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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 CSCO 47.47 7 Feb '20 11 46.50 0.247 0.42 3,396 46.00 0.257 0.29 18 0.13 0.50 3.85 0.01
2 CSCO 47.47 7 Feb '20 11 47.00 0.239 0.58 297 46.50 0.247 0.40 3,396 0.18 0.50 2.78 0.01
3 CSCO 47.47 28 Feb '20 32 47.50 0.271 1.57 18 47.00 0.278 1.31 248 0.26 0.50 1.92 0.01
4 CSCO 47.47 7 Feb '20 11 47.50 0.233 0.79 1,421 47.00 0.239 0.56 297 0.23 0.50 2.17 0.01
5 CSCO 47.47 14 Feb '20 18 47.50 0.320 1.37 416 47.00 0.326 1.13 87 0.24 0.50 2.08 0.01
6 CSCO 47.47 28 Feb '20 32 48.00 0.265 1.83 2 47.50 0.271 1.52 18 0.31 0.50 1.61 0.01
7 CSCO 47.47 7 Feb '20 11 48.00 0.227 1.06 18 47.50 0.233 0.77 1,421 0.29 0.50 1.72 0.01
8 CSCO 47.47 14 Feb '20 18 46.50 0.328 0.94 42 46.00 0.333 0.76 139 0.18 0.50 2.78 0.00
9 CSCO 47.47 21 Feb '20 25 46.50 0.303 1.06 105 46.00 0.307 0.87 265 0.19 0.50 2.63 0.00
10 CSCO 47.47 21 Feb '20 25 47.00 0.299 1.26 289 46.50 0.303 1.04 105 0.22 0.50 2.27 0.00
11 CSCO 47.47 28 Feb '20 32 47.00 0.278 1.34 248 46.50 0.282 1.11 20 0.23 0.50 2.17 0.00
12 CSCO 47.47 6 Mar '20 39 48.00 0.264 1.93 1 47.50 0.267 1.65 35 0.28 0.50 1.79 0.00
13 CSCO 47.47 28 Feb '20 32 46.50 0.282 1.14 20 46.00 0.285 0.93 19 0.21 0.50 2.38 0.00
14 CSCO 47.47 21 Feb '20 25 47.50 0.296 1.49 680 47.00 0.299 1.24 289 0.25 0.50 2.00 0.00
15 CSCO 47.47 6 Mar '20 39 46.50 0.273 1.25 0 46.00 0.276 1.03 1 0.22 0.50 2.27 0.00
16 CSCO 47.47 21 Feb '20 25 48.00 0.293 1.75 219 47.50 0.296 1.47 680 0.28 0.50 1.79 0.00
17 CSCO 47.47 14 Feb '20 18 47.00 0.326 1.15 87 46.50 0.328 0.93 42 0.22 0.50 2.27 0.00
18 CSCO 47.47 14 Feb '20 18 48.00 0.318 1.64 40 47.50 0.320 1.35 416 0.29 0.50 1.72 0.00
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