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Long Put
LEG VOLUME
STRIKE RANGE
EXPIRATION
Short Put
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 GWRE 95.70 17 Jul '20 71 100.00 0.368 9.20 0 105.00 0.377 11.50 0 -2.30 5.00 1.85 0.01
2 GWRE 95.70 18 Dec '20 225 90.00 0.407 10.00 0 95.00 0.412 10.60 0 -0.60 5.00 1.14 0.00
3 GWRE 95.70 19 Jun '20 43 90.00 0.426 3.40 0 95.00 0.413 4.70 0 -1.30 5.00 1.35 -0.01
4 GWRE 95.70 18 Dec '20 225 105.00 0.363 17.20 0 110.00 0.351 18.70 0 -1.50 5.00 1.43 -0.01
5 GWRE 95.70 18 Dec '20 225 100.00 0.383 14.80 0 105.00 0.363 16.00 0 -1.20 5.00 1.32 -0.02
6 GWRE 95.70 17 Jul '20 71 95.00 0.388 6.60 0 100.00 0.368 8.20 0 -1.60 5.00 1.47 -0.02
7 GWRE 95.70 17 Jul '20 71 105.00 0.377 13.10 0 110.00 0.352 15.00 0 -1.90 5.00 1.61 -0.03
8 GWRE 95.70 18 Dec '20 225 95.00 0.412 12.00 0 100.00 0.383 13.10 0 -1.10 5.00 1.28 -0.03
9 GWRE 95.70 17 Jul '20 71 90.00 0.419 4.70 0 95.00 0.388 5.70 0 -1.00 5.00 1.25 -0.03
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