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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 VTI 259.70 19 Apr '24 18 250.00 0.176 11.40 17 245.00 0.225 13.70 1 -2.30 5.00 1.85 0.05
2 VTI 259.70 17 May '24 46 255.00 0.151 10.60 8 250.00 0.200 10.90 0 -0.30 5.00 1.06 0.05
3 VTI 259.70 19 Apr '24 18 255.00 0.135 6.20 8 250.00 0.176 9.70 17 -3.50 5.00 3.33 0.04
4 VTI 259.70 21 Jun '24 81 250.00 0.180 15.40 1 245.00 0.201 17.70 32 -2.30 5.00 1.85 0.02
5 VTI 259.70 21 Jun '24 81 260.00 0.149 7.70 0 255.00 0.169 10.60 38 -2.90 5.00 2.38 0.02
6 VTI 259.70 19 Apr '24 18 260.00 0.116 2.65 87 255.00 0.135 5.80 8 -3.15 5.00 2.70 0.02
7 VTI 259.70 17 May '24 46 260.00 0.133 5.20 61 255.00 0.151 7.80 8 -2.60 5.00 2.08 0.02
8 VTI 259.70 21 Jun '24 81 265.00 0.135 4.80 5 260.00 0.149 7.20 0 -2.40 5.00 1.92 0.01
9 VTI 259.70 20 Sep '24 172 250.00 0.178 20.00 3 245.00 0.190 23.10 0 -3.10 5.00 2.63 0.01
10 VTI 259.70 19 Apr '24 18 265.00 0.104 0.75 101 260.00 0.116 2.45 87 -1.70 5.00 1.52 0.01
11 VTI 259.70 20 Sep '24 172 255.00 0.166 16.10 6 250.00 0.178 19.20 3 -3.10 5.00 2.63 0.01
12 VTI 259.70 20 Sep '24 172 260.00 0.154 12.70 13 255.00 0.166 15.60 6 -2.90 5.00 2.38 0.01
13 VTI 259.70 17 May '24 46 265.00 0.122 2.55 20 260.00 0.133 4.80 61 -2.25 5.00 1.82 0.01
14 VTI 259.70 21 Jun '24 81 255.00 0.169 11.30 38 250.00 0.180 14.30 1 -3.00 5.00 2.50 0.01
15 VTI 259.70 17 Jan '25 291 260.00 0.144 18.20 4 255.00 0.151 20.80 1 -2.60 5.00 2.08 0.01
16 VTI 259.70 20 Sep '24 172 265.00 0.148 9.70 0 260.00 0.154 12.30 13 -2.60 5.00 2.08 0.01
17 VTI 259.70 17 Jan '25 291 265.00 0.138 15.20 2 260.00 0.144 16.00 4 -0.80 5.00 1.19 0.01
18 VTI 259.70 17 Jan '25 291 250.00 0.153 24.90 2 245.00 0.159 27.90 2 -3.00 5.00 2.50 0.01
19 VTI 259.70 17 Jan '25 291 255.00 0.151 21.50 1 250.00 0.153 24.30 2 -2.80 5.00 2.27 0.00
20 VTI 259.70 17 May '24 46 250.00 0.200 14.40 0 245.00 0.200 15.40 0 -1.00 5.00 1.25 0.00
21 VTI 259.70 16 Jan '26 655 250.00 0.117 38.40 0 245.00 0.117 39.90 0 -1.50 5.00 1.43  0
22 VTI 259.70 16 Jan '26 655 260.00 0.117 31.60 2 255.00 0.117 33.30 0 -1.70 5.00 1.52  0
23 VTI 259.70 16 Jan '26 655 255.00 0.117 34.70 0 250.00 0.117 36.30 0 -1.60 5.00 1.47  0
24 VTI 259.70 16 Jan '26 655 265.00 0.117 28.60 0 260.00 0.117 30.70 2 -2.10 5.00 1.72  0
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