 0.143 3.47 0 -0.28 0.50 2.27 0.00
13 IWM 157.73 27 Dec '19 36 158.00 0.137 2.60 52 157.50 0.139 2.85 0 -0.25 0.50 2.00 0.00
14 IWM 157.73 27 Dec '19 36 158.50 0.134 2.32 14 158.00 0.137 2.56 52 -0.24 0.50 1.92 0.00
15 IWM 157.73 20 Dec '19 29 157.00 0.144 2.95 388 156.50 0.146 3.23 84 -0.28 0.50 2.27 0.00
16 IWM 157.73 27 Dec '19 36 157.50 0.139 2.89 0 157.00 0.141 3.15 50 -0.26 0.50 2.08 0.00
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