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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 T 39.50 22 Nov '19 7 40.00 0.120 0.09 7,457 39.00 0.153 0.61 5,546 -0.52 1.00 2.08 0.03
2 T 39.50 22 Nov '19 7 39.50 0.126 0.28 5,571 39.00 0.153 0.61 5,546 -0.33 0.50 2.94 0.03
3 T 39.50 22 Nov '19 7 38.50 0.107 1.07 251 38.00 0.134 1.44 519 -0.37 0.50 3.85 0.03
4 T 39.50 29 Nov '19 14 38.50 0.144 1.15 688 38.00 0.164 1.39 103 -0.24 0.50 1.92 0.02
5 T 39.50 13 Dec '19 28 39.00 0.142 0.96 186 38.50 0.156 1.24 26 -0.28 0.50 2.27 0.01
6 T 39.50 29 Nov '19 14 40.00 0.122 0.19 546 39.00 0.134 0.70 759 -0.51 1.00 2.04 0.01
7 T 39.50 29 Nov '19 14 39.50 0.123 0.40 864 39.00 0.134 0.70 759 -0.30 0.50 2.50 0.01
8 T 39.50 6 Dec '19 21 39.00 0.142 0.83 244 38.50 0.153 1.19 13 -0.36 0.50 3.57 0.01
9 T 39.50 27 Dec '19 42 40.00 0.142 0.57 317 39.00 0.153 1.05 38 -0.48 1.00 1.92 0.01
10 T 39.50 6 Dec '19 21 40.00 0.131 0.30 233 39.00 0.142 0.81 244 -0.51 1.00 2.04 0.01
11 T 39.50 29 Nov '19 14 39.00 0.134 0.72 759 38.50 0.144 1.06 688 -0.34 0.50 3.12 0.01
12 T 39.50 20 Dec '19 35 40.00 0.138 0.47 2,996 39.00 0.146 0.98 1,554 -0.51 1.00 2.04 0.01
13 T 39.50 13 Dec '19 28 38.50 0.156 1.34 26 38.00 0.164 1.64 0 -0.30 0.50 2.50 0.01
14 T 39.50 27 Dec '19 42 38.50 0.158 1.48 10 38.00 0.166 1.77 60 -0.29 0.50 2.38 0.01
15 T 39.50 13 Dec '19 28 40.00 0.134 0.40 126 39.00 0.142 0.89 186 -0.49 1.00 1.96 0.01
16 T 39.50 13 Dec '19 28 40.00 0.134 0.40 126 39.50 0.142 0.60 440 -0.20 0.50 1.67 0.01
17 T 39.50 6 Dec '19 21 39.50 0.135 0.52 119 39.00 0.142 0.81 244 -0.29 0.50 2.38 0.01
18 T 39.50 22 Nov '19 7 40.00 0.120 0.09 7,457 39.50 0.126 0.27 5,571 -0.18 0.50 1.56 0.01
19 T 39.50 27 Dec '19 42 39.00 0.153 1.13 38 38.50 0.158 1.39 10 -0.26 0.50 2.08 0.01
20 T 39.50 27 Dec '19 42 40.00 0.142 0.57 317 39.50 0.148 0.77 116 -0.20 0.50 1.67 0.01
21 T 39.50 27 Dec '19 42 40.50 0.137 0.39 69 40.00 0.142 0.52 317 -0.13 0.50 1.35 0.01
22 T 39.50 27 Dec '19 42 39.50 0.148 0.82 116 39.00 0.153 1.05 38 -0.23 0.50 1.85 0.00
23 T 39.50 17 Jan '20 63 40.00 0.144 0.75 5,624 39.00 0.149 1.23 1,157 -0.48 1.00 1.92 0.00
24 T 39.50 6 Dec '19 21 40.50 0.128 0.15 128 40.00 0.131 0.28 233 -0.13 0.50 1.35 0.00
25 T 39.50 6 Dec '19 21 40.00 0.131 0.30 233 39.50 0.135 0.50 119 -0.20 0.50 1.67 0.00
26 T 39.50 20 Mar '20 126 40.00 0.158 1.32 440 39.00 0.161 1.73 144 -0.41 1.00 1.69 0.00
27 T 39.50 17 Apr '20 154 40.00 0.153 1.47 805 39.00 0.155 1.85 1,908 -0.38 1.00 1.61 0.00
28 T 39.50 29 Nov '19 14 40.50 0.120 0.08 372 40.00 0.122 0.17 546 -0.09 0.50 1.22 0.00
29 T 39.50 21 Feb '20 98 40.00 0.155 1.10 600 39.00 0.157 1.54 183 -0.44 1.00 1.79 0.00
30 T 39.50 6 Dec '19 21 38.50 0.153 1.22 13 38.00 0.154 1.56 64 -0.34 0.50 3.12 0.00
31 T 39.50 29 Nov '19 14 40.00 0.122 0.19 546 39.50 0.123 0.37 864 -0.18 0.50 1.56 0.00
32 T 39.50 13 Dec '19 28 40.50 0.133 0.25 118 40.00 0.134 0.35 126 -0.10 0.50 1.25 0.00
33 T 39.50 13 Dec '19 28 39.50 0.142 0.66 440 39.00 0.142 0.89 186 -0.23 0.50 1.85 0.00
34 T 39.50 19 Jun '20 217 40.00 0.156 1.81 32 39.00 0.156 2.18 127 -0.37 1.00 1.59 -0.00
35 T 39.50 22 Nov '19 7 39.00 0.153 0.67 5,546 38.50 0.107 0.98 251 -0.31 0.50 2.63 -0.05
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