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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 ICE 136.70 20 Sep '24 169 140.00 0.206 7.00 0 145.00 0.213 4.20 10 2.80 5.00 1.79 0.01
2 ICE 136.70 21 Jun '24 78 130.00 0.251 11.80 0 135.00 0.253 5.10 1 6.70 5.00 0.75 0.00
3 ICE 136.70 15 Nov '24 225 135.00 0.216 11.70 0 140.00 0.216 6.50 0 5.20 5.00 0.96 0.00
4 ICE 136.70 20 Jun '25 442 130.00 0.182 21.10 0 135.00 0.181 16.60 0 4.50 5.00 1.11 -0.00
5 ICE 136.70 15 Nov '24 225 130.00 0.218 14.90 0 135.00 0.216 11.20 0 3.70 5.00 1.35 -0.00
6 ICE 136.70 18 Oct '24 197 130.00 0.221 13.90 0 135.00 0.219 10.00 0 3.90 5.00 1.28 -0.00
7 ICE 136.70 21 Jun '24 78 140.00 0.194 4.00 31 145.00 0.191 0.70 65 3.30 5.00 1.52 -0.00
8 ICE 136.70 20 Jun '25 442 145.00 0.185 12.80 0 150.00 0.180 9.60 0 3.20 5.00 1.56 -0.00
9 ICE 136.70 17 Jan '25 288 140.00 0.203 10.60 0 145.00 0.197 7.80 0 2.80 5.00 1.79 -0.01
10 ICE 136.70 20 Dec '24 260 140.00 0.200 9.70 0 145.00 0.195 6.80 0 2.90 5.00 1.72 -0.01
11 ICE 136.70 19 Apr '24 15 140.00 0.193 0.95 228 145.00 0.187 0.10 23 0.85 5.00 5.88 -0.01
12 ICE 136.70 17 Jan '25 288 135.00 0.208 13.40 0 140.00 0.203 10.20 0 3.20 5.00 1.56 -0.01
13 ICE 136.70 17 Jan '25 288 145.00 0.197 8.20 0 150.00 0.192 5.90 0 2.30 5.00 2.17 -0.01
14 ICE 136.70 17 May '24 43 135.00 0.231 5.40 1 140.00 0.225 2.40 82 3.00 5.00 1.67 -0.01
15 ICE 136.70 18 Oct '24 197 145.00 0.197 7.20 35 150.00 0.190 3.40 0 3.80 5.00 1.32 -0.01
16 ICE 136.70 20 Dec '24 260 130.00 0.218 15.90 0 135.00 0.209 12.00 0 3.90 5.00 1.28 -0.01
17 ICE 136.70 20 Dec '24 260 135.00 0.209 12.60 0 140.00 0.200 9.10 0 3.50 5.00 1.43 -0.01
18 ICE 136.70 20 Sep '24 169 135.00 0.215 9.80 0 140.00 0.206 6.70 0 3.10 5.00 1.61 -0.01
19 ICE 136.70 19 Apr '24 15 135.00 0.204 3.60 39 140.00 0.193 0.85 228 2.75 5.00 1.82 -0.01
20 ICE 136.70 17 May '24 43 145.00 0.213 1.30 45 150.00 0.202 0.35 7 0.95 5.00 5.26 -0.01
21 ICE 136.70 17 May '24 43 140.00 0.225 3.40 82 145.00 0.213 1.10 45 2.30 5.00 2.17 -0.01
22 ICE 136.70 17 Jan '25 288 130.00 0.220 18.90 0 135.00 0.208 13.00 0 5.90 5.00 0.85 -0.01
23 ICE 136.70 20 Jun '25 442 135.00 0.181 18.10 0 140.00 0.166 12.30 0 5.80 5.00 0.86 -0.02
24 ICE 136.70 19 Apr '24 15 130.00 0.221 8.80 1 135.00 0.204 3.10 39 5.70 5.00 0.88 -0.02
25 ICE 136.70 18 Oct '24 197 135.00 0.219 11.30 0 140.00 0.199 7.10 0 4.20 5.00 1.19 -0.02
26 ICE 136.70 17 May '24 43 130.00 0.251 9.00 5 135.00 0.231 5.10 1 3.90 5.00 1.28 -0.02
27 ICE 136.70 20 Sep '24 169 145.00 0.213 6.30 10 150.00 0.191 2.75 44 3.55 5.00 1.41 -0.02
28 ICE 136.70 20 Sep '24 169 130.00 0.239 14.80 0 135.00 0.215 8.50 0 6.30 5.00 0.79 -0.02
29 ICE 136.70 21 Jun '24 78 135.00 0.253 7.90 1 140.00 0.194 2.40 31 5.50 5.00 0.91 -0.06
30 ICE 136.70 16 Jan '26 652 135.00 0.161 24.10 0 140.00 0.090 17.70 0 6.40 5.00 0.78 -0.07
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