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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 VMW 132.45 17 Jan '20 142 48.19 0.770 86.50 0 53.19 0.809 78.10 0 8.40 5.00 0.60 0.04
2 VMW 132.45 15 Jan '21 506 48.19 0.380 88.30 0 53.19 0.401 79.70 0 8.60 5.00 0.58 0.02
3 VMW 132.45 15 Jan '21 506 105.00 0.364 40.20 0 108.19 0.370 36.90 0 3.30 3.19 0.97 0.01
4 VMW 132.45 15 Jan '21 506 53.19 0.401 83.70 0 58.19 0.405 75.10 0 8.60 5.00 0.58 0.00
5 VMW 132.45 17 Jan '20 142 100.00 0.454 36.10 0 103.19 0.457 32.50 0 3.60 3.19 0.89 0.00
6 VMW 132.45 15 Jan '21 506 85.00 0.385 55.30 0 88.19 0.387 51.00 0 4.30 3.19 0.74 0.00
7 VMW 132.45 15 Jan '21 506 58.19 0.405 79.20 0 63.19 0.407 70.70 0 8.50 5.00 0.59 0.00
8 VMW 132.45 15 Jan '21 506 110.00 0.371 37.40 0 113.19 0.365 33.80 0 3.60 3.19 0.89 -0.01
9 VMW 132.45 17 Jan '20 142 113.19 0.422 25.50 0 115.00 0.413 22.90 0 2.60 1.81 0.70 -0.01
10 VMW 132.45 17 Jan '20 142 110.00 0.432 28.00 0 113.19 0.422 24.40 0 3.60 3.19 0.89 -0.01
11 VMW 132.45 17 Jan '20 142 103.19 0.457 33.50 0 105.00 0.444 30.70 0 2.80 1.81 0.65 -0.01
12 VMW 132.45 17 Jan '20 142 105.00 0.444 32.00 0 108.19 0.413 27.90 5 4.10 3.19 0.78 -0.03
13 VMW 132.45 17 Jan '20 142 58.19 0.708 76.80 0 63.19 0.675 68.10 0 8.70 5.00 0.57 -0.03
14 VMW 132.45 17 Jan '20 142 33.19 1.036 101.50 0 38.19 0.979 92.70 0 8.80 5.00 0.57 -0.06
15 VMW 132.45 17 Jan '20 142 38.19 0.979 96.70 0 43.19 0.902 87.80 0 8.90 5.00 0.56 -0.08
16 VMW 132.45 17 Jan '20 142 63.19 0.675 72.00 0 68.19 0.589 63.00 0 9.00 5.00 0.56 -0.09
17 VMW 132.45 17 Jan '20 142 53.19 0.809 81.90 0 58.19 0.708 73.00 0 8.90 5.00 0.56 -0.10
18 VMW 132.45 17 Jan '20 142 28.19 1.166 106.50 0 33.19 1.036 97.70 0 8.80 5.00 0.57 -0.13
19 VMW 132.45 17 Jan '20 142 43.19 0.902 91.70 0 48.19 0.770 82.80 0 8.90 5.00 0.56 -0.13
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