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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 MAC 25.00 21 Jan '22 728 22.50 0.074 4.20 0 27.50 0.156 1.65 0 2.55 5.00 1.96 0.08
2 MAC 25.00 21 Jan '22 728 22.50 0.074 4.20 0 25.00 0.125 2.35 70 1.85 2.50 1.35 0.05
3 MAC 25.00 20 Mar '20 56 27.50 0.295 0.40 37 30.00 0.344 0.10 0 0.30 2.50 8.33 0.05
4 MAC 25.00 19 Jun '20 147 22.50 0.220 3.10 1 27.50 0.265 0.65 2 2.45 5.00 2.04 0.04
5 MAC 25.00 21 Feb '20 28 25.00 0.297 0.90 13 27.50 0.339 0.10 127 0.80 2.50 3.13 0.04
6 MAC 25.00 15 Jan '21 357 22.50 0.186 3.60 0 25.00 0.223 1.55 0 2.05 2.50 1.22 0.04
7 MAC 25.00 19 Jun '20 147 25.00 0.231 1.70 25 27.50 0.265 0.65 2 1.05 2.50 2.38 0.03
8 MAC 25.00 21 Jan '22 728 25.00 0.125 2.75 70 27.50 0.156 1.65 0 1.10 2.50 2.27 0.03
9 MAC 25.00 15 Jan '21 357 22.50 0.186 3.60 0 27.50 0.216 1.20 0 2.40 5.00 2.08 0.03
10 MAC 25.00 20 Mar '20 56 22.50 0.274 2.85 0 27.50 0.295 0.30 37 2.55 5.00 1.96 0.02
11 MAC 25.00 20 Mar '20 56 25.00 0.274 1.15 0 27.50 0.295 0.30 37 0.85 2.50 2.94 0.02
12 MAC 25.00 15 Jan '21 357 27.50 0.216 1.45 0 30.00 0.232 0.70 1 0.75 2.50 3.33 0.02
13 MAC 25.00 19 Jun '20 147 22.50 0.220 3.10 1 25.00 0.231 1.40 25 1.70 2.50 1.47 0.01
14 MAC 25.00 18 Sep '20 238 25.00 0.227 2.05 3 27.50 0.235 0.90 4 1.15 2.50 2.17 0.01
15 MAC 25.00 20 Mar '20 56 22.50 0.274 2.85 0 25.00 0.274 1.00 0 1.85 2.50 1.35 0.00
16 MAC 25.00 21 Feb '20 28 22.50 0.341 2.80 0 27.50 0.339 0.10 127 2.70 5.00 1.85 -0.00
17 MAC 25.00 15 Jan '21 357 25.00 0.223 2.50 0 27.50 0.216 1.20 0 1.30 2.50 1.92 -0.01
18 MAC 25.00 21 Feb '20 28 22.50 0.341 2.80 0 25.00 0.297 0.80 13 2.00 2.50 1.25 -0.04
19 MAC 25.00 20 Mar '20 56 20.00 0.321 5.20 0 22.50 0.274 2.60 0 2.60 2.50 0.96 -0.05
20 MAC 25.00 19 Jun '20 147 20.00 0.279 5.30 0 22.50 0.220 2.85 1 2.45 2.50 1.02 -0.06
21 MAC 25.00 15 Jan '21 357 20.00 0.279 5.40 10 22.50 0.186 3.40 0 2.00 2.50 1.25 -0.09
22 MAC 25.00 21 Feb '20 28 20.00 0.464 5.20 0 22.50 0.341 2.50 0 2.70 2.50 0.93 -0.12
23 MAC 25.00 21 Jan '22 728 20.00 0.279 5.80 15 22.50 0.074 3.30 0 2.50 2.50 1.00 -0.21
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