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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 SPY 357.78 4 Sep '20 2 356.00 0.196 1.31 59,187 355.00 0.203 1.02 82,382 0.29 1.00 3.45 0.01
2 SPY 357.78 4 Sep '20 2 357.00 0.191 1.66 31,467 356.00 0.196 1.29 59,187 0.37 1.00 2.70 0.01
3 SPY 357.78 4 Sep '20 2 358.00 0.186 2.09 12,826 357.00 0.191 1.63 31,467 0.46 1.00 2.17 0.00
4 SPY 357.78 9 Sep '20 7 356.00 0.160 2.35 1,491 355.00 0.164 2.00 7,784 0.35 1.00 2.86 0.00
5 SPY 357.78 8 Sep '20 6 356.00 0.151 1.96 6,224 355.00 0.154 1.63 10,823 0.33 1.00 3.03 0.00
6 SPY 357.78 14 Sep '20 12 356.00 0.167 3.49 2,057 355.00 0.170 3.10 1,895 0.39 1.00 2.56 0.00
7 SPY 357.78 11 Sep '20 9 357.00 0.170 3.44 3,400 356.00 0.173 3.03 5,562 0.41 1.00 2.44 0.00
8 SPY 357.78 4 Sep '20 2 359.00 0.183 2.62 5,150 358.00 0.186 2.07 12,826 0.55 1.00 1.82 0.00
9 SPY 357.78 8 Sep '20 6 358.00 0.144 2.76 1,851 357.00 0.147 2.31 5,121 0.45 1.00 2.22 0.00
10 SPY 357.78 8 Sep '20 6 357.00 0.147 2.33 5,121 356.00 0.151 1.94 6,224 0.39 1.00 2.56 0.00
11 SPY 357.78 16 Sep '20 14 356.00 0.183 4.28 354 355.00 0.186 3.89 1,035 0.39 1.00 2.56 0.00
12 SPY 357.78 11 Sep '20 9 356.00 0.173 3.06 5,562 355.00 0.176 2.69 13,603 0.37 1.00 2.70 0.00
13 SPY 357.78 9 Sep '20 7 357.00 0.156 2.73 1,888 356.00 0.160 2.32 1,491 0.41 1.00 2.44 0.00
14 SPY 357.78 9 Sep '20 7 358.00 0.153 3.16 612 357.00 0.156 2.70 1,888 0.46 1.00 2.17 0.00
15 SPY 357.78 16 Sep '20 14 357.00 0.180 4.67 400 356.00 0.183 4.24 354 0.43 1.00 2.33 0.00
16 SPY 357.78 14 Sep '20 12 358.00 0.161 4.30 186 357.00 0.164 3.83 170 0.47 1.00 2.13 0.00
17 SPY 357.78 14 Sep '20 12 357.00 0.164 3.88 170 356.00 0.167 3.45 2,057 0.43 1.00 2.33 0.00
18 SPY 357.78 11 Sep '20 9 358.00 0.167 3.87 3,422 357.00 0.170 3.41 3,400 0.46 1.00 2.17 0.00
19 SPY 357.78 16 Sep '20 14 358.00 0.177 5.09 198 357.00 0.180 4.62 400 0.47 1.00 2.13 0.00
20 SPY 357.78 31 Dec '20 120 357.00 0.268 21.62 2 356.00 0.271 20.97 125 0.65 1.00 1.54 0.00
21 SPY 357.78 16 Sep '20 14 359.00 0.175 5.55 173 358.00 0.177 5.04 198 0.51 1.00 1.96 0.00
22 SPY 357.78 11 Sep '20 9 359.00 0.164 4.35 861 358.00 0.167 3.84 3,422 0.51 1.00 1.96 0.00
23 SPY 357.78 9 Sep '20 7 359.00 0.151 3.66 438 358.00 0.153 3.13 612 0.53 1.00 1.89 0.00
24 SPY 357.78 8 Sep '20 6 359.00 0.142 3.26 1,718 358.00 0.144 2.73 1,851 0.53 1.00 1.89 0.00
25 SPY 357.78 16 Oct '20 44 356.00 0.219 10.01 1,243 355.00 0.221 9.56 3,396 0.45 1.00 2.22 0.00
26 SPY 357.78 14 Sep '20 12 359.00 0.159 4.78 88 358.00 0.161 4.25 186 0.53 1.00 1.89 0.00
27 SPY 357.78 15 Jan '21 135 357.00 0.266 22.71 24 356.00 0.268 22.20 85 0.51 1.00 1.96 0.00
28 SPY 357.78 18 Sep '20 16 356.00 0.210 5.42 2,378 355.00 0.212 4.99 9,283 0.43 1.00 2.33 0.00
29 SPY 357.78 2 Oct '20 30 356.00 0.217 8.03 142 355.00 0.219 7.58 675 0.45 1.00 2.22 0.00
30 SPY 357.78 2 Oct '20 30 357.00 0.215 8.44 446 356.00 0.217 7.98 142 0.46 1.00 2.17 0.00
31 SPY 357.78 25 Sep '20 23 356.00 0.212 6.74 324 355.00 0.214 6.29 707 0.45 1.00 2.22 0.00
32 SPY 357.78 20 Nov '20 79 357.00 0.258 16.72 297 356.00 0.259 16.25 466 0.47 1.00 2.13 0.00
33 SPY 357.78 30 Sep '20 28 356.00 0.213 7.59 214 355.00 0.215 7.12 557 0.47 1.00 2.13 0.00
34 SPY 357.78 20 Nov '20 79 358.00 0.256 17.12 416 357.00 0.258 16.64 297 0.48 1.00 2.08 0.00
35 SPY 357.78 30 Sep '20 28 357.00 0.212 8.01 65 356.00 0.213 7.51 214 0.50 1.00 2.00 0.00
36 SPY 357.78 21 Sep '20 19 356.00 0.203 5.78 68 355.00 0.205 5.33 129 0.45 1.00 2.22 0.00
37 SPY 357.78 18 Dec '20 107 357.00 0.271 20.59 190 356.00 0.273 20.10 736 0.49 1.00 2.04 0.00
38 SPY 357.78 21 Sep '20 19 358.00 0.201 6.72 2 357.00 0.202 6.15 8 0.57 1.00 1.75 0.00
39 SPY 357.78 15 Jan '21 135 356.00 0.268 22.32 85 355.00 0.269 21.82 273 0.50 1.00 2.00 0.00
40 SPY 357.78 15 Jan '21 135 359.00 0.263 23.54 55 358.00 0.265 23.00 36 0.54 1.00 1.85 0.00
41 SPY 357.78 25 Sep '20 23 357.00 0.210 7.18 42 356.00 0.212 6.69 324 0.49 1.00 2.04 0.00
42 SPY 357.78 9 Oct '20 37 356.00 0.218 9.06 23 355.00 0.220 8.59 272 0.47 1.00 2.13 0.00
43 SPY 357.78 20 Nov '20 79 356.00 0.259 16.32 466 355.00 0.261 15.86 25,098 0.46 1.00 2.17 0.00
44 SPY 357.78 18 Dec '20 107 356.00 0.273 20.19 736 355.00 0.275 19.70 1,549 0.49 1.00 2.04 0.00
45 SPY 357.78 16 Oct '20 44 357.00 0.218 10.42 1,426 356.00 0.219 9.96 1,243 0.46 1.00 2.17 0.00
46 SPY 357.78 20 Nov '20 79 359.00 0.254 17.57 186 358.00 0.256 17.05 416 0.52 1.00 1.92 0.00
47 SPY 357.78 30 Sep '20 28 358.00 0.210 8.46 40 357.00 0.212 7.93 65 0.53 1.00 1.89 0.00
48 SPY 357.78 16 Oct '20 44 359.00 0.215 11.35 562 358.00 0.217 10.80 546 0.55 1.00 1.82 0.00
49 SPY 357.78 18 Dec '20 107 359.00 0.269 21.43 121 358.00 0.270 20.91 333 0.52 1.00 1.92 0.00
50 SPY 357.78 18 Dec '20 107 358.00 0.270 21.00 333 357.00 0.271 20.48 190 0.52 1.00 1.92 0.00
51 SPY 357.78 25 Sep '20 23 358.00 0.209 7.64 211 357.00 0.210 7.11 42 0.53 1.00 1.89 0.00
52 SPY 357.78 18 Sep '20 16 357.00 0.208 5.86 2,080 356.00 0.210 5.38 2,378 0.48 1.00 2.08 0.00
53 SPY 357.78 2 Oct '20 30 359.00 0.213 9.40 75 358.00 0.214 8.84 197 0.56 1.00 1.79 0.00
54 SPY 357.78 30 Sep '20 28 359.00 0.209 8.94 1 358.00 0.210 8.38 40 0.56 1.00 1.79 0.00
55 SPY 357.78 18 Sep '20 16 359.00 0.207 6.84 647 358.00 0.208 6.28 710 0.56 1.00 1.79 0.00
56 SPY 357.78 16 Oct '20 44 358.00 0.217 10.89 546 357.00 0.218 10.37 1,426 0.52 1.00 1.92 0.00
57 SPY 357.78 25 Sep '20 23 359.00 0.208 8.13 30 358.00 0.209 7.56 211 0.57 1.00 1.75 0.00
58 SPY 357.78 21 Sep '20 19 359.00 0.200 7.19 1 358.00 0.201 6.58 2 0.61 1.00 1.64 0.00
59 SPY 357.78 2 Oct '20 30 358.00 0.214 8.93 197 357.00 0.215 8.40 446 0.53 1.00 1.89 0.00
60 SPY 357.78 21 Sep '20 19 357.00 0.202 6.25 8 356.00 0.203 5.73 68 0.52 1.00 1.92 0.00
61 SPY 357.78 31 Dec '20 120 358.00 0.267 22.03 36 357.00 0.268 21.37 2 0.66 1.00 1.52 0.00
62 SPY 357.78 15 Jan '21 135 358.00 0.265 23.13 36 357.00 0.266 22.60 24 0.53 1.00 1.89 0.00
63 SPY 357.78 18 Sep '20 16 358.00 0.208 6.33 710 357.00 0.208 5.81 2,080 0.52 1.00 1.92 0.00
64 SPY 357.78 31 Dec '20 120 356.00 0.271 21.21 125 355.00 0.271 20.58 146 0.63 1.00 1.59 -0.00
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