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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 XLP 58.00 5 Jul '19 9 58.50 0.125 0.80 97 57.50 0.142 0.26 110 0.54 1.00 1.85 0.02
2 XLP 58.00 12 Jul '19 16 58.50 0.120 0.93 236 57.50 0.135 0.39 1 0.54 1.00 1.85 0.02
3 XLP 58.00 5 Jul '19 9 58.00 0.127 0.52 391 57.50 0.142 0.26 110 0.26 0.50 1.92 0.01
4 XLP 58.00 26 Jul '19 30 58.50 0.114 1.11 16 57.50 0.129 0.58 75 0.53 1.00 1.89 0.01
5 XLP 58.00 12 Jul '19 16 59.00 0.105 1.24 46 58.50 0.120 0.80 236 0.44 0.50 1.14 0.01
6 XLP 58.00 19 Jul '19 23 59.00 0.106 1.33 140 58.50 0.118 0.91 728 0.42 0.50 1.19 0.01
7 XLP 58.00 2 Aug '19 37 57.50 0.130 0.77 0 57.00 0.141 0.53 2 0.24 0.50 2.08 0.01
8 XLP 58.00 19 Jul '19 23 58.50 0.118 1.02 728 57.50 0.129 0.49 474 0.53 1.00 1.89 0.01
9 XLP 58.00 2 Aug '19 37 58.50 0.119 1.19 1 57.50 0.130 0.66 0 0.53 1.00 1.89 0.01
10 XLP 58.00 19 Jul '19 23 57.00 0.138 0.40 8,659 56.50 0.148 0.27 4 0.13 0.50 3.85 0.01
11 XLP 58.00 19 Jul '19 23 57.50 0.129 0.54 474 57.00 0.138 0.37 8,659 0.17 0.50 2.94 0.01
12 XLP 58.00 26 Jul '19 30 58.50 0.114 1.11 16 58.00 0.123 0.79 129 0.32 0.50 1.56 0.01
13 XLP 58.00 26 Jul '19 30 57.00 0.133 0.51 135 56.50 0.141 0.33 2 0.18 0.50 2.78 0.01
14 XLP 58.00 12 Jul '19 16 58.50 0.120 0.93 236 58.00 0.128 0.57 181 0.36 0.50 1.39 0.01
15 XLP 58.00 12 Jul '19 16 57.00 0.141 0.32 7,042 56.50 0.149 0.17 0 0.15 0.50 3.33 0.01
16 XLP 58.00 19 Jul '19 23 58.50 0.118 1.02 728 58.00 0.126 0.67 1,061 0.35 0.50 1.43 0.01
17 XLP 58.00 2 Aug '19 37 58.00 0.122 0.96 106 57.50 0.130 0.66 0 0.30 0.50 1.67 0.01
18 XLP 58.00 12 Jul '19 16 58.00 0.128 0.67 181 57.50 0.135 0.39 1 0.28 0.50 1.79 0.01
19 XLP 58.00 2 Aug '19 37 59.00 0.113 1.47 16 58.50 0.119 1.10 1 0.37 0.50 1.35 0.01
20 XLP 58.00 12 Jul '19 16 57.50 0.135 0.45 1 57.00 0.141 0.26 7,042 0.19 0.50 2.63 0.01
21 XLP 58.00 26 Jul '19 30 58.00 0.123 0.86 129 57.50 0.129 0.58 75 0.28 0.50 1.79 0.01
22 XLP 58.00 26 Jul '19 30 57.50 0.129 0.68 75 57.00 0.133 0.45 135 0.23 0.50 2.17 0.00
23 XLP 58.00 5 Jul '19 9 59.00 0.123 1.17 48 58.50 0.125 0.70 97 0.47 0.50 1.06 0.00
24 XLP 58.00 19 Jul '19 23 58.00 0.126 0.76 1,061 57.50 0.129 0.49 474 0.27 0.50 1.85 0.00
25 XLP 58.00 2 Aug '19 37 58.50 0.119 1.19 1 58.00 0.122 0.88 106 0.31 0.50 1.61 0.00
26 XLP 58.00 5 Jul '19 9 58.50 0.125 0.80 97 58.00 0.127 0.44 391 0.36 0.50 1.39 0.00
27 XLP 58.00 2 Aug '19 37 57.00 0.141 0.62 2 56.50 0.142 0.40 0 0.22 0.50 2.27 0.00
28 XLP 58.00 5 Jul '19 9 57.50 0.142 0.33 110 57.00 0.142 0.11 1 0.22 0.50 2.27 0.00
29 XLP 58.00 26 Jul '19 30 59.00 0.113 1.41 8 58.50 0.114 1.01 16 0.40 0.50 1.25 0.00
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