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Long Put
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 TWTR 41.68 6 Sep '19 9 41.00 0.356 0.63 310 40.50 0.367 0.46 199 0.17 0.50 2.94 0.01
2 TWTR 41.68 13 Sep '19 16 41.00 0.360 0.94 228 40.50 0.368 0.75 136 0.19 0.50 2.63 0.01
3 TWTR 41.68 6 Sep '19 9 42.00 0.340 1.07 370 41.50 0.348 0.81 129 0.26 0.50 1.92 0.01
4 TWTR 41.68 6 Sep '19 9 42.50 0.332 1.36 58 42.00 0.340 1.05 370 0.31 0.50 1.61 0.01
5 TWTR 41.68 13 Sep '19 16 42.00 0.349 1.40 16 41.50 0.357 1.13 14 0.27 0.50 1.85 0.01
6 TWTR 41.68 4 Oct '19 37 41.00 0.370 1.64 21 40.50 0.377 1.40 1 0.24 0.50 2.08 0.01
7 TWTR 41.68 27 Sep '19 30 41.00 0.367 1.44 4 40.50 0.375 1.19 22 0.25 0.50 2.00 0.01
8 TWTR 41.68 6 Sep '19 9 41.50 0.348 0.83 129 41.00 0.356 0.61 310 0.22 0.50 2.27 0.01
9 TWTR 41.68 20 Sep '19 23 42.50 0.353 1.95 81 42.00 0.358 1.65 144 0.30 0.50 1.67 0.01
10 TWTR 41.68 4 Oct '19 37 41.50 0.364 1.86 6 41.00 0.370 1.59 21 0.27 0.50 1.85 0.01
11 TWTR 41.68 20 Sep '19 23 42.00 0.358 1.68 144 41.50 0.364 1.41 185 0.27 0.50 1.85 0.01
12 TWTR 41.68 20 Sep '19 23 41.00 0.369 1.22 65 40.50 0.374 1.01 111 0.21 0.50 2.38 0.01
13 TWTR 41.68 20 Sep '19 23 41.50 0.364 1.44 185 41.00 0.369 1.20 65 0.24 0.50 2.08 0.01
14 TWTR 41.68 27 Sep '19 30 41.50 0.363 1.66 22 41.00 0.367 1.39 4 0.27 0.50 1.85 0.00
15 TWTR 41.68 13 Sep '19 16 42.50 0.345 1.68 0 42.00 0.349 1.37 16 0.31 0.50 1.61 0.00
16 TWTR 41.68 4 Oct '19 37 42.50 0.358 2.37 0 42.00 0.362 2.06 7 0.31 0.50 1.61 0.00
17 TWTR 41.68 13 Sep '19 16 41.50 0.357 1.16 14 41.00 0.360 0.92 228 0.24 0.50 2.08 0.00
18 TWTR 41.68 27 Sep '19 30 42.00 0.360 1.91 9 41.50 0.363 1.61 22 0.30 0.50 1.67 0.00
19 TWTR 41.68 4 Oct '19 37 42.00 0.362 2.10 7 41.50 0.364 1.80 6 0.30 0.50 1.67 0.00
20 TWTR 41.68 27 Sep '19 30 42.50 0.360 2.21 4 42.00 0.360 1.86 9 0.35 0.50 1.43 0.00
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