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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 XOP 21.00 6 Dec '19 15 20.00 0.348 1.22 108 19.50 0.365 1.59 3 -0.37 0.50 3.85 0.02
2 XOP 21.00 13 Dec '19 22 20.00 0.357 1.34 0 19.50 0.370 1.66 0 -0.32 0.50 2.78 0.01
3 XOP 21.00 20 Dec '19 29 20.00 0.350 1.42 2,130 19.50 0.363 1.77 55 -0.35 0.50 3.33 0.01
4 XOP 21.00 27 Dec '19 36 21.50 0.331 0.67 0 20.50 0.341 1.11 0 -0.44 1.00 1.79 0.01
5 XOP 21.00 13 Dec '19 22 20.50 0.348 1.00 7 20.00 0.357 1.31 0 -0.31 0.50 2.63 0.01
6 XOP 21.00 27 Dec '19 36 22.00 0.323 0.50 1 21.50 0.331 0.64 0 -0.14 0.50 1.39 0.01
7 XOP 21.00 13 Dec '19 22 21.50 0.340 0.50 68 20.50 0.348 0.97 7 -0.47 1.00 1.89 0.01
8 XOP 21.00 6 Dec '19 15 21.50 0.335 0.37 3,610 20.50 0.343 0.85 50 -0.48 1.00 1.92 0.01
9 XOP 21.00 20 Dec '19 29 21.50 0.337 0.59 394 20.50 0.345 1.07 172 -0.48 1.00 1.92 0.01
10 XOP 21.00 6 Dec '19 15 21.00 0.336 0.58 558 20.50 0.343 0.85 50 -0.27 0.50 2.17 0.01
11 XOP 21.00 20 Dec '19 29 20.50 0.345 1.09 172 20.00 0.350 1.39 2,130 -0.30 0.50 2.50 0.01
12 XOP 21.00 13 Dec '19 22 21.50 0.340 0.50 68 21.00 0.345 0.70 1 -0.20 0.50 1.67 0.01
13 XOP 21.00 6 Dec '19 15 20.50 0.343 0.87 50 20.00 0.348 1.20 108 -0.33 0.50 2.94 0.01
14 XOP 21.00 27 Dec '19 36 21.00 0.336 0.91 14 20.50 0.341 1.11 0 -0.20 0.50 1.67 0.00
15 XOP 21.00 20 Dec '19 29 22.00 0.332 0.41 3,559 21.50 0.337 0.56 394 -0.15 0.50 1.43 0.00
16 XOP 21.00 27 Dec '19 36 21.50 0.331 0.67 0 21.00 0.336 0.86 14 -0.19 0.50 1.61 0.00
17 XOP 21.00 20 Dec '19 29 21.00 0.341 0.82 12,961 20.50 0.345 1.07 172 -0.25 0.50 2.00 0.00
18 XOP 21.00 20 Dec '19 29 21.50 0.337 0.59 394 21.00 0.341 0.79 12,961 -0.20 0.50 1.67 0.00
19 XOP 21.00 27 Dec '19 36 20.50 0.341 1.21 0 20.00 0.345 1.43 6 -0.22 0.50 1.79 0.00
20 XOP 21.00 27 Dec '19 36 20.00 0.345 1.52 6 19.50 0.348 1.79 0 -0.27 0.50 2.17 0.00
21 XOP 21.00 6 Dec '19 15 22.00 0.332 0.22 31 21.50 0.335 0.35 3,610 -0.13 0.50 1.35 0.00
22 XOP 21.00 13 Dec '19 22 21.00 0.345 0.72 1 20.50 0.348 0.97 7 -0.25 0.50 2.00 0.00
23 XOP 21.00 13 Dec '19 22 22.00 0.338 0.33 2 21.50 0.340 0.47 68 -0.14 0.50 1.39 0.00
24 XOP 21.00 6 Dec '19 15 21.50 0.335 0.37 3,610 21.00 0.336 0.56 558 -0.19 0.50 1.61 0.00
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