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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 ISRG 399.09 12 Apr '24 15 400.00 0.212 11.40 25 397.50 0.232 5.90 3 5.50 2.50 0.45 0.02
2 ISRG 399.09 5 Apr '24 8 400.00 0.185 5.30 481 397.50 0.198 3.70 135 1.60 2.50 1.56 0.01
3 ISRG 399.09 19 Apr '24 22 400.00 0.343 14.20 13 397.50 0.347 12.30 6 1.90 2.50 1.32 0.00
4 ISRG 399.09 5 Apr '24 8 395.00 0.196 3.10 73 392.50 0.199 1.90 81 1.20 2.50 2.08 0.00
5 ISRG 399.09 19 Apr '24 22 397.50 0.347 13.00 6 395.00 0.349 11.30 7 1.70 2.50 1.47 0.00
6 ISRG 399.09 19 Apr '24 22 402.50 0.341 15.50 1 400.00 0.343 13.50 13 2.00 2.50 1.25 0.00
7 ISRG 399.09 19 Apr '24 22 395.00 0.349 11.80 7 392.50 0.350 10.30 5 1.50 2.50 1.67 0.00
8 ISRG 399.09 5 Apr '24 8 397.50 0.198 4.10 135 395.00 0.196 2.70 73 1.40 2.50 1.79 -0.00
9 ISRG 399.09 5 Apr '24 8 402.50 0.190 6.60 389 400.00 0.185 4.70 481 1.90 2.50 1.32 -0.00
10 ISRG 399.09 12 Apr '24 15 397.50 0.232 6.80 3 395.00 0.217 4.80 24 2.00 2.50 1.25 -0.02
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