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LEG VOLUME
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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 VLO 183.39 12 Apr '24 7 180.00 0.316 5.40 119 177.50 0.348 6.60 48 -1.20 2.50 1.92 0.03
2 VLO 183.39 19 Apr '24 14 180.00 0.317 6.45 149 177.50 0.329 7.95 33 -1.50 2.50 2.50 0.01
3 VLO 183.39 26 Apr '24 21 185.00 0.341 5.45 37 182.50 0.350 6.15 23 -0.70 2.50 1.39 0.01
4 VLO 183.39 12 Apr '24 7 182.50 0.308 3.65 299 180.00 0.316 5.00 119 -1.35 2.50 2.17 0.01
5 VLO 183.39 26 Apr '24 21 187.50 0.335 4.25 27 185.00 0.341 5.00 37 -0.75 2.50 1.43 0.01
6 VLO 183.39 10 May '24 35 180.00 0.340 9.65 7 177.50 0.347 10.85 0 -1.20 2.50 1.92 0.01
7 VLO 183.39 3 May '24 28 185.00 0.339 6.30 53 182.50 0.345 7.15 52 -0.85 2.50 1.52 0.01
8 VLO 183.39 19 Apr '24 14 185.00 0.308 3.75 621 182.50 0.313 4.80 156 -1.05 2.50 1.72 0.01
9 VLO 183.39 10 May '24 35 185.00 0.336 7.05 1 182.50 0.341 8.00 10 -0.95 2.50 1.61 0.01
10 VLO 183.39 19 Apr '24 14 182.50 0.313 5.00 156 180.00 0.317 6.30 149 -1.30 2.50 2.08 0.00
11 VLO 183.39 12 Apr '24 7 187.50 0.306 1.55 129 185.00 0.308 2.33 498 -0.78 2.50 1.45 0.00
12 VLO 183.39 3 May '24 28 182.50 0.345 7.55 52 180.00 0.346 8.60 6 -1.05 2.50 1.72 0.00
13 VLO 183.39 3 May '24 28 180.00 0.346 8.90 6 177.50 0.346 10.05 1 -1.15 2.50 1.85 0.00
14 VLO 183.39 10 May '24 35 187.50 0.336 6.00 2 185.00 0.336 6.75 1 -0.75 2.50 1.43 -0.00
15 VLO 183.39 19 Apr '24 14 187.50 0.308 2.73 377 185.00 0.308 3.60 621 -0.87 2.50 1.53 -0.00
16 VLO 183.39 10 May '24 35 182.50 0.341 8.40 10 180.00 0.340 9.35 7 -0.95 2.50 1.61 -0.00
17 VLO 183.39 12 Apr '24 7 185.00 0.308 2.43 498 182.50 0.308 3.50 299 -1.07 2.50 1.75 -0.00
18 VLO 183.39 3 May '24 28 187.50 0.341 5.25 9 185.00 0.339 6.00 53 -0.75 2.50 1.43 -0.00
19 VLO 183.39 26 Apr '24 21 182.50 0.350 6.75 23 180.00 0.337 7.55 13 -0.80 2.50 1.47 -0.01
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