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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 QQQ 204.11 13 Mar '20 3 206.00 0.569 3.44 2,374 205.00 0.585 3.80 5,151 -0.36 1.00 1.56 0.02
2 QQQ 204.11 13 Mar '20 3 204.00 0.594 4.55 2,163 203.00 0.606 4.93 3,233 -0.38 1.00 1.61 0.01
3 QQQ 204.11 3 Apr '20 24 205.00 0.430 8.79 309 204.00 0.441 9.14 343 -0.35 1.00 1.54 0.01
4 QQQ 204.11 20 Mar '20 10 205.00 0.486 6.24 9,920 204.00 0.496 6.64 1,218 -0.40 1.00 1.67 0.01
5 QQQ 204.11 13 Mar '20 3 205.00 0.585 3.99 5,151 204.00 0.594 4.32 2,163 -0.33 1.00 1.49 0.01
6 QQQ 204.11 17 Apr '20 38 204.00 0.417 11.21 158 203.00 0.425 11.60 107 -0.39 1.00 1.64 0.01
7 QQQ 204.11 27 Mar '20 17 205.00 0.445 7.51 203 204.00 0.452 7.87 105 -0.36 1.00 1.56 0.01
8 QQQ 204.11 27 Mar '20 17 204.00 0.452 8.12 105 203.00 0.459 8.50 66 -0.38 1.00 1.61 0.01
9 QQQ 204.11 27 Mar '20 17 206.00 0.438 6.94 170 205.00 0.445 7.28 203 -0.34 1.00 1.52 0.01
10 QQQ 204.11 31 Mar '20 21 205.00 0.426 8.02 110 204.00 0.433 8.39 4 -0.37 1.00 1.59 0.01
11 QQQ 204.11 20 Mar '20 10 204.00 0.496 6.83 1,218 203.00 0.502 7.17 482 -0.34 1.00 1.52 0.01
12 QQQ 204.11 3 Apr '20 24 204.00 0.441 9.37 343 203.00 0.447 9.77 375 -0.40 1.00 1.67 0.01
13 QQQ 204.11 31 Mar '20 21 206.00 0.420 7.44 27 205.00 0.426 7.79 110 -0.35 1.00 1.54 0.01
14 QQQ 204.11 9 Apr '20 30 204.00 0.430 10.20 116 203.00 0.435 10.59 144 -0.39 1.00 1.64 0.01
15 QQQ 204.11 19 Jun '20 101 205.00 0.356 15.19 71 204.00 0.362 15.49 1 -0.30 1.00 1.43 0.01
16 QQQ 204.11 31 Mar '20 21 204.00 0.433 8.62 4 203.00 0.438 8.99 8 -0.37 1.00 1.59 0.01
17 QQQ 204.11 9 Apr '20 30 206.00 0.419 9.03 52 205.00 0.425 9.38 12 -0.35 1.00 1.54 0.01
18 QQQ 204.11 9 Apr '20 30 205.00 0.425 9.61 12 204.00 0.430 9.97 116 -0.36 1.00 1.56 0.00
19 QQQ 204.11 20 Mar '20 10 206.00 0.481 5.67 673 205.00 0.486 6.01 9,920 -0.34 1.00 1.52 0.00
20 QQQ 204.11 17 Apr '20 38 206.00 0.410 10.04 219 205.00 0.414 10.33 3,054 -0.29 1.00 1.41 0.00
21 QQQ 204.11 27 Mar '20 17 203.00 0.459 8.72 66 202.50 0.463 8.82 53 -0.10 0.50 1.25 0.00
22 QQQ 204.11 15 May '20 66 206.00 0.388 12.71 36 205.00 0.392 13.09 892 -0.38 1.00 1.61 0.00
23 QQQ 204.11 15 May '20 66 205.00 0.392 13.28 892 204.00 0.395 13.67 9 -0.39 1.00 1.64 0.00
24 QQQ 204.11 24 Apr '20 45 204.00 0.411 12.09 27 203.00 0.415 12.38 77 -0.29 1.00 1.41 0.00
25 QQQ 204.11 15 May '20 66 204.00 0.395 13.86 9 203.00 0.398 14.23 130 -0.37 1.00 1.59 0.00
26 QQQ 204.11 24 Apr '20 45 205.00 0.409 11.51 80 204.00 0.411 11.78 27 -0.27 1.00 1.37 0.00
27 QQQ 204.11 30 Jun '20 112 206.00 0.342 14.85 0 205.00 0.345 15.13 0 -0.28 1.00 1.39 0.00
28 QQQ 204.11 3 Apr '20 24 203.00 0.447 9.98 375 202.50 0.450 10.06 100 -0.08 0.50 1.19 0.00
29 QQQ 204.11 17 Jul '20 129 206.00 0.331 15.52 4 205.00 0.333 15.66 2 -0.14 1.00 1.16 0.00
30 QQQ 204.11 19 Jun '20 101 204.00 0.362 15.78 1 203.00 0.364 16.07 15 -0.29 1.00 1.41 0.00
31 QQQ 204.11 30 Jun '20 112 204.00 0.347 16.01 0 203.00 0.349 16.20 0 -0.19 1.00 1.23 0.00
32 QQQ 204.11 17 Apr '20 38 205.00 0.414 10.62 3,054 204.00 0.417 10.94 158 -0.32 1.00 1.47 0.00
33 QQQ 204.11 17 Jul '20 129 205.00 0.333 16.11 2 204.00 0.336 16.24 0 -0.13 1.00 1.15 0.00
34 QQQ 204.11 18 Sep '20 192 206.00 0.302 17.57 0 205.00 0.304 17.76 35 -0.19 1.00 1.23 0.00
35 QQQ 204.11 9 Apr '20 30 203.00 0.435 10.81 144 202.50 0.438 10.89 50 -0.08 0.50 1.19 0.00
36 QQQ 204.11 17 Jul '20 129 204.00 0.336 16.69 0 203.00 0.338 16.82 32 -0.13 1.00 1.15 0.00
37 QQQ 204.11 24 Apr '20 45 206.00 0.407 10.93 0 205.00 0.409 11.19 80 -0.26 1.00 1.35 0.00
38 QQQ 204.11 18 Sep '20 192 204.00 0.305 18.67 1 203.00 0.307 18.79 50 -0.12 1.00 1.14 0.00
39 QQQ 204.11 30 Jun '20 112 205.00 0.345 15.43 0 204.00 0.347 15.62 0 -0.19 1.00 1.23 0.00
40 QQQ 204.11 3 Apr '20 24 206.00 0.429 8.22 23 205.00 0.430 8.55 309 -0.33 1.00 1.49 0.00
41 QQQ 204.11 18 Sep '20 192 205.00 0.304 18.11 35 204.00 0.305 18.22 1 -0.11 1.00 1.12 0.00
42 QQQ 204.11 19 Jun '20 101 206.00 0.356 14.62 23 205.00 0.356 14.87 71 -0.25 1.00 1.33 0.00
43 QQQ 204.11 13 Mar '20 3 203.00 0.606 5.15 3,233 202.50 0.598 5.24 930 -0.09 0.50 1.22 -0.01
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