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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 KHC 33.30 15 Nov '19 2 33.00 0.122 0.40 628 33.50 0.174 0.05 926 0.35 0.50 1.43 0.05
2 KHC 33.30 6 Dec '19 23 32.50 0.152 1.05 18 33.00 0.183 0.65 82 0.40 0.50 1.25 0.03
3 KHC 33.30 22 Nov '19 9 33.50 0.158 0.30 209 34.00 0.187 0.10 193 0.20 0.50 2.50 0.03
4 KHC 33.30 22 Nov '19 9 33.00 0.132 0.50 390 33.50 0.158 0.20 209 0.30 0.50 1.67 0.03
5 KHC 33.30 29 Nov '19 16 32.50 0.121 0.95 23 33.00 0.145 0.50 193 0.45 0.50 1.11 0.02
6 KHC 33.30 29 Nov '19 16 33.00 0.145 0.65 193 33.50 0.170 0.30 97 0.35 0.50 1.43 0.02
7 KHC 33.30 13 Dec '19 30 33.00 0.181 0.90 138 33.50 0.195 0.55 253 0.35 0.50 1.43 0.01
8 KHC 33.30 13 Dec '19 30 32.50 0.172 1.20 166 33.00 0.181 0.80 138 0.40 0.50 1.25 0.01
9 KHC 33.30 6 Dec '19 23 33.50 0.178 0.60 30 34.00 0.186 0.25 270 0.35 0.50 1.43 0.01
10 KHC 33.30 27 Dec '19 44 34.00 0.190 0.60 100 34.50 0.197 0.35 37 0.25 0.50 2.00 0.01
11 KHC 33.30 13 Dec '19 30 34.00 0.187 0.45 15,596 34.50 0.194 0.25 153 0.20 0.50 2.50 0.01
12 KHC 33.30 27 Dec '19 44 33.00 0.188 1.10 54 33.50 0.193 0.70 82 0.40 0.50 1.25 0.01
13 KHC 33.30 27 Dec '19 44 33.50 0.193 0.85 82 34.00 0.190 0.55 100 0.30 0.50 1.67 -0.00
14 KHC 33.30 6 Dec '19 23 33.00 0.183 0.80 82 33.50 0.178 0.45 30 0.35 0.50 1.43 -0.01
15 KHC 33.30 27 Dec '19 44 32.50 0.195 1.40 10 33.00 0.188 0.95 54 0.45 0.50 1.11 -0.01
16 KHC 33.30 13 Dec '19 30 33.50 0.195 0.70 253 34.00 0.187 0.40 15,596 0.30 0.50 1.67 -0.01
17 KHC 33.30 22 Nov '19 9 32.50 0.426 0.85 182 33.00 0.132 0.40 390 0.45 0.50 1.11 -0.29
18 KHC 33.30 15 Nov '19 2 32.50 0.426 0.85 16,857 33.00 0.122 0.25 628 0.60 0.50 0.83 -0.30
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