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# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 ANSS 280.14 21 Feb '20 22 300.00 0.223 0.90 3 310.00 0.228 0.10 0 0.80 10.00 12.50 0.01
2 ANSS 280.14 17 Apr '20 78 300.00 0.248 6.00 0 310.00 0.250 3.40 0 2.60 10.00 3.85 0.00
3 ANSS 280.14 20 Mar '20 50 280.00 0.271 12.00 1 290.00 0.270 6.90 7 5.10 10.00 1.96 -0.00
4 ANSS 280.14 17 Jul '20 169 270.00 0.261 25.80 20 280.00 0.259 19.70 0 6.10 10.00 1.64 -0.00
5 ANSS 280.14 20 Nov '20 295 300.00 0.247 18.40 0 310.00 0.244 14.00 0 4.40 10.00 2.27 -0.00
6 ANSS 280.14 21 Feb '20 22 290.00 0.226 2.70 3 300.00 0.223 0.70 3 2.00 10.00 5.00 -0.00
7 ANSS 280.14 20 Nov '20 295 290.00 0.251 22.60 0 300.00 0.247 17.50 0 5.10 10.00 1.96 -0.00
8 ANSS 280.14 17 Jul '20 169 300.00 0.247 11.80 6 310.00 0.242 7.90 0 3.90 10.00 2.56 -0.00
9 ANSS 280.14 17 Jul '20 169 290.00 0.252 15.70 0 300.00 0.247 11.00 6 4.70 10.00 2.13 -0.00
10 ANSS 280.14 20 Nov '20 295 270.00 0.261 33.30 0 280.00 0.256 26.50 10 6.80 10.00 1.47 -0.00
11 ANSS 280.14 20 Nov '20 295 280.00 0.256 27.60 10 290.00 0.251 21.70 0 5.90 10.00 1.69 -0.01
12 ANSS 280.14 17 Apr '20 78 290.00 0.256 9.40 0 300.00 0.248 5.60 0 3.80 10.00 2.63 -0.01
13 ANSS 280.14 17 Jul '20 169 280.00 0.259 20.70 0 290.00 0.252 14.90 0 5.80 10.00 1.72 -0.01
14 ANSS 280.14 20 Mar '20 50 290.00 0.270 7.40 7 300.00 0.262 3.90 0 3.50 10.00 2.86 -0.01
15 ANSS 280.14 17 Apr '20 78 280.00 0.264 14.10 0 290.00 0.256 8.90 0 5.20 10.00 1.92 -0.01
16 ANSS 280.14 17 Apr '20 78 270.00 0.276 20.10 0 280.00 0.264 13.50 0 6.60 10.00 1.52 -0.01
17 ANSS 280.14 21 Feb '20 22 280.00 0.240 6.80 3 290.00 0.226 2.45 3 4.35 10.00 2.30 -0.01
18 ANSS 280.14 20 Mar '20 50 270.00 0.288 18.00 0 280.00 0.271 11.10 1 6.90 10.00 1.45 -0.02
19 ANSS 280.14 21 Feb '20 22 270.00 0.261 13.60 10 280.00 0.240 6.50 3 7.10 10.00 1.41 -0.02
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