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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 RGNX 38.99 21 Feb '20 50 40.00 0.618 3.40 32 45.00 0.706 1.45 1 1.95 5.00 2.56 0.09
2 RGNX 38.99 17 Jan '20 15 40.00 0.676 1.80 70 45.00 0.707 0.40 81 1.40 5.00 3.57 0.03
3 RGNX 38.99 17 Apr '20 106 40.00 0.623 5.20 0 45.00 0.654 3.10 2 2.10 5.00 2.38 0.03
4 RGNX 38.99 17 Jan '20 15 45.00 0.707 0.60 81 50.00 0.730 0.05 2 0.55 5.00 9.09 0.02
5 RGNX 38.99 17 Jul '20 197 40.00 0.674 7.80 0 45.00 0.696 5.60 0 2.20 5.00 2.27 0.02
6 RGNX 38.99 17 Jul '20 197 30.00 0.701 12.90 0 35.00 0.716 9.60 0 3.30 5.00 1.52 0.01
7 RGNX 38.99 17 Jul '20 197 45.00 0.696 6.10 0 50.00 0.702 4.30 1 1.80 5.00 2.78 0.01
8 RGNX 38.99 17 Jan '20 15 35.00 0.671 5.00 3 40.00 0.676 1.50 70 3.50 5.00 1.43 0.01
9 RGNX 38.99 17 Apr '20 106 30.00 0.699 11.50 0 35.00 0.690 7.40 0 4.10 5.00 1.22 -0.01
10 RGNX 38.99 17 Apr '20 106 45.00 0.654 4.10 2 50.00 0.634 1.75 0 2.35 5.00 2.13 -0.02
11 RGNX 38.99 17 Jul '20 197 35.00 0.716 10.20 0 40.00 0.674 6.80 0 3.40 5.00 1.47 -0.04
12 RGNX 38.99 17 Apr '20 106 35.00 0.690 8.00 0 40.00 0.623 4.40 0 3.60 5.00 1.39 -0.07
13 RGNX 38.99 17 Jan '20 15 30.00 1.361 11.40 0 35.00 0.671 4.40 3 7.00 5.00 0.71 -0.69
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