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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 NNN 34.80 18 Sep '20 57 30.00 0.280 5.50 0 35.00 0.382 1.80 1 3.70 5.00 1.35 0.10
2 NNN 34.80 18 Dec '20 148 40.00 0.376 1.90 15 45.00 0.413 0.60 0 1.30 5.00 3.85 0.04
3 NNN 34.80 18 Sep '20 57 40.00 0.391 0.75 0 45.00 0.422 0.10 0 0.65 5.00 7.69 0.03
4 NNN 34.80 21 Aug '20 29 35.00 0.341 1.65 1 40.00 0.362 0.10 6 1.55 5.00 3.23 0.02
5 NNN 34.80 18 Sep '20 57 35.00 0.382 2.50 1 40.00 0.391 0.40 0 2.10 5.00 2.38 0.01
6 NNN 34.80 18 Dec '20 148 25.00 0.417 10.80 0 30.00 0.418 5.80 0 5.00 5.00 1.00 0.00
7 NNN 34.80 18 Dec '20 148 35.00 0.376 3.60 0 40.00 0.376 1.40 15 2.20 5.00 2.27 0.00
8 NNN 34.80 19 Mar '21 239 40.00 0.410 3.10 0 45.00 0.398 1.20 9 1.90 5.00 2.63 -0.01
9 NNN 34.80 19 Mar '21 239 35.00 0.435 4.80 0 40.00 0.410 2.05 0 2.75 5.00 1.82 -0.03
10 NNN 34.80 18 Dec '20 148 30.00 0.418 6.90 0 35.00 0.376 2.40 0 4.50 5.00 1.11 -0.04
11 NNN 34.80 18 Sep '20 57 25.00 0.431 10.40 0 30.00 0.280 4.40 0 6.00 5.00 0.83 -0.15
12 NNN 34.80 21 Aug '20 29 30.00 0.629 5.60 0 35.00 0.341 1.20 1 4.40 5.00 1.14 -0.29
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