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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 17.89 2 Aug '19 7 18.00 0.482 0.43 9,948 18.50 0.494 0.24 4,172 0.19 0.50 2.63 0.01
2 SNAP 17.89 16 Aug '19 21 18.50 0.464 0.55 2,960 19.00 0.470 0.38 7,768 0.17 0.50 2.94 0.01
3 SNAP 17.89 9 Aug '19 14 18.50 0.480 0.43 996 19.00 0.486 0.27 279 0.16 0.50 3.13 0.01
4 SNAP 17.89 23 Aug '19 28 18.50 0.454 0.66 94 19.00 0.457 0.47 326 0.19 0.50 2.63 0.00
5 SNAP 17.89 9 Aug '19 14 18.00 0.477 0.62 1,478 18.50 0.480 0.41 996 0.21 0.50 2.38 0.00
6 SNAP 17.89 16 Aug '19 21 18.00 0.462 0.75 25,628 18.50 0.464 0.53 2,960 0.22 0.50 2.27 0.00
7 SNAP 17.89 30 Aug '19 35 18.00 0.452 0.96 241 18.50 0.452 0.73 224 0.23 0.50 2.17 -0.00
8 SNAP 17.89 9 Aug '19 14 17.50 0.479 0.88 957 18.00 0.477 0.61 1,478 0.27 0.50 1.85 -0.00
9 SNAP 17.89 6 Sep '19 42 18.50 0.446 0.83 45 19.00 0.443 0.63 49 0.20 0.50 2.50 -0.00
10 SNAP 17.89 30 Aug '19 35 17.50 0.456 1.22 104 18.00 0.452 0.94 241 0.28 0.50 1.79 -0.00
11 SNAP 17.89 30 Aug '19 35 18.50 0.452 0.75 224 19.00 0.448 0.55 117 0.20 0.50 2.50 -0.00
12 SNAP 17.89 6 Sep '19 42 17.50 0.454 1.31 25 18.00 0.450 1.03 94 0.28 0.50 1.79 -0.00
13 SNAP 17.89 16 Aug '19 21 17.50 0.466 1.01 1,629 18.00 0.462 0.73 25,628 0.28 0.50 1.79 -0.00
14 SNAP 17.89 23 Aug '19 28 18.00 0.458 0.87 411 18.50 0.454 0.62 94 0.25 0.50 2.00 -0.00
15 SNAP 17.89 6 Sep '19 42 18.00 0.450 1.05 94 18.50 0.446 0.81 45 0.24 0.50 2.08 -0.00
16 SNAP 17.89 16 Aug '19 21 17.00 0.471 1.32 6,326 17.50 0.466 0.99 1,629 0.33 0.50 1.52 -0.00
17 SNAP 17.89 23 Aug '19 28 17.50 0.463 1.13 107 18.00 0.458 0.84 411 0.29 0.50 1.72 -0.01
18 SNAP 17.89 6 Sep '19 42 17.00 0.460 1.60 267 17.50 0.454 1.28 25 0.32 0.50 1.56 -0.01
19 SNAP 17.89 2 Aug '19 7 17.00 0.497 1.07 1,486 17.50 0.491 0.69 2,849 0.38 0.50 1.32 -0.01
20 SNAP 17.89 30 Aug '19 35 17.00 0.462 1.52 66 17.50 0.456 1.19 104 0.33 0.50 1.52 -0.01
21 SNAP 17.89 23 Aug '19 28 17.00 0.470 1.44 282 17.50 0.463 1.10 107 0.34 0.50 1.47 -0.01
22 SNAP 17.89 9 Aug '19 14 17.00 0.486 1.21 861 17.50 0.479 0.87 957 0.34 0.50 1.47 -0.01
23 SNAP 17.89 2 Aug '19 7 17.50 0.491 0.71 2,849 18.00 0.482 0.42 9,948 0.29 0.50 1.72 -0.01
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