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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 IRBT 71.55 7 Aug '20 14 60.00 0.451 13.45 0 65.00 0.550 6.70 0 6.75 5.00 0.74 0.10
2 IRBT 71.55 15 Jan '21 175 50.00 0.561 25.45 0 55.00 0.604 19.45 3 6.00 5.00 0.83 0.04
3 IRBT 71.55 21 Jan '22 546 30.00 0.574 45.15 0 35.00 0.585 37.80 0 7.35 5.00 0.68 0.01
4 IRBT 71.55 21 Jan '22 546 25.00 0.564 49.40 0 30.00 0.574 41.30 0 8.10 5.00 0.62 0.01
5 IRBT 71.55 18 Dec '20 147 60.00 0.577 17.25 0 65.00 0.584 13.35 1 3.90 5.00 1.28 0.01
6 IRBT 71.55 18 Dec '20 147 50.00 0.597 24.50 0 55.00 0.601 19.15 0 5.35 5.00 0.93 0.00
7 IRBT 71.55 18 Sep '20 56 55.00 0.566 18.15 0 60.00 0.565 12.65 6 5.50 5.00 0.91 -0.00
8 IRBT 71.55 21 Jan '22 546 50.00 0.558 30.50 0 55.00 0.554 24.95 0 5.55 5.00 0.90 -0.00
9 IRBT 71.55 15 Jan '21 175 60.00 0.575 17.65 0 65.00 0.563 13.55 10 4.10 5.00 1.22 -0.01
10 IRBT 71.55 18 Sep '20 56 60.00 0.565 13.90 6 65.00 0.552 9.05 13 4.85 5.00 1.03 -0.01
11 IRBT 71.55 21 Jan '22 546 35.00 0.585 41.15 0 40.00 0.564 34.35 0 6.80 5.00 0.74 -0.02
12 IRBT 71.55 18 Dec '20 147 55.00 0.601 20.85 0 60.00 0.577 15.55 0 5.30 5.00 0.94 -0.02
13 IRBT 71.55 15 Jan '21 175 55.00 0.604 21.20 3 60.00 0.575 16.65 0 4.55 5.00 1.10 -0.03
14 IRBT 71.55 21 Aug '20 28 60.00 0.586 12.90 0 65.00 0.543 7.70 0 5.20 5.00 0.96 -0.04
15 IRBT 71.55 18 Sep '20 56 50.00 0.636 22.85 0 55.00 0.566 16.55 0 6.30 5.00 0.79 -0.07
16 IRBT 71.55 15 Jan '21 175 30.00 0.834 43.65 0 35.00 0.761 34.65 0 9.00 5.00 0.56 -0.07
17 IRBT 71.55 21 Aug '20 28 55.00 0.676 18.40 0 60.00 0.586 11.70 0 6.70 5.00 0.75 -0.09
18 IRBT 71.55 15 Jan '21 175 25.00 0.934 47.90 0 30.00 0.834 39.40 0 8.50 5.00 0.59 -0.10
19 IRBT 71.55 18 Sep '20 56 35.00 0.833 37.90 0 40.00 0.721 29.75 0 8.15 5.00 0.61 -0.11
20 IRBT 71.55 15 Jan '21 175 35.00 0.761 38.95 0 40.00 0.637 30.95 0 8.00 5.00 0.62 -0.12
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