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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 VAC 79.34 15 May '20 8 70.00 0.583 10.70 0 75.00 0.670 4.50 2 6.20 5.00 0.81 0.09
2 VAC 79.34 19 Jun '20 43 75.00 0.676 11.90 1 80.00 0.750 6.60 0 5.30 5.00 0.94 0.07
3 VAC 79.34 19 Jun '20 43 85.00 0.654 5.40 0 90.00 0.653 2.25 5 3.15 5.00 1.59 -0.00
4 VAC 79.34 20 Nov '20 197 85.00 0.670 14.80 0 90.00 0.655 8.70 0 6.10 5.00 0.82 -0.02
5 VAC 79.34 16 Oct '20 162 85.00 0.641 11.90 0 90.00 0.620 8.40 0 3.50 5.00 1.43 -0.02
6 VAC 79.34 15 May '20 8 75.00 0.670 6.60 2 80.00 0.647 1.65 16 4.95 5.00 1.01 -0.02
7 VAC 79.34 16 Oct '20 162 80.00 0.665 14.30 0 85.00 0.641 10.60 0 3.70 5.00 1.35 -0.02
8 VAC 79.34 17 Jul '20 71 75.00 0.712 12.40 0 80.00 0.675 8.60 0 3.80 5.00 1.32 -0.04
9 VAC 79.34 17 Jul '20 71 70.00 0.790 16.90 0 75.00 0.712 11.50 0 5.40 5.00 0.93 -0.08
10 VAC 79.34 17 Jul '20 71 80.00 0.675 9.60 0 85.00 0.585 4.60 0 5.00 5.00 1.00 -0.09
11 VAC 79.34 19 Jun '20 43 80.00 0.750 8.00 0 85.00 0.654 4.30 0 3.70 5.00 1.35 -0.10
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