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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 SPY 514.79 30 Aug '24 176 515.00 0.154 25.41 10 516.00 0.154 24.30 2 1.11 1.00 0.90 0.00
2 SPY 514.79 30 Aug '24 176 513.00 0.157 26.70 14 514.00 0.157 25.57 5 1.13 1.00 0.88 0.00
3 SPY 514.79 11 Mar '24 4 515.00 0.107 2.20 34,114 516.00 0.107 1.73 16,923 0.47 1.00 2.13 -0.00
4 SPY 514.79 11 Mar '24 4 513.00 0.108 3.33 10,179 514.00 0.107 2.72 25,439 0.61 1.00 1.64 -0.00
5 SPY 514.79 11 Mar '24 4 516.00 0.107 1.75 16,923 517.00 0.106 1.34 14,679 0.41 1.00 2.44 -0.00
6 SPY 514.79 22 Mar '24 15 516.00 0.123 4.57 851 517.00 0.122 4.08 634 0.49 1.00 2.04 -0.00
7 SPY 514.79 11 Mar '24 4 514.00 0.107 2.73 25,439 515.00 0.107 2.19 34,114 0.54 1.00 1.85 -0.00
8 SPY 514.79 20 Mar '24 13 516.00 0.120 4.10 516 517.00 0.119 3.61 220 0.49 1.00 2.04 -0.00
9 SPY 514.79 22 Mar '24 15 513.00 0.125 6.17 923 514.00 0.124 5.58 2,702 0.59 1.00 1.69 -0.00
10 SPY 514.79 22 Mar '24 15 515.00 0.123 5.07 5,618 516.00 0.123 4.55 851 0.52 1.00 1.92 -0.00
11 SPY 514.79 21 Jun '24 106 515.00 0.150 17.72 939 516.00 0.150 16.82 32 0.90 1.00 1.11 -0.00
12 SPY 514.79 28 Mar '24 21 515.00 0.123 6.00 4,388 516.00 0.122 5.46 946 0.54 1.00 1.85 -0.00
13 SPY 514.79 19 Mar '24 12 515.00 0.115 4.22 652 516.00 0.115 3.69 719 0.53 1.00 1.89 -0.00
14 SPY 514.79 28 Mar '24 21 516.00 0.122 5.49 946 517.00 0.121 4.98 646 0.51 1.00 1.96 -0.00
15 SPY 514.79 5 Apr '24 29 516.00 0.124 6.70 1,061 517.00 0.123 6.17 558 0.53 1.00 1.89 -0.00
16 SPY 514.79 20 Mar '24 13 515.00 0.121 4.60 2,798 516.00 0.120 4.07 516 0.53 1.00 1.89 -0.00
17 SPY 514.79 22 Mar '24 15 514.00 0.124 5.61 2,702 515.00 0.123 5.05 5,618 0.56 1.00 1.79 -0.00
18 SPY 514.79 28 Mar '24 21 514.00 0.123 6.54 1,843 515.00 0.123 5.97 4,388 0.57 1.00 1.75 -0.00
19 SPY 514.79 20 Mar '24 13 514.00 0.121 5.13 955 515.00 0.121 4.57 2,798 0.56 1.00 1.79 -0.00
20 SPY 514.79 31 Dec '24 299 513.00 0.148 38.27 18 514.00 0.147 36.89 4 1.38 1.00 0.72 -0.00
21 SPY 514.79 12 Mar '24 5 515.00 0.131 3.06 10,555 516.00 0.131 2.57 9,807 0.49 1.00 2.04 -0.00
22 SPY 514.79 12 Mar '24 5 513.00 0.133 4.19 6,339 514.00 0.132 3.58 16,583 0.61 1.00 1.64 -0.00
23 SPY 514.79 12 Mar '24 5 516.00 0.131 2.58 9,807 517.00 0.130 2.14 5,833 0.44 1.00 2.27 -0.00
24 SPY 514.79 28 Mar '24 21 513.00 0.124 7.11 605 514.00 0.123 6.51 1,843 0.60 1.00 1.67 -0.00
25 SPY 514.79 18 Mar '24 11 516.00 0.115 3.54 660 517.00 0.114 3.06 815 0.48 1.00 2.08 -0.00
26 SPY 514.79 5 Apr '24 29 515.00 0.125 7.23 1,388 516.00 0.124 6.67 1,061 0.56 1.00 1.79 -0.00
27 SPY 514.79 19 Mar '24 12 516.00 0.115 3.72 719 517.00 0.114 3.23 97 0.49 1.00 2.04 -0.00
28 SPY 514.79 19 Jul '24 134 515.00 0.148 20.25 1,010 516.00 0.148 19.39 4 0.86 1.00 1.16 -0.00
29 SPY 514.79 5 Apr '24 29 514.00 0.126 7.79 1,847 515.00 0.125 7.20 1,388 0.59 1.00 1.69 -0.00
30 SPY 514.79 20 Mar '24 13 513.00 0.122 5.71 945 514.00 0.121 5.11 955 0.60 1.00 1.67 -0.00
31 SPY 514.79 19 Jul '24 134 516.00 0.148 19.78 4 517.00 0.147 18.78 7 1.00 1.00 1.00 -0.00
32 SPY 514.79 12 Apr '24 36 516.00 0.129 7.86 302 517.00 0.128 7.30 304 0.56 1.00 1.79 -0.00
33 SPY 514.79 19 Jul '24 134 514.00 0.149 21.03 14 515.00 0.148 20.15 1,010 0.88 1.00 1.14 -0.00
34 SPY 514.79 12 Apr '24 36 515.00 0.130 8.41 872 516.00 0.129 7.83 302 0.58 1.00 1.72 -0.00
35 SPY 514.79 5 Apr '24 29 513.00 0.127 8.37 1,320 514.00 0.126 7.75 1,847 0.62 1.00 1.61 -0.00
36 SPY 514.79 19 Jul '24 134 513.00 0.150 21.67 23 514.00 0.149 20.63 14 1.04 1.00 0.96 -0.00
37 SPY 514.79 12 Mar '24 5 514.00 0.132 3.60 16,583 515.00 0.131 3.05 10,555 0.55 1.00 1.82 -0.00
38 SPY 514.79 13 Mar '24 6 515.00 0.132 3.39 7,966 516.00 0.131 2.88 4,436 0.51 1.00 1.96 -0.00
39 SPY 514.79 12 Apr '24 36 514.00 0.131 8.97 1,780 515.00 0.130 8.37 872 0.60 1.00 1.67 -0.00
40 SPY 514.79 30 Apr '24 54 516.00 0.134 10.27 601 517.00 0.133 9.68 428 0.59 1.00 1.69 -0.00
41 SPY 514.79 30 Apr '24 54 514.00 0.136 11.43 462 515.00 0.135 10.80 664 0.63 1.00 1.59 -0.00
42 SPY 514.79 21 Jun '24 106 513.00 0.152 19.15 141 514.00 0.151 18.08 183 1.07 1.00 0.93 -0.00
43 SPY 514.79 18 Mar '24 11 515.00 0.116 4.05 1,765 516.00 0.115 3.52 660 0.53 1.00 1.89 -0.00
44 SPY 514.79 19 Mar '24 12 514.00 0.116 4.76 203 515.00 0.115 4.19 652 0.57 1.00 1.75 -0.00
45 SPY 514.79 19 Apr '24 43 513.00 0.135 10.61 1,566 514.00 0.134 9.99 1,465 0.62 1.00 1.61 -0.00
46 SPY 514.79 13 Mar '24 6 516.00 0.131 2.90 4,436 517.00 0.130 2.44 7,861 0.46 1.00 2.17 -0.00
47 SPY 514.79 19 Apr '24 43 516.00 0.131 8.88 1,420 517.00 0.130 8.31 2,372 0.57 1.00 1.75 -0.00
48 SPY 514.79 18 Mar '24 11 514.00 0.117 4.59 1,434 515.00 0.116 4.02 1,765 0.57 1.00 1.75 -0.00
49 SPY 514.79 30 Apr '24 54 515.00 0.135 10.84 664 516.00 0.134 10.23 601 0.61 1.00 1.64 -0.00
50 SPY 514.79 19 Apr '24 43 515.00 0.133 9.44 7,083 516.00 0.131 8.85 1,420 0.59 1.00 1.69 -0.00
51 SPY 514.79 17 May '24 71 516.00 0.144 12.93 312 517.00 0.143 12.33 257 0.60 1.00 1.67 -0.00
52 SPY 514.79 15 Mar '24 8 516.00 0.130 3.39 9,745 517.00 0.129 2.91 3,812 0.48 1.00 2.08 -0.00
53 SPY 514.79 12 Apr '24 36 513.00 0.132 9.56 149 514.00 0.131 8.94 1,780 0.62 1.00 1.61 -0.00
54 SPY 514.79 17 May '24 71 515.00 0.145 13.53 571 516.00 0.144 12.91 312 0.62 1.00 1.61 -0.00
55 SPY 514.79 18 Mar '24 11 513.00 0.118 5.18 934 514.00 0.117 4.57 1,434 0.61 1.00 1.64 -0.00
56 SPY 514.79 19 Apr '24 43 514.00 0.134 10.02 1,465 515.00 0.133 9.41 7,083 0.61 1.00 1.64 -0.00
57 SPY 514.79 21 Jun '24 106 514.00 0.151 18.51 183 515.00 0.150 17.61 939 0.90 1.00 1.11 -0.00
58 SPY 514.79 30 Aug '24 176 516.00 0.154 24.77 2 517.00 0.153 23.67 2 1.10 1.00 0.91 -0.00
59 SPY 514.79 31 May '24 85 515.00 0.148 15.29 185 516.00 0.147 14.63 3 0.66 1.00 1.52 -0.00
60 SPY 514.79 13 Mar '24 6 514.00 0.133 3.93 10,002 515.00 0.132 3.37 7,966 0.56 1.00 1.79 -0.00
61 SPY 514.79 31 May '24 85 516.00 0.147 14.69 3 517.00 0.145 14.04 21 0.65 1.00 1.54 -0.00
62 SPY 514.79 13 Mar '24 6 513.00 0.134 4.52 6,888 514.00 0.133 3.91 10,002 0.61 1.00 1.64 -0.00
63 SPY 514.79 17 May '24 71 513.00 0.147 14.76 270 514.00 0.146 14.10 285 0.66 1.00 1.52 -0.00
64 SPY 514.79 31 May '24 85 513.00 0.150 16.54 34 514.00 0.149 15.86 108 0.68 1.00 1.47 -0.00
65 SPY 514.79 31 May '24 85 514.00 0.149 15.91 108 515.00 0.148 15.24 185 0.67 1.00 1.49 -0.00
66 SPY 514.79 17 May '24 71 514.00 0.146 14.14 285 515.00 0.145 13.49 571 0.65 1.00 1.54 -0.00
67 SPY 514.79 14 Mar '24 7 516.00 0.136 3.30 3,462 517.00 0.134 2.82 4,959 0.48 1.00 2.08 -0.00
68 SPY 514.79 15 Mar '24 8 514.00 0.132 4.45 14,139 515.00 0.131 3.88 17,835 0.57 1.00 1.75 -0.00
69 SPY 514.79 19 Mar '24 12 513.00 0.117 5.35 143 514.00 0.116 4.73 203 0.62 1.00 1.61 -0.00
70 SPY 514.79 30 Apr '24 54 513.00 0.137 12.04 235 514.00 0.136 11.39 462 0.65 1.00 1.54 -0.00
71 SPY 514.79 15 Mar '24 8 515.00 0.131 3.90 17,835 516.00 0.130 3.37 9,745 0.53 1.00 1.89 -0.00
72 SPY 514.79 14 Mar '24 7 514.00 0.139 4.36 3,893 515.00 0.137 3.79 4,586 0.57 1.00 1.75 -0.00
73 SPY 514.79 14 Mar '24 7 515.00 0.137 3.81 4,586 516.00 0.136 3.28 3,462 0.53 1.00 1.89 -0.00
74 SPY 514.79 15 Mar '24 8 513.00 0.134 5.04 13,166 514.00 0.132 4.42 14,139 0.62 1.00 1.61 -0.00
75 SPY 514.79 21 Jun '24 106 516.00 0.150 17.26 32 517.00 0.148 16.21 58 1.05 1.00 0.95 -0.00
76 SPY 514.79 14 Mar '24 7 513.00 0.140 4.96 2,280 514.00 0.139 4.34 3,893 0.62 1.00 1.61 -0.00
77 SPY 514.79 30 Aug '24 176 514.00 0.157 26.05 5 515.00 0.154 24.93 10 1.12 1.00 0.89 -0.00
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