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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 SNAP 17.89 2 Aug '19 7 17.00 0.484 0.16 9,629 16.50 0.508 0.07 1,397 0.09 0.50 5.56 0.02
2 SNAP 17.89 9 Aug '19 14 17.00 0.473 0.30 3,031 16.50 0.486 0.17 333 0.13 0.50 3.85 0.01
3 SNAP 17.89 23 Aug '19 28 17.00 0.454 0.51 70 16.50 0.465 0.34 286 0.17 0.50 2.94 0.01
4 SNAP 17.89 2 Aug '19 7 17.50 0.475 0.30 2,666 17.00 0.484 0.14 9,629 0.16 0.50 3.12 0.01
5 SNAP 17.89 30 Aug '19 35 17.50 0.444 0.80 133 17.00 0.452 0.57 330 0.23 0.50 2.17 0.01
6 SNAP 17.89 16 Aug '19 21 17.50 0.449 0.59 904 17.00 0.455 0.39 8,575 0.20 0.50 2.50 0.01
7 SNAP 17.89 6 Sep '19 42 18.00 0.434 1.12 105 17.50 0.439 0.85 47 0.27 0.50 1.85 0.01
8 SNAP 17.89 2 Aug '19 7 18.50 0.472 0.86 1,538 18.00 0.477 0.51 4,634 0.35 0.50 1.43 0.01
9 SNAP 17.89 9 Aug '19 14 17.50 0.468 0.48 213 17.00 0.473 0.29 3,031 0.19 0.50 2.63 0.01
10 SNAP 17.89 30 Aug '19 35 18.00 0.438 1.04 124 17.50 0.444 0.77 133 0.27 0.50 1.85 0.01
11 SNAP 17.89 23 Aug '19 28 18.00 0.447 0.96 503 17.50 0.452 0.68 223 0.28 0.50 1.79 0.00
12 SNAP 17.89 6 Sep '19 42 17.50 0.439 0.88 47 17.00 0.444 0.65 239 0.23 0.50 2.17 0.00
13 SNAP 17.89 16 Aug '19 21 17.00 0.455 0.40 8,575 16.50 0.460 0.25 1,414 0.15 0.50 3.33 0.00
14 SNAP 17.89 6 Sep '19 42 17.00 0.444 0.68 239 16.50 0.449 0.47 1 0.21 0.50 2.38 0.00
15 SNAP 17.89 16 Aug '19 21 18.50 0.447 1.13 487 18.00 0.451 0.82 1,402 0.31 0.50 1.61 0.00
16 SNAP 17.89 23 Aug '19 28 17.50 0.452 0.71 223 17.00 0.454 0.49 70 0.22 0.50 2.27 0.00
17 SNAP 17.89 6 Sep '19 42 18.50 0.431 1.41 40 18.00 0.434 1.09 105 0.32 0.50 1.56 0.00
18 SNAP 17.89 23 Aug '19 28 18.50 0.445 1.25 20 18.00 0.447 0.92 503 0.33 0.50 1.52 0.00
19 SNAP 17.89 9 Aug '19 14 18.00 0.467 0.72 290 17.50 0.468 0.46 213 0.26 0.50 1.92 0.00
20 SNAP 17.89 9 Aug '19 14 18.50 0.465 1.02 53 18.00 0.467 0.70 290 0.32 0.50 1.56 0.00
21 SNAP 17.89 30 Aug '19 35 18.50 0.438 1.33 39 18.00 0.438 1.01 124 0.32 0.50 1.56 0.00
22 SNAP 17.89 2 Aug '19 7 18.00 0.477 0.54 4,634 17.50 0.475 0.29 2,666 0.25 0.50 2.00 -0.00
23 SNAP 17.89 16 Aug '19 21 18.00 0.451 0.84 1,402 17.50 0.449 0.57 904 0.27 0.50 1.85 -0.00
24 SNAP 17.89 30 Aug '19 35 17.00 0.452 0.60 330 16.50 0.447 0.40 3,145 0.20 0.50 2.50 -0.00
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