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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 VXXB 25.29 17 May '19 21 24.50 0.484 0.84 547 24.00 0.475 0.55 10,291 0.29 0.50 1.72 -0.01
2 VXXB 25.29 7 Jun '19 42 24.50 0.508 1.40 2,125 24.00 0.498 1.06 24 0.34 0.50 1.47 -0.01
3 VXXB 25.29 7 Jun '19 42 25.50 0.538 2.01 34 25.00 0.528 1.61 12 0.40 0.50 1.25 -0.01
4 VXXB 25.29 24 May '19 28 25.00 0.512 1.33 14 24.50 0.501 0.98 1 0.35 0.50 1.43 -0.01
5 VXXB 25.29 17 May '19 21 25.50 0.528 1.42 846 25.00 0.516 1.05 3,400 0.37 0.50 1.35 -0.01
6 VXXB 25.29 31 May '19 35 25.00 0.520 1.50 59 24.50 0.506 1.16 33 0.34 0.50 1.47 -0.01
7 VXXB 25.29 31 May '19 35 25.50 0.535 1.81 126 25.00 0.520 1.44 59 0.37 0.50 1.35 -0.01
8 VXXB 25.29 24 May '19 28 26.00 0.552 1.98 12 25.50 0.537 1.57 460 0.41 0.50 1.22 -0.01
9 VXXB 25.29 31 May '19 35 26.00 0.550 2.15 15 25.50 0.535 1.75 126 0.40 0.50 1.25 -0.02
10 VXXB 25.29 31 May '19 35 24.50 0.506 1.22 33 24.00 0.490 0.91 25 0.31 0.50 1.61 -0.02
11 VXXB 25.29 7 Jun '19 42 26.00 0.555 2.34 21 25.50 0.538 1.92 34 0.42 0.50 1.19 -0.02
12 VXXB 25.29 10 May '19 14 25.50 0.515 1.17 123 25.00 0.498 0.80 162 0.37 0.50 1.35 -0.02
13 VXXB 25.29 24 May '19 28 24.50 0.501 1.05 1 24.00 0.482 0.73 2 0.32 0.50 1.56 -0.02
14 VXXB 25.29 17 May '19 21 26.00 0.547 1.76 268 25.50 0.528 1.36 846 0.40 0.50 1.25 -0.02
15 VXXB 25.29 10 May '19 14 25.00 0.498 0.86 162 24.50 0.480 0.55 16 0.31 0.50 1.61 -0.02
16 VXXB 25.29 7 Jun '19 42 25.00 0.528 1.69 12 24.50 0.508 1.33 2,125 0.36 0.50 1.39 -0.02
17 VXXB 25.29 3 May '19 7 24.50 0.440 0.31 2,805 24.00 0.416 0.13 2,636 0.18 0.50 2.78 -0.02
18 VXXB 25.29 24 May '19 28 25.50 0.537 1.65 460 25.00 0.512 1.27 14 0.38 0.50 1.32 -0.02
19 VXXB 25.29 3 May '19 7 26.00 0.524 1.20 930 25.50 0.499 0.78 3,058 0.42 0.50 1.19 -0.02
20 VXXB 25.29 3 May '19 7 25.50 0.499 0.84 3,058 25.00 0.472 0.50 2,550 0.34 0.50 1.47 -0.03
21 VXXB 25.29 10 May '19 14 26.00 0.544 1.52 110 25.50 0.515 1.10 123 0.42 0.50 1.19 -0.03
22 VXXB 25.29 17 May '19 21 25.00 0.516 1.11 3,400 24.50 0.484 0.79 547 0.32 0.50 1.56 -0.03
23 VXXB 25.29 3 May '19 7 25.00 0.472 0.54 2,550 24.50 0.440 0.27 2,805 0.27 0.50 1.85 -0.03
24 VXXB 25.29 10 May '19 14 24.50 0.480 0.60 16 24.00 0.447 0.34 209 0.26 0.50 1.92 -0.03
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