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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 T 34.15 9 Aug '19 14 35.00 0.142 0.11 157 35.50 0.146 0.02 106 0.09 0.50 5.56 0.00
2 T 34.15 16 Aug '19 21 35.00 0.139 0.16 1,422 35.50 0.142 0.06 198 0.10 0.50 5.00 0.00
3 T 34.15 2 Aug '19 7 34.50 0.148 0.15 3,022 35.00 0.148 0.03 1,031 0.12 0.50 4.17 0.00
4 T 34.15 6 Sep '19 42 35.00 0.140 0.34 227 35.50 0.137 0.16 22 0.18 0.50 2.78 -0.00
5 T 34.15 23 Aug '19 28 34.50 0.149 0.42 122 35.00 0.145 0.21 301 0.21 0.50 2.38 -0.00
6 T 34.15 16 Aug '19 21 34.50 0.144 0.33 1,822 35.00 0.139 0.15 1,422 0.18 0.50 2.78 -0.01
7 T 34.15 9 Aug '19 14 34.50 0.149 0.26 1,185 35.00 0.142 0.09 157 0.17 0.50 2.94 -0.01
8 T 34.15 30 Aug '19 35 34.00 0.159 0.77 170 34.50 0.151 0.47 143 0.30 0.50 1.67 -0.01
9 T 34.15 6 Sep '19 42 34.50 0.148 0.56 12 35.00 0.140 0.31 227 0.25 0.50 2.00 -0.01
10 T 34.15 23 Aug '19 28 35.00 0.145 0.24 301 35.50 0.136 0.09 7 0.15 0.50 3.33 -0.01
11 T 34.15 23 Aug '19 28 34.00 0.158 0.69 126 34.50 0.149 0.39 122 0.30 0.50 1.67 -0.01
12 T 34.15 6 Sep '19 42 34.00 0.157 0.82 71 34.50 0.148 0.51 12 0.31 0.50 1.61 -0.01
13 T 34.15 30 Aug '19 35 35.00 0.140 0.28 282 35.50 0.131 0.12 52 0.16 0.50 3.12 -0.01
14 T 34.15 6 Sep '19 42 33.50 0.167 1.17 22 34.00 0.157 0.79 71 0.38 0.50 1.32 -0.01
15 T 34.15 16 Aug '19 21 34.00 0.155 0.60 2,678 34.50 0.144 0.31 1,822 0.29 0.50 1.72 -0.01
16 T 34.15 30 Aug '19 35 34.50 0.151 0.50 143 35.00 0.140 0.26 282 0.24 0.50 2.08 -0.01
17 T 34.15 30 Aug '19 35 33.50 0.171 1.11 19 34.00 0.159 0.73 170 0.38 0.50 1.32 -0.01
18 T 34.15 9 Aug '19 14 34.00 0.162 0.52 515 34.50 0.149 0.24 1,185 0.28 0.50 1.79 -0.01
19 T 34.15 23 Aug '19 28 33.50 0.171 1.04 91 34.00 0.158 0.66 126 0.38 0.50 1.32 -0.01
20 T 34.15 9 Aug '19 14 33.50 0.175 0.87 151 34.00 0.162 0.49 515 0.38 0.50 1.32 -0.01
21 T 34.15 16 Aug '19 21 33.50 0.169 0.95 624 34.00 0.155 0.57 2,678 0.38 0.50 1.32 -0.01
22 T 34.15 2 Aug '19 7 34.00 0.164 0.40 2,890 34.50 0.148 0.13 3,022 0.27 0.50 1.85 -0.02
23 T 34.15 2 Aug '19 7 33.50 0.182 0.78 2,489 34.00 0.164 0.37 2,890 0.41 0.50 1.22 -0.02
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