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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 SNAP 15.08 6 Dec '19 15 16.00 0.464 0.24 584 16.50 0.471 0.13 523 0.11 0.50 4.55 0.01
2 SNAP 15.08 6 Dec '19 15 15.50 0.461 0.39 1,432 16.00 0.464 0.23 584 0.16 0.50 3.13 0.00
3 SNAP 15.08 27 Dec '19 36 16.00 0.460 0.52 315 16.50 0.463 0.36 9 0.16 0.50 3.13 0.00
4 SNAP 15.08 20 Dec '19 29 16.00 0.475 0.46 1,733 16.50 0.478 0.31 274 0.15 0.50 3.33 0.00
5 SNAP 15.08 27 Dec '19 36 15.50 0.459 0.70 170 16.00 0.460 0.50 315 0.20 0.50 2.50 0.00
6 SNAP 15.08 13 Dec '19 22 15.50 0.468 0.52 103 16.00 0.468 0.34 315 0.18 0.50 2.78 0.00
7 SNAP 15.08 13 Dec '19 22 16.00 0.468 0.35 315 16.50 0.469 0.22 437 0.13 0.50 3.85 0.00
8 SNAP 15.08 20 Dec '19 29 15.50 0.476 0.63 672 16.00 0.475 0.44 1,733 0.19 0.50 2.63 -0.00
9 SNAP 15.08 6 Dec '19 15 15.00 0.464 0.61 1,696 15.50 0.461 0.38 1,432 0.23 0.50 2.17 -0.00
10 SNAP 15.08 27 Dec '19 36 15.00 0.461 0.92 32 15.50 0.459 0.67 170 0.25 0.50 2.00 -0.00
11 SNAP 15.08 13 Dec '19 22 14.50 0.474 1.02 44 15.00 0.471 0.73 36 0.29 0.50 1.72 -0.00
12 SNAP 15.08 20 Dec '19 29 15.00 0.478 0.86 2,542 15.50 0.476 0.62 672 0.24 0.50 2.08 -0.00
13 SNAP 15.08 20 Dec '19 29 14.50 0.482 1.14 104 15.00 0.478 0.84 2,542 0.30 0.50 1.67 -0.00
14 SNAP 15.08 13 Dec '19 22 15.00 0.471 0.74 36 15.50 0.468 0.50 103 0.24 0.50 2.08 -0.00
15 SNAP 15.08 27 Dec '19 36 14.50 0.466 1.20 31 15.00 0.461 0.90 32 0.30 0.50 1.67 -0.00
16 SNAP 15.08 6 Dec '19 15 14.50 0.471 0.91 80 15.00 0.464 0.60 1,696 0.31 0.50 1.61 -0.01
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