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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 WAB 164.36 17 May '24 21 170.00 0.176 0.95 11 175.00 0.205 0.20 0 0.75 5.00 6.67 0.03
2 WAB 164.36 21 Jun '24 56 170.00 0.187 2.80 9 175.00 0.190 1.25 4 1.55 5.00 3.23 0.00
3 WAB 164.36 20 Dec '24 238 165.00 0.231 15.50 0 170.00 0.231 11.10 3 4.40 5.00 1.14 0.00
4 WAB 164.36 18 Oct '24 175 155.00 0.241 17.60 0 160.00 0.241 13.40 0 4.20 5.00 1.19 -0.00
5 WAB 164.36 19 Jul '24 84 170.00 0.196 4.20 0 175.00 0.192 2.30 0 1.90 5.00 2.63 -0.00
6 WAB 164.36 18 Oct '24 175 165.00 0.233 11.50 0 170.00 0.228 8.40 0 3.10 5.00 1.61 -0.00
7 WAB 164.36 21 Jun '24 56 165.00 0.193 4.90 9 170.00 0.187 2.50 9 2.40 5.00 2.08 -0.01
8 WAB 164.36 19 Jul '24 84 165.00 0.203 6.50 0 170.00 0.196 3.80 0 2.70 5.00 1.85 -0.01
9 WAB 164.36 18 Oct '24 175 160.00 0.241 14.90 0 165.00 0.233 10.80 0 4.10 5.00 1.22 -0.01
10 WAB 164.36 18 Oct '24 175 170.00 0.228 9.10 0 175.00 0.218 6.20 0 2.90 5.00 1.72 -0.01
11 WAB 164.36 20 Dec '24 238 160.00 0.241 17.20 0 165.00 0.231 13.40 0 3.80 5.00 1.32 -0.01
12 WAB 164.36 20 Dec '24 238 155.00 0.252 21.00 0 160.00 0.241 16.40 0 4.60 5.00 1.09 -0.01
13 WAB 164.36 21 Jun '24 56 160.00 0.208 8.10 1 165.00 0.193 4.60 9 3.50 5.00 1.43 -0.01
14 WAB 164.36 21 Jun '24 56 155.00 0.223 13.10 0 160.00 0.208 7.60 1 5.50 5.00 0.91 -0.02
15 WAB 164.36 19 Jul '24 84 155.00 0.250 14.40 0 160.00 0.234 9.10 0 5.30 5.00 0.94 -0.02
16 WAB 164.36 17 May '24 21 160.00 0.194 6.10 5 165.00 0.171 0.90 1,303 5.20 5.00 0.96 -0.02
17 WAB 164.36 19 Jul '24 84 160.00 0.234 10.70 0 165.00 0.203 6.10 0 4.60 5.00 1.09 -0.03
18 WAB 164.36 17 May '24 21 155.00 0.254 12.00 0 160.00 0.194 3.70 5 8.30 5.00 0.60 -0.06
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