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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 IWM 156.13 16 Aug '19 18 155.50 0.154 1.83 49 155.00 0.157 1.62 1,409 0.21 0.50 2.38 0.00
2 IWM 156.13 23 Aug '19 25 156.50 0.145 2.57 25 156.00 0.147 2.31 131 0.26 0.50 1.92 0.00
3 IWM 156.13 30 Aug '19 32 157.00 0.141 3.09 66 156.50 0.144 2.81 265 0.28 0.50 1.79 0.00
4 IWM 156.13 16 Aug '19 18 156.50 0.149 2.26 350 156.00 0.152 2.02 1,015 0.24 0.50 2.08 0.00
5 IWM 156.13 9 Aug '19 11 155.50 0.163 1.48 273 155.00 0.166 1.26 445 0.22 0.50 2.27 0.00
6 IWM 156.13 30 Aug '19 32 155.50 0.149 2.43 1,026 155.00 0.151 2.22 8 0.21 0.50 2.38 0.00
7 IWM 156.13 9 Aug '19 11 156.50 0.158 1.92 195 156.00 0.161 1.65 1,656 0.27 0.50 1.85 0.00
8 IWM 156.13 30 Aug '19 32 156.00 0.146 2.64 27 155.50 0.149 2.40 1,026 0.24 0.50 2.08 0.00
9 IWM 156.13 6 Sep '19 39 155.50 0.147 2.67 186 155.00 0.149 2.45 220 0.22 0.50 2.27 0.00
10 IWM 156.13 23 Aug '19 25 155.50 0.150 2.14 93 155.00 0.152 1.92 123 0.22 0.50 2.27 0.00
11 IWM 156.13 2 Aug '19 4 155.50 0.204 1.05 1,113 155.00 0.206 0.83 1,699 0.22 0.50 2.27 0.00
12 IWM 156.13 9 Aug '19 11 156.00 0.161 1.69 1,656 155.50 0.163 1.44 273 0.25 0.50 2.00 0.00
13 IWM 156.13 6 Sep '19 39 156.50 0.142 3.09 1 156.00 0.145 2.84 632 0.25 0.50 2.00 0.00
14 IWM 156.13 30 Aug '19 32 156.50 0.144 2.85 265 156.00 0.146 2.59 27 0.26 0.50 1.92 0.00
15 IWM 156.13 2 Aug '19 4 156.00 0.202 1.26 1,772 155.50 0.204 1.02 1,113 0.24 0.50 2.08 0.00
16 IWM 156.13 23 Aug '19 25 156.00 0.147 2.35 131 155.50 0.150 2.11 93 0.24 0.50 2.08 0.00
17 IWM 156.13 6 Sep '19 39 156.00 0.145 2.87 632 155.50 0.147 2.64 186 0.23 0.50 2.17 0.00
18 IWM 156.13 9 Aug '19 11 157.00 0.156 2.18 174 156.50 0.158 1.88 195 0.30 0.50 1.67 0.00
19 IWM 156.13 6 Sep '19 39 157.00 0.140 3.33 80 156.50 0.142 3.05 1 0.28 0.50 1.79 0.00
20 IWM 156.13 16 Aug '19 18 157.00 0.147 2.52 455 156.50 0.149 2.24 350 0.28 0.50 1.79 0.00
21 IWM 156.13 16 Aug '19 18 156.00 0.152 2.04 1,015 155.50 0.154 1.80 49 0.24 0.50 2.08 0.00
22 IWM 156.13 23 Aug '19 25 157.00 0.143 2.81 153 156.50 0.145 2.52 25 0.29 0.50 1.72 0.00
23 IWM 156.13 2 Aug '19 4 156.50 0.200 1.51 3,584 156.00 0.202 1.24 1,772 0.27 0.50 1.85 0.00
24 IWM 156.13 2 Aug '19 4 157.00 0.199 1.80 712 156.50 0.200 1.49 3,584 0.31 0.50 1.61 0.00
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