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LEG VOLUME
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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 GBX 30.85 20 Sep '19 81 40.00 0.480 9.80 0 45.00 0.570 12.80 0 -3.00 5.00 2.50 0.09
2 GBX 30.85 20 Dec '19 172 40.00 0.446 10.40 0 45.00 0.508 14.40 0 -4.00 5.00 5.00 0.06
3 GBX 30.85 20 Sep '19 81 35.00 0.450 5.50 4 40.00 0.480 9.40 0 -3.90 5.00 4.55 0.03
4 GBX 30.85 19 Jul '19 18 30.00 0.600 1.25 299 35.00 0.621 4.10 7 -2.85 5.00 2.33 0.02
5 GBX 30.85 15 Nov '19 137 35.00 0.447 6.10 0 40.00 0.463 9.80 0 -3.70 5.00 3.85 0.02
6 GBX 30.85 20 Dec '19 172 35.00 0.436 6.30 0 40.00 0.446 9.90 0 -3.60 5.00 3.57 0.01
7 GBX 30.85 20 Dec '19 172 30.00 0.441 3.30 4 35.00 0.436 6.10 0 -2.80 5.00 2.27 -0.01
8 GBX 30.85 20 Sep '19 81 30.00 0.459 2.25 1 35.00 0.450 5.10 4 -2.85 5.00 2.33 -0.01
9 GBX 30.85 15 Nov '19 137 30.00 0.466 3.10 4 35.00 0.447 5.80 0 -2.70 5.00 2.17 -0.02
10 GBX 30.85 20 Sep '19 81 25.00 0.483 0.70 10 30.00 0.459 2.05 1 -1.35 5.00 1.37 -0.02
11 GBX 30.85 16 Aug '19 46 25.00 0.538 0.40 11 30.00 0.503 1.70 49 -1.30 5.00 1.35 -0.03
12 GBX 30.85 15 Nov '19 137 25.00 0.503 1.30 0 30.00 0.466 2.80 4 -1.50 5.00 1.43 -0.04
13 GBX 30.85 20 Dec '19 172 25.00 0.480 1.50 0 30.00 0.441 3.10 4 -1.60 5.00 1.47 -0.04
14 GBX 30.85 19 Jul '19 18 25.00 0.645 0.15 600 30.00 0.600 1.20 299 -1.05 5.00 1.27 -0.05
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