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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 FND 49.50 17 Jan '20 116 50.00 0.470 5.30 0 52.50 0.476 4.00 31 1.30 2.50 1.92 0.01
2 FND 49.50 15 Jan '21 480 47.50 0.453 12.20 0 50.00 0.457 10.50 0 1.70 2.50 1.47 0.00
3 FND 49.50 18 Oct '19 25 45.00 0.433 5.30 5 47.50 0.436 3.30 1,617 2.00 2.50 1.25 0.00
4 FND 49.50 20 Dec '19 88 50.00 0.475 4.50 4 52.50 0.474 3.20 0 1.30 2.50 1.92 -0.00
5 FND 49.50 15 Jan '21 480 52.50 0.452 10.00 0 55.00 0.451 8.60 0 1.40 2.50 1.79 -0.00
6 FND 49.50 15 Jan '21 480 50.00 0.457 11.10 0 52.50 0.452 9.50 0 1.60 2.50 1.56 -0.00
7 FND 49.50 17 Apr '20 207 52.50 0.466 6.10 0 55.00 0.461 4.70 0 1.40 2.50 1.79 -0.01
8 FND 49.50 17 Apr '20 207 50.00 0.474 7.10 0 52.50 0.466 5.60 0 1.50 2.50 1.67 -0.01
9 FND 49.50 17 Jan '20 116 52.50 0.476 4.20 31 55.00 0.468 3.10 0 1.10 2.50 2.27 -0.01
10 FND 49.50 20 Dec '19 88 52.50 0.474 3.60 0 55.00 0.463 2.35 0 1.25 2.50 2.00 -0.01
11 FND 49.50 15 Jan '21 480 45.00 0.466 13.50 0 47.50 0.453 11.40 0 2.10 2.50 1.19 -0.01
12 FND 49.50 18 Oct '19 25 50.00 0.412 2.00 352 52.50 0.398 0.85 38 1.15 2.50 2.17 -0.01
13 FND 49.50 17 Jan '20 116 45.00 0.500 8.10 1 47.50 0.486 6.20 0 1.90 2.50 1.32 -0.01
14 FND 49.50 18 Oct '19 25 52.50 0.398 1.00 38 55.00 0.384 0.30 9 0.70 2.50 3.57 -0.01
15 FND 49.50 17 Jan '20 116 47.50 0.486 6.60 0 50.00 0.470 5.00 0 1.60 2.50 1.56 -0.02
16 FND 49.50 20 Dec '19 88 47.50 0.496 6.00 10 50.00 0.475 4.30 4 1.70 2.50 1.47 -0.02
17 FND 49.50 20 Dec '19 88 45.00 0.518 7.50 0 47.50 0.496 5.60 10 1.90 2.50 1.32 -0.02
18 FND 49.50 18 Oct '19 25 47.50 0.436 3.40 1,617 50.00 0.412 1.85 352 1.55 2.50 1.61 -0.02
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