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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 LLY 779.77 5 Apr '24 30 780.00 0.319 30.20 30 785.00 0.327 25.85 26 4.35 5.00 1.15 0.01
2 LLY 779.77 28 Mar '24 22 770.00 0.335 31.65 37 775.00 0.337 27.10 9 4.55 5.00 1.10 0.00
3 LLY 779.77 8 Mar '24 2 785.00 0.411 7.30 345 790.00 0.412 5.15 569 2.15 5.00 2.33 0.00
4 LLY 779.77 22 Mar '24 16 785.00 0.333 19.80 26 790.00 0.335 16.75 13 3.05 5.00 1.64 0.00
5 LLY 779.77 28 Mar '24 22 785.00 0.330 25.30 60 790.00 0.331 20.05 37 5.25 5.00 0.95 0.00
6 LLY 779.77 15 Mar '24 9 780.00 0.343 16.90 425 785.00 0.344 14.20 160 2.70 5.00 1.85 0.00
7 LLY 779.77 15 Mar '24 9 785.00 0.344 14.65 160 790.00 0.344 12.05 60 2.60 5.00 1.92 -0.00
8 LLY 779.77 8 Mar '24 2 780.00 0.411 9.60 791 785.00 0.411 6.95 345 2.65 5.00 1.89 -0.00
9 LLY 779.77 8 Mar '24 2 775.00 0.411 12.30 528 780.00 0.411 9.10 791 3.20 5.00 1.56 -0.00
10 LLY 779.77 15 Mar '24 9 775.00 0.344 19.50 122 780.00 0.343 16.40 425 3.10 5.00 1.61 -0.00
11 LLY 779.77 5 Apr '24 30 770.00 0.329 34.95 17 775.00 0.326 30.85 9 4.10 5.00 1.22 -0.00
12 LLY 779.77 15 Mar '24 9 770.00 0.350 22.40 68 775.00 0.344 19.00 122 3.40 5.00 1.47 -0.01
13 LLY 779.77 5 Apr '24 30 775.00 0.326 32.30 9 780.00 0.319 27.35 30 4.95 5.00 1.01 -0.01
14 LLY 779.77 8 Mar '24 2 770.00 0.419 15.80 233 775.00 0.411 11.80 528 4.00 5.00 1.25 -0.01
15 LLY 779.77 22 Mar '24 16 770.00 0.340 28.00 10 775.00 0.333 23.20 23 4.80 5.00 1.04 -0.01
16 LLY 779.77 5 Apr '24 30 785.00 0.327 26.90 26 790.00 0.318 22.85 3 4.05 5.00 1.23 -0.01
17 LLY 779.77 22 Mar '24 16 780.00 0.344 24.00 28 785.00 0.333 18.80 26 5.20 5.00 0.96 -0.01
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