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Long Put
LEG VOLUME
STRIKE RANGE
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LEG VOLUME
SPREAD
 
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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 GNRC 102.92 21 Feb '20 15 105.00 0.430 4.90 5 110.00 0.451 8.00 0 -3.10 5.00 2.63 0.02
2 GNRC 102.92 18 Dec '20 316 100.00 0.315 10.60 1 105.00 0.327 12.00 0 -1.40 5.00 1.39 0.01
3 GNRC 102.92 21 Aug '20 197 100.00 0.304 8.40 0 105.00 0.309 9.70 0 -1.30 5.00 1.35 0.01
4 GNRC 102.92 15 May '20 99 97.50 0.333 4.70 0 100.00 0.333 5.40 1 -0.70 2.50 1.39 0.00
5 GNRC 102.92 20 Mar '20 43 97.50 0.353 2.70 0 100.00 0.348 3.40 8 -0.70 2.50 1.39 -0.01
6 GNRC 102.92 20 Mar '20 43 105.00 0.334 6.00 9 110.00 0.327 8.80 0 -2.80 5.00 2.27 -0.01
7 GNRC 102.92 21 Feb '20 15 97.50 0.449 1.65 22 100.00 0.442 2.25 34 -0.60 2.50 1.32 -0.01
8 GNRC 102.92 15 May '20 99 105.00 0.321 8.10 6 110.00 0.314 10.60 0 -2.50 5.00 2.00 -0.01
9 GNRC 102.92 15 May '20 99 110.00 0.314 11.30 0 115.00 0.305 14.00 0 -2.70 5.00 2.17 -0.01
10 GNRC 102.92 21 Feb '20 15 100.00 0.442 2.45 34 105.00 0.430 4.60 5 -2.15 5.00 1.75 -0.01
11 GNRC 102.92 15 May '20 99 100.00 0.333 5.70 1 105.00 0.321 7.80 6 -2.10 5.00 1.72 -0.01
12 GNRC 102.92 20 Mar '20 43 100.00 0.348 3.60 8 105.00 0.334 5.70 9 -2.10 5.00 1.72 -0.01
13 GNRC 102.92 18 Dec '20 316 105.00 0.327 13.10 0 110.00 0.310 14.70 0 -1.60 5.00 1.47 -0.02
14 GNRC 102.92 21 Aug '20 197 97.50 0.321 7.20 0 100.00 0.304 7.30 0 -0.10 2.50 1.04 -0.02
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