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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 210.71 20 Sep '19 28 230.00 0.275 1.20 2 240.00 0.290 0.30 0 0.90 10.00 11.11 0.01
2 ANSS 210.71 18 Oct '19 56 230.00 0.264 2.70 0 240.00 0.260 0.95 5 1.75 10.00 5.71 -0.00
3 ANSS 210.71 18 Oct '19 56 220.00 0.268 5.40 0 230.00 0.264 2.35 0 3.05 10.00 3.28 -0.00
4 ANSS 210.71 20 Dec '19 119 230.00 0.273 6.60 0 240.00 0.269 3.60 0 3.00 10.00 3.33 -0.00
5 ANSS 210.71 17 Jan '20 147 230.00 0.269 7.90 1 240.00 0.264 4.50 0 3.40 10.00 2.94 -0.01
6 ANSS 210.71 20 Dec '19 119 220.00 0.280 10.10 5 230.00 0.273 6.00 0 4.10 10.00 2.44 -0.01
7 ANSS 210.71 17 Jan '20 147 210.00 0.284 16.20 0 220.00 0.277 10.70 0 5.50 10.00 1.82 -0.01
8 ANSS 210.71 17 Jan '20 147 220.00 0.277 11.60 0 230.00 0.269 7.10 1 4.50 10.00 2.22 -0.01
9 ANSS 210.71 20 Dec '19 119 210.00 0.290 14.80 0 220.00 0.280 9.40 5 5.40 10.00 1.85 -0.01
10 ANSS 210.71 20 Sep '19 28 220.00 0.286 3.40 1 230.00 0.275 0.90 2 2.50 10.00 4.00 -0.01
11 ANSS 210.71 20 Sep '19 28 210.00 0.298 7.60 0 220.00 0.286 2.90 1 4.70 10.00 2.13 -0.01
12 ANSS 210.71 18 Oct '19 56 210.00 0.281 10.00 1 220.00 0.268 4.90 0 5.10 10.00 1.96 -0.01
13 ANSS 210.71 17 Jan '20 147 200.00 0.299 22.40 0 210.00 0.284 15.40 0 7.00 10.00 1.43 -0.02
14 ANSS 210.71 20 Dec '19 119 200.00 0.306 21.10 1 210.00 0.290 14.10 0 7.00 10.00 1.43 -0.02
15 ANSS 210.71 18 Oct '19 56 200.00 0.304 16.60 0 210.00 0.281 9.30 1 7.30 10.00 1.37 -0.02
16 ANSS 210.71 20 Sep '19 28 200.00 0.325 14.40 0 210.00 0.298 7.00 0 7.40 10.00 1.35 -0.03
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