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Long Put
LEG VOLUME
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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 IRBT 61.91 15 Jan '21 253 95.00 0.568 37.80 8 92.50 0.580 33.70 0 4.10 2.50 0.61 0.01
2 IRBT 61.91 15 Jan '21 253 82.50 0.582 27.20 0 80.00 0.594 24.10 0 3.10 2.50 0.81 0.01
3 IRBT 61.91 15 Jan '21 253 85.00 0.574 29.10 0 82.50 0.582 25.60 0 3.50 2.50 0.71 0.01
4 IRBT 61.91 15 Jan '21 253 90.00 0.576 33.40 0 87.50 0.581 29.70 0 3.70 2.50 0.68 0.01
5 IRBT 61.91 15 Jan '21 253 110.00 0.584 51.10 0 105.00 0.586 44.70 0 6.40 5.00 0.78 0.00
6 IRBT 61.91 15 Jan '21 253 130.00 0.616 70.60 0 125.00 0.617 63.90 0 6.70 5.00 0.75 0.00
7 IRBT 61.91 15 Jan '21 253 105.00 0.586 46.90 0 100.00 0.582 40.50 0 6.40 5.00 0.78 -0.00
8 IRBT 61.91 15 Jan '21 253 92.50 0.580 35.60 0 90.00 0.576 31.50 0 4.10 2.50 0.61 -0.00
9 IRBT 61.91 15 Jan '21 253 100.00 0.582 42.00 0 97.50 0.577 38.10 0 3.90 2.50 0.64 -0.01
10 IRBT 61.91 15 Jan '21 253 87.50 0.581 31.20 0 85.00 0.574 27.40 0 3.80 2.50 0.66 -0.01
11 IRBT 61.91 15 Jan '21 253 97.50 0.577 39.80 0 95.00 0.568 35.80 8 4.00 2.50 0.62 -0.01
12 IRBT 61.91 15 Jan '21 253 135.00 0.628 75.50 0 130.00 0.616 68.50 0 7.00 5.00 0.71 -0.01
13 IRBT 61.91 15 Jan '21 253 145.00 0.693 86.10 0 140.00 0.673 78.10 0 8.00 5.00 0.62 -0.02
14 IRBT 61.91 15 Jan '21 253 115.00 0.608 56.00 0 110.00 0.584 49.60 0 6.40 5.00 0.78 -0.02
15 IRBT 61.91 15 Jan '21 253 140.00 0.673 81.30 0 135.00 0.628 73.40 0 7.90 5.00 0.63 -0.05
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