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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 OMC 54.45 17 Jul '20 36 52.50 0.529 2.80 19 50.00 0.568 1.75 9 1.05 2.50 2.38 0.04
2 OMC 54.45 17 Jul '20 36 50.00 0.568 2.05 9 47.50 0.603 1.20 11 0.85 2.50 2.94 0.04
3 OMC 54.45 17 Jul '20 36 55.00 0.499 3.90 0 52.50 0.529 2.55 19 1.35 2.50 1.85 0.03
4 OMC 54.45 15 Jan '21 218 55.00 0.442 8.10 0 52.50 0.466 6.40 5 1.70 2.50 1.47 0.02
5 OMC 54.45 16 Oct '20 127 55.00 0.454 6.40 0 52.50 0.477 4.60 0 1.80 2.50 1.39 0.02
6 OMC 54.45 19 Jun '20 8 55.00 0.537 2.20 3 52.50 0.556 0.90 206 1.30 2.50 1.92 0.02
7 OMC 54.45 16 Oct '20 127 50.00 0.483 4.30 0 47.50 0.498 2.80 2 1.50 2.50 1.67 0.01
8 OMC 54.45 17 Jul '20 36 57.50 0.487 5.40 0 55.00 0.499 3.50 0 1.90 2.50 1.32 0.01
9 OMC 54.45 16 Oct '20 127 57.50 0.442 7.80 0 55.00 0.454 5.80 0 2.00 2.50 1.25 0.01
10 OMC 54.45 16 Oct '20 127 52.50 0.477 5.50 0 50.00 0.483 3.60 0 1.90 2.50 1.32 0.01
11 OMC 54.45 15 Jan '21 218 57.50 0.439 9.40 3 55.00 0.442 7.30 0 2.10 2.50 1.19 0.00
12 OMC 54.45 19 Jun '20 8 57.50 0.537 4.00 8 55.00 0.537 1.85 3 2.15 2.50 1.16 0.00
13 OMC 54.45 15 Jan '21 218 50.00 0.496 6.50 6 47.50 0.486 4.40 6 2.10 2.50 1.19 -0.01
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