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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 SNAP 12.95 14 Jun '19 10 12.50 0.561 0.74 3,880 12.00 0.587 1.08 2,142 -0.34 0.50 3.13 0.03
2 SNAP 12.95 7 Jun '19 3 13.00 0.638 0.28 11,494 12.50 0.659 0.57 6,004 -0.29 0.50 2.38 0.02
3 SNAP 12.95 12 Jul '19 38 12.00 0.527 1.42 6 11.50 0.548 1.75 37 -0.33 0.50 2.94 0.02
4 SNAP 12.95 5 Jul '19 31 12.00 0.530 1.35 212 11.50 0.548 1.69 39 -0.34 0.50 3.13 0.02
5 SNAP 12.95 28 Jun '19 24 12.50 0.531 0.95 381 12.00 0.548 1.26 797 -0.31 0.50 2.63 0.02
6 SNAP 12.95 14 Jun '19 10 12.00 0.587 1.11 2,142 11.50 0.603 1.50 389 -0.39 0.50 4.55 0.02
7 SNAP 12.95 21 Jun '19 17 12.00 0.535 1.19 6,399 11.50 0.549 1.56 387 -0.37 0.50 3.85 0.01
8 SNAP 12.95 21 Jun '19 17 13.00 0.528 0.57 4,081 12.50 0.541 0.84 2,550 -0.27 0.50 2.17 0.01
9 SNAP 12.95 5 Jul '19 31 13.00 0.513 0.76 162 12.50 0.523 1.00 504 -0.24 0.50 1.92 0.01
10 SNAP 12.95 28 Jun '19 24 13.00 0.523 0.68 3,141 12.50 0.531 0.93 381 -0.25 0.50 2.00 0.01
11 SNAP 12.95 12 Jul '19 38 12.50 0.519 1.11 110 12.00 0.527 1.39 6 -0.28 0.50 2.27 0.01
12 SNAP 12.95 14 Jun '19 10 13.00 0.554 0.46 2,223 12.50 0.561 0.72 3,880 -0.26 0.50 2.08 0.01
13 SNAP 12.95 5 Jul '19 31 13.50 0.507 0.55 262 13.00 0.513 0.73 162 -0.18 0.50 1.56 0.01
14 SNAP 12.95 5 Jul '19 31 12.50 0.523 1.03 504 12.00 0.530 1.32 212 -0.29 0.50 2.38 0.01
15 SNAP 12.95 12 Jul '19 38 13.50 0.509 0.63 16,394 13.00 0.514 0.82 48 -0.19 0.50 1.61 0.01
16 SNAP 12.95 12 Jul '19 38 13.00 0.514 0.85 48 12.50 0.519 1.08 110 -0.23 0.50 1.85 0.00
17 SNAP 12.95 21 Jun '19 17 13.50 0.527 0.37 1,037 13.00 0.528 0.56 4,081 -0.19 0.50 1.61 0.00
18 SNAP 12.95 28 Jun '19 24 13.50 0.526 0.48 98 13.00 0.523 0.66 3,141 -0.18 0.50 1.56 -0.00
19 SNAP 12.95 14 Jun '19 10 13.50 0.557 0.27 868 13.00 0.554 0.44 2,223 -0.17 0.50 1.52 -0.00
20 SNAP 12.95 7 Jun '19 3 12.50 0.659 0.60 6,004 12.00 0.655 0.97 10,374 -0.37 0.50 3.85 -0.00
21 SNAP 12.95 21 Jun '19 17 12.50 0.541 0.85 2,550 12.00 0.535 1.16 6,399 -0.31 0.50 2.63 -0.01
22 SNAP 12.95 28 Jun '19 24 12.00 0.548 1.29 797 11.50 0.535 1.59 536 -0.30 0.50 2.50 -0.01
23 SNAP 12.95 7 Jun '19 3 13.50 0.663 0.12 1,578 13.00 0.638 0.27 11,494 -0.15 0.50 1.43 -0.02
24 SNAP 12.95 7 Jun '19 3 12.00 0.655 1.00 10,374 11.50 0.520 1.40 3,336 -0.40 0.50 5.00 -0.13
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