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# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 BABA 220.22 7 Feb '20 2 220.00 0.394 2.52 4,699 217.50 0.412 1.45 3,276 1.07 2.50 2.34 0.02
2 BABA 220.22 7 Feb '20 2 217.50 0.412 1.53 3,276 215.00 0.424 0.85 4,914 0.68 2.50 3.68 0.01
3 BABA 220.22 7 Feb '20 2 225.00 0.384 5.70 936 222.50 0.390 3.75 1,199 1.95 2.50 1.28 0.01
4 BABA 220.22 13 Mar '20 37 220.00 0.324 9.05 38 217.50 0.330 7.65 1 1.40 2.50 1.79 0.01
5 BABA 220.22 13 Mar '20 37 225.00 0.318 11.95 3 222.50 0.323 10.15 50 1.80 2.50 1.39 0.01
6 BABA 220.22 14 Feb '20 9 225.00 0.426 8.70 621 222.50 0.431 7.05 251 1.65 2.50 1.52 0.01
7 BABA 220.22 28 Feb '20 23 220.00 0.349 7.65 161 217.50 0.353 6.35 45 1.30 2.50 1.92 0.00
8 BABA 220.22 7 Feb '20 2 222.50 0.390 3.95 1,199 220.00 0.394 2.38 4,699 1.57 2.50 1.59 0.00
9 BABA 220.22 14 Feb '20 9 217.50 0.429 4.70 320 215.00 0.433 3.60 1,949 1.10 2.50 2.27 0.00
10 BABA 220.22 6 Mar '20 30 220.00 0.338 8.45 84 217.50 0.341 7.15 125 1.30 2.50 1.92 0.00
11 BABA 220.22 21 Feb '20 16 222.50 0.369 8.10 213 220.00 0.372 6.65 702 1.45 2.50 1.72 0.00
12 BABA 220.22 6 Mar '20 30 217.50 0.341 7.30 125 215.00 0.343 6.10 96 1.20 2.50 2.08 0.00
13 BABA 220.22 21 Feb '20 16 225.00 0.367 9.55 322 222.50 0.369 7.95 213 1.60 2.50 1.56 0.00
14 BABA 220.22 28 Feb '20 23 222.50 0.347 8.95 57 220.00 0.349 7.50 161 1.45 2.50 1.72 0.00
15 BABA 220.22 21 Feb '20 16 217.50 0.374 5.60 321 215.00 0.375 4.45 1,347 1.15 2.50 2.17 0.00
16 BABA 220.22 13 Mar '20 37 217.50 0.330 8.05 1 215.00 0.332 6.60 11 1.45 2.50 1.72 0.00
17 BABA 220.22 6 Mar '20 30 222.50 0.336 9.75 73 220.00 0.338 8.30 84 1.45 2.50 1.72 0.00
18 BABA 220.22 21 Feb '20 16 220.00 0.372 6.80 702 217.50 0.374 5.50 321 1.30 2.50 1.92 0.00
19 BABA 220.22 28 Feb '20 23 225.00 0.346 10.40 42 222.50 0.347 8.80 57 1.60 2.50 1.56 0.00
20 BABA 220.22 13 Mar '20 37 222.50 0.323 10.35 50 220.00 0.324 8.80 38 1.55 2.50 1.61 0.00
21 BABA 220.22 28 Feb '20 23 217.50 0.353 6.50 45 215.00 0.354 5.30 73 1.20 2.50 2.08 0.00
22 BABA 220.22 14 Feb '20 9 220.00 0.429 5.85 864 217.50 0.429 4.55 320 1.30 2.50 1.92 0.00
23 BABA 220.22 6 Mar '20 30 225.00 0.336 11.45 41 222.50 0.336 9.60 73 1.85 2.50 1.35 -0.00
24 BABA 220.22 14 Feb '20 9 222.50 0.431 7.20 251 220.00 0.429 5.75 864 1.45 2.50 1.72 -0.00
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