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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 PCTY 142.48 15 May '20 106 145.00 0.345 12.00 0 140.00 0.402 12.80 1 -0.80 5.00 1.19 0.06
2 PCTY 142.48 20 Mar '20 50 140.00 0.368 10.10 1 135.00 0.393 11.60 0 -1.50 5.00 1.43 0.02
3 PCTY 142.48 15 May '20 106 135.00 0.396 17.00 0 130.00 0.418 18.90 0 -1.90 5.00 1.61 0.02
4 PCTY 142.48 21 Aug '20 204 140.00 0.396 19.00 9 135.00 0.412 20.30 0 -1.30 5.00 1.35 0.02
5 PCTY 142.48 20 Mar '20 50 150.00 0.398 5.60 0 145.00 0.410 7.00 2 -1.40 5.00 1.39 0.01
6 PCTY 142.48 20 Mar '20 50 135.00 0.393 13.10 0 130.00 0.403 14.80 0 -1.70 5.00 1.52 0.01
7 PCTY 142.48 21 Feb '20 22 140.00 0.483 8.30 117 135.00 0.494 10.50 8 -2.20 5.00 1.79 0.01
8 PCTY 142.48 21 Feb '20 22 145.00 0.475 5.80 6 140.00 0.483 7.70 117 -1.90 5.00 1.61 0.01
9 PCTY 142.48 21 Feb '20 22 150.00 0.468 3.90 1 145.00 0.475 5.20 6 -1.30 5.00 1.35 0.01
10 PCTY 142.48 20 Nov '20 295 145.00 0.373 19.90 0 140.00 0.377 20.50 1 -0.60 5.00 1.14 0.00
11 PCTY 142.48 21 Aug '20 204 135.00 0.412 22.30 0 130.00 0.413 23.10 0 -0.80 5.00 1.19 0.00
12 PCTY 142.48 20 Nov '20 295 150.00 0.372 17.60 1 145.00 0.373 18.40 0 -0.80 5.00 1.19 0.00
13 PCTY 142.48 21 Feb '20 22 135.00 0.494 11.70 8 130.00 0.491 14.10 0 -2.40 5.00 1.92 -0.00
14 PCTY 142.48 15 May '20 106 140.00 0.402 14.30 1 135.00 0.396 15.00 0 -0.70 5.00 1.16 -0.01
15 PCTY 142.48 20 Mar '20 50 145.00 0.410 8.00 2 140.00 0.368 8.70 1 -0.70 5.00 1.16 -0.04
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