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Long Call
LEG VOLUME
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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 TWLO 203.30 19 Jun '20 4 207.50 0.684 4.20 390 210.00 0.710 3.25 3,912 0.95 2.50 2.63 0.03
2 TWLO 203.30 26 Jun '20 11 205.00 0.605 8.15 231 207.50 0.631 6.45 61 1.70 2.50 1.47 0.03
3 TWLO 203.30 19 Jun '20 4 200.00 0.677 7.75 2,012 202.50 0.689 6.05 952 1.70 2.50 1.47 0.01
4 TWLO 203.30 26 Jun '20 11 200.00 0.600 10.50 207 202.50 0.612 8.40 288 2.10 2.50 1.19 0.01
5 TWLO 203.30 2 Jul '20 17 200.00 0.574 12.50 85 202.50 0.582 9.85 23 2.65 2.50 0.94 0.01
6 TWLO 203.30 2 Jul '20 17 205.00 0.574 9.75 38 207.50 0.576 7.75 4 2.00 2.50 1.25 0.00
7 TWLO 203.30 19 Jun '20 4 205.00 0.682 5.40 3,531 207.50 0.684 3.55 390 1.85 2.50 1.35 0.00
8 TWLO 203.30 26 Jun '20 11 202.50 0.612 9.30 288 205.00 0.605 7.30 231 2.00 2.50 1.25 -0.01
9 TWLO 203.30 19 Jun '20 4 202.50 0.689 6.50 952 205.00 0.682 4.50 3,531 2.00 2.50 1.25 -0.01
10 TWLO 203.30 2 Jul '20 17 202.50 0.582 11.05 23 205.00 0.574 8.90 38 2.15 2.50 1.16 -0.01
11 TWLO 203.30 26 Jun '20 11 207.50 0.631 7.10 61 210.00 0.619 5.75 266 1.35 2.50 1.85 -0.01
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