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Long Put
LEG VOLUME
STRIKE RANGE
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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 RGNX 48.72 16 Aug '19 51 55.00 0.599 10.30 0 50.00 0.743 5.70 10 4.60 5.00 1.09 0.14
2 RGNX 48.72 17 Jan '20 205 45.00 0.740 8.90 0 40.00 0.786 4.90 0 4.00 5.00 1.25 0.05
3 RGNX 48.72 18 Oct '19 114 50.00 0.705 9.30 0 45.00 0.750 4.80 1 4.50 5.00 1.11 0.04
4 RGNX 48.72 16 Aug '19 51 50.00 0.743 6.50 10 45.00 0.763 3.30 0 3.20 5.00 1.56 0.02
5 RGNX 48.72 19 Jul '19 23 50.00 0.725 4.60 0 45.00 0.736 1.55 6 3.05 5.00 1.64 0.01
6 RGNX 48.72 17 Jan '20 205 55.00 0.730 14.90 0 50.00 0.740 10.60 0 4.30 5.00 1.16 0.01
7 RGNX 48.72 17 Jan '20 205 50.00 0.740 11.80 0 45.00 0.740 7.70 0 4.10 5.00 1.22 0.00
8 RGNX 48.72 17 Jan '20 205 40.00 0.786 6.40 0 35.00 0.779 3.60 10 2.80 5.00 1.79 -0.01
9 RGNX 48.72 19 Jul '19 23 45.00 0.736 2.00 6 40.00 0.718 0.05 16 1.95 5.00 2.56 -0.02
10 RGNX 48.72 18 Oct '19 114 55.00 0.730 12.60 0 50.00 0.705 7.30 0 5.30 5.00 0.94 -0.02
11 RGNX 48.72 16 Aug '19 51 45.00 0.763 4.00 0 40.00 0.722 1.55 2 2.45 5.00 2.04 -0.04
12 RGNX 48.72 19 Jul '19 23 55.00 0.866 8.50 1 50.00 0.725 3.90 0 4.60 5.00 1.09 -0.14
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