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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 MS 53.25 4 Sep '20 2 52.50 0.326 1.03 441 52.00 0.367 1.24 162 -0.21 0.50 1.72 0.04
2 MS 53.25 4 Sep '20 2 53.50 0.298 0.39 353 53.00 0.322 0.56 725 -0.17 0.50 1.52 0.02
3 MS 53.25 25 Sep '20 23 52.50 0.378 2.44 541 52.00 0.392 2.60 230 -0.16 0.50 1.47 0.01
4 MS 53.25 2 Oct '20 30 54.00 0.365 1.95 128 53.50 0.377 2.01 146 -0.06 0.50 1.14 0.01
5 MS 53.25 2 Oct '20 30 52.50 0.381 2.79 125 52.00 0.393 2.83 35 -0.04 0.50 1.09 0.01
6 MS 53.25 9 Oct '20 37 52.50 0.379 3.05 32 52.00 0.390 3.15 2 -0.10 0.50 1.25 0.01
7 MS 53.25 9 Oct '20 37 54.00 0.372 2.35 2 53.50 0.383 2.37 20 -0.02 0.50 1.04 0.01
8 MS 53.25 2 Oct '20 30 53.50 0.377 2.23 146 53.00 0.387 2.37 436 -0.14 0.50 1.39 0.01
9 MS 53.25 25 Sep '20 23 53.00 0.369 2.14 456 52.50 0.378 2.25 541 -0.11 0.50 1.28 0.01
10 MS 53.25 18 Sep '20 16 52.50 0.355 2.01 572 52.00 0.364 2.24 159 -0.23 0.50 1.85 0.01
11 MS 53.25 4 Sep '20 2 53.00 0.322 0.66 725 52.50 0.326 0.90 441 -0.24 0.50 1.92 0.00
12 MS 53.25 11 Sep '20 9 52.50 0.324 1.56 154 52.00 0.328 1.74 54 -0.18 0.50 1.56 0.00
13 MS 53.25 9 Oct '20 37 53.50 0.383 2.51 20 53.00 0.386 2.59 31 -0.08 0.50 1.19 0.00
14 MS 53.25 18 Sep '20 16 53.00 0.352 1.75 471 52.50 0.355 1.93 572 -0.18 0.50 1.56 0.00
15 MS 53.25 11 Sep '20 9 53.00 0.322 1.25 493 52.50 0.324 1.42 154 -0.17 0.50 1.52 0.00
16 MS 53.25 25 Sep '20 23 53.50 0.367 1.92 215 53.00 0.369 1.95 456 -0.03 0.50 1.06 0.00
17 MS 53.25 18 Sep '20 16 54.00 0.352 1.26 362 53.50 0.353 1.41 253 -0.15 0.50 1.43 0.00
18 MS 53.25 18 Sep '20 16 53.50 0.353 1.49 253 53.00 0.352 1.63 471 -0.14 0.50 1.39 -0.00
19 MS 53.25 11 Sep '20 9 54.00 0.329 0.81 418 53.50 0.326 0.91 315 -0.10 0.50 1.25 -0.00
20 MS 53.25 25 Sep '20 23 54.00 0.371 1.67 86 53.50 0.367 1.72 215 -0.05 0.50 1.11 -0.00
21 MS 53.25 11 Sep '20 9 53.50 0.326 1.01 315 53.00 0.322 1.15 493 -0.14 0.50 1.39 -0.00
22 MS 53.25 2 Oct '20 30 53.00 0.387 2.51 436 52.50 0.381 2.59 125 -0.08 0.50 1.19 -0.01
23 MS 53.25 4 Sep '20 2 54.00 0.344 0.28 635 53.50 0.298 0.32 353 -0.04 0.50 1.09 -0.05
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