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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 153.05 4 Jan '19 8 153.50 0.383 3.32 426 153.00 0.391 3.50 1,479 -0.18 0.50 1.56 0.01
2 QQQ 153.05 11 Jan '19 15 153.00 0.378 4.77 507 152.50 0.384 4.99 94 -0.22 0.50 1.79 0.01
3 QQQ 153.05 4 Jan '19 8 153.00 0.391 3.61 1,479 152.50 0.396 3.80 537 -0.19 0.50 1.61 0.01
4 QQQ 153.05 11 Jan '19 15 152.50 0.384 5.07 94 152.00 0.389 5.29 141 -0.22 0.50 1.79 0.00
5 QQQ 153.05 18 Jan '19 22 153.00 0.368 5.58 2,681 152.50 0.372 5.81 224 -0.23 0.50 1.85 0.00
6 QQQ 153.05 18 Jan '19 22 154.00 0.361 5.00 1,924 153.50 0.365 5.22 382 -0.22 0.50 1.79 0.00
7 QQQ 153.05 18 Jan '19 22 153.50 0.365 5.29 382 153.00 0.368 5.51 2,681 -0.22 0.50 1.79 0.00
8 QQQ 153.05 25 Jan '19 29 153.50 0.350 5.87 2 153.00 0.354 6.07 48 -0.20 0.50 1.67 0.00
9 QQQ 153.05 11 Jan '19 15 154.00 0.372 4.21 149 153.50 0.376 4.39 75 -0.18 0.50 1.56 0.00
10 QQQ 153.05 25 Jan '19 29 152.50 0.357 6.46 14 152.00 0.360 6.67 127 -0.21 0.50 1.72 0.00
11 QQQ 153.05 25 Jan '19 29 154.00 0.347 5.59 52 153.50 0.350 5.78 2 -0.19 0.50 1.61 0.00
12 QQQ 153.05 1 Feb '19 36 153.00 0.350 6.81 11 152.50 0.353 6.98 12 -0.17 0.50 1.52 0.00
13 QQQ 153.05 25 Jan '19 29 153.00 0.354 6.17 48 152.50 0.357 6.37 14 -0.20 0.50 1.67 0.00
14 QQQ 153.05 1 Feb '19 36 152.50 0.353 7.11 12 152.00 0.356 7.28 10 -0.17 0.50 1.52 0.00
15 QQQ 153.05 4 Jan '19 8 154.00 0.380 3.04 1,111 153.50 0.383 3.22 426 -0.18 0.50 1.56 0.00
16 QQQ 153.05 1 Feb '19 36 154.00 0.344 6.23 8 153.50 0.347 6.39 60 -0.16 0.50 1.47 0.00
17 QQQ 153.05 1 Feb '19 36 153.50 0.347 6.52 60 153.00 0.350 6.68 11 -0.16 0.50 1.47 0.00
18 QQQ 153.05 18 Jan '19 22 152.50 0.372 5.90 224 152.00 0.375 6.11 2,894 -0.21 0.50 1.72 0.00
19 QQQ 153.05 11 Jan '19 15 153.50 0.376 4.48 75 153.00 0.378 4.68 507 -0.20 0.50 1.67 0.00
20 QQQ 153.05 4 Jan '19 8 152.50 0.396 3.91 537 152.00 0.397 4.11 1,672 -0.20 0.50 1.67 0.00
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