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# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CSCO 48.45 7 Feb '20 2 49.00 0.211 0.67 316 49.50 0.243 1.06 50 -0.39 0.50 4.55 0.03
2 CSCO 48.45 6 Mar '20 30 48.50 0.268 1.54 20 49.00 0.277 1.67 0 -0.13 0.50 1.35 0.01
3 CSCO 48.45 6 Mar '20 30 47.50 0.273 1.11 14 48.00 0.272 1.25 18 -0.14 0.50 1.39 -0.00
4 CSCO 48.45 13 Mar '20 37 48.00 0.259 1.39 9 48.50 0.257 1.57 1 -0.18 0.50 1.56 -0.00
5 CSCO 48.45 13 Mar '20 37 48.50 0.257 1.62 1 49.00 0.254 1.82 4 -0.20 0.50 1.67 -0.00
6 CSCO 48.45 28 Feb '20 23 49.00 0.281 1.69 6 49.50 0.278 1.93 4 -0.24 0.50 1.92 -0.00
7 CSCO 48.45 21 Feb '20 16 48.00 0.326 1.11 391 48.50 0.323 1.32 533 -0.21 0.50 1.72 -0.00
8 CSCO 48.45 28 Feb '20 23 47.50 0.293 0.99 15 48.00 0.289 1.17 34 -0.18 0.50 1.56 -0.00
9 CSCO 48.45 21 Feb '20 16 47.50 0.330 0.91 86 48.00 0.326 1.09 391 -0.18 0.50 1.56 -0.00
10 CSCO 48.45 13 Mar '20 37 47.50 0.262 1.19 0 48.00 0.259 1.34 9 -0.15 0.50 1.43 -0.00
11 CSCO 48.45 21 Feb '20 16 49.00 0.318 1.60 119 49.50 0.314 1.86 67 -0.26 0.50 2.08 -0.00
12 CSCO 48.45 6 Mar '20 30 48.00 0.272 1.32 18 48.50 0.268 1.48 20 -0.16 0.50 1.47 -0.00
13 CSCO 48.45 28 Feb '20 23 48.50 0.285 1.42 72 49.00 0.281 1.65 6 -0.23 0.50 1.85 -0.00
14 CSCO 48.45 28 Feb '20 23 48.00 0.289 1.19 34 48.50 0.285 1.39 72 -0.20 0.50 1.67 -0.00
15 CSCO 48.45 14 Feb '20 9 48.00 0.401 1.01 208 48.50 0.397 1.22 394 -0.21 0.50 1.72 -0.00
16 CSCO 48.45 21 Feb '20 16 48.50 0.323 1.34 533 49.00 0.318 1.57 119 -0.23 0.50 1.85 -0.00
17 CSCO 48.45 14 Feb '20 9 48.50 0.397 1.24 394 49.00 0.392 1.47 95 -0.23 0.50 1.85 -0.01
18 CSCO 48.45 14 Feb '20 9 47.50 0.408 0.82 128 48.00 0.401 0.99 208 -0.17 0.50 1.52 -0.01
19 CSCO 48.45 14 Feb '20 9 49.00 0.392 1.50 95 49.50 0.384 1.76 121 -0.26 0.50 2.08 -0.01
20 CSCO 48.45 7 Feb '20 2 48.50 0.220 0.35 641 49.00 0.211 0.64 316 -0.29 0.50 2.38 -0.01
21 CSCO 48.45 7 Feb '20 2 48.00 0.230 0.16 718 48.50 0.220 0.33 641 -0.17 0.50 1.52 -0.01
22 CSCO 48.45 7 Feb '20 2 47.50 0.263 0.08 87 48.00 0.230 0.14 718 -0.06 0.50 1.14 -0.03
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