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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 LSCC 21.70 19 Jun '20 147 20.00 0.532 2.40 6 22.50 0.579 3.50 0 -1.10 2.50 1.79 0.05
2 LSCC 21.70 20 Mar '20 56 25.00 0.613 4.40 0 30.00 0.619 8.40 0 -4.00 5.00 5.00 0.01
3 LSCC 21.70 15 Jan '21 357 17.50 0.538 2.45 0 20.00 0.544 3.30 0 -0.85 2.50 1.52 0.01
4 LSCC 21.70 21 Jan '22 728 17.50 0.552 3.80 0 20.00 0.558 4.70 0 -0.90 2.50 1.56 0.01
5 LSCC 21.70 15 Jan '21 357 22.50 0.527 4.90 0 25.00 0.525 6.20 0 -1.30 2.50 2.08 -0.00
6 LSCC 21.70 16 Oct '20 266 22.50 0.536 4.40 0 25.00 0.532 5.80 0 -1.40 2.50 2.27 -0.00
7 LSCC 21.70 19 Jun '20 147 25.00 0.541 5.30 0 30.00 0.531 8.80 0 -3.50 5.00 3.33 -0.01
8 LSCC 21.70 21 Jan '22 728 20.00 0.558 5.00 0 22.50 0.545 6.00 0 -1.00 2.50 1.67 -0.01
9 LSCC 21.70 20 Mar '20 56 22.50 0.626 2.65 5 25.00 0.613 4.10 0 -1.45 2.50 2.38 -0.01
10 LSCC 21.70 16 Oct '20 266 25.00 0.532 6.00 0 30.00 0.518 9.40 0 -3.40 5.00 3.12 -0.01
11 LSCC 21.70 15 Jan '21 357 20.00 0.544 3.60 0 22.50 0.527 4.60 0 -1.00 2.50 1.67 -0.02
12 LSCC 21.70 16 Oct '20 266 20.00 0.555 3.10 0 22.50 0.536 4.20 0 -1.10 2.50 1.79 -0.02
13 LSCC 21.70 20 Mar '20 56 20.00 0.645 1.45 30 22.50 0.626 2.50 5 -1.05 2.50 1.72 -0.02
14 LSCC 21.70 16 Oct '20 266 17.50 0.577 2.05 0 20.00 0.555 2.95 0 -0.90 2.50 1.56 -0.02
15 LSCC 21.70 21 Feb '20 28 20.00 0.771 1.10 18 22.50 0.748 2.20 103 -1.10 2.50 1.79 -0.02
16 LSCC 21.70 21 Feb '20 28 22.50 0.748 2.30 103 25.00 0.721 3.80 4 -1.50 2.50 2.50 -0.03
17 LSCC 21.70 20 Mar '20 56 17.50 0.675 0.65 1 20.00 0.645 1.30 30 -0.65 2.50 1.35 -0.03
18 LSCC 21.70 19 Jun '20 147 22.50 0.579 3.70 0 25.00 0.541 4.80 0 -1.10 2.50 1.79 -0.04
19 LSCC 21.70 21 Feb '20 28 17.50 0.816 0.45 20 20.00 0.771 1.00 18 -0.55 2.50 1.28 -0.04
20 LSCC 21.70 19 Jun '20 147 17.50 0.619 1.45 0 20.00 0.532 1.95 6 -0.50 2.50 1.25 -0.09
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