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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 SMH 137.57 21 Feb '20 21 156.00 0.243 18.90 0 157.00 0.330 18.95 7 -0.05 1.00 1.05 0.09
2 SMH 137.57 7 Feb '20 7 144.50 0.250 7.20 30 145.00 0.273 7.45 63 -0.25 0.50 2.00 0.02
3 SMH 137.57 7 Feb '20 7 143.50 0.238 6.50 2 144.00 0.260 6.55 30 -0.05 0.50 1.11 0.02
4 SMH 137.57 21 Feb '20 21 146.50 0.208 9.60 2 147.00 0.228 9.75 4 -0.15 0.50 1.43 0.02
5 SMH 137.57 14 Feb '20 14 145.50 0.224 8.60 0 146.00 0.239 8.65 6 -0.05 0.50 1.11 0.01
6 SMH 137.57 7 Feb '20 7 146.00 0.223 8.65 9 146.50 0.234 8.80 0 -0.15 0.50 1.43 0.01
7 SMH 137.57 21 Feb '20 21 145.50 0.223 8.65 0 146.00 0.232 8.90 61 -0.25 0.50 2.00 0.01
8 SMH 137.57 14 Feb '20 14 144.50 0.239 7.75 5 145.00 0.246 7.80 10 -0.05 0.50 1.11 0.01
9 SMH 137.57 14 Feb '20 14 142.50 0.262 6.10 1 143.00 0.266 6.35 22 -0.25 0.50 2.00 0.00
10 SMH 137.57 21 Feb '20 21 145.00 0.223 8.30 46 145.50 0.223 8.35 0 -0.05 0.50 1.11 0.00
11 SMH 137.57 21 Feb '20 21 142.50 0.250 6.45 5 143.00 0.251 6.70 153 -0.25 0.50 2.00 0.00
12 SMH 137.57 14 Feb '20 14 140.50 0.278 4.80 11 141.00 0.279 5.00 2 -0.20 0.50 1.67 0.00
13 SMH 137.57 7 Feb '20 7 139.50 0.312 3.60 21 140.00 0.312 3.70 1,000 -0.10 0.50 1.25 0.00
14 SMH 137.57 21 Feb '20 21 155.00 0.243 17.90 5 156.00 0.243 17.95 0 -0.05 1.00 1.05  0
15 SMH 137.57 21 Feb '20 21 139.50 0.272 4.70 25 140.00 0.272 4.85 1,280 -0.15 0.50 1.43 -0.00
16 SMH 137.57 14 Feb '20 14 139.50 0.288 4.30 3 140.00 0.287 4.40 12 -0.10 0.50 1.25 -0.00
17 SMH 137.57 14 Feb '20 14 141.50 0.274 5.40 14 142.00 0.273 5.65 101 -0.25 0.50 2.00 -0.00
18 SMH 137.57 21 Feb '20 21 143.50 0.246 7.20 0 144.00 0.244 7.40 1,114 -0.20 0.50 1.67 -0.00
19 SMH 137.57 21 Feb '20 21 141.50 0.260 5.85 39 142.00 0.258 6.05 124 -0.20 0.50 1.67 -0.00
20 SMH 137.57 14 Feb '20 14 138.00 0.300 3.50 57 138.50 0.298 3.65 6 -0.15 0.50 1.43 -0.00
21 SMH 137.57 21 Feb '20 21 144.00 0.244 7.50 1,114 144.50 0.242 7.75 59 -0.25 0.50 2.00 -0.00
22 SMH 137.57 14 Feb '20 14 137.00 0.309 3.10 5 137.50 0.306 3.20 8 -0.10 0.50 1.25 -0.00
23 SMH 137.57 21 Feb '20 21 140.00 0.272 5.00 1,280 140.50 0.269 5.15 17 -0.15 0.50 1.43 -0.00
24 SMH 137.57 14 Feb '20 14 138.50 0.298 3.75 6 139.00 0.295 3.90 67 -0.15 0.50 1.43 -0.00
25 SMH 137.57 21 Feb '20 21 139.00 0.275 4.45 201 139.50 0.272 4.60 25 -0.15 0.50 1.43 -0.00
26 SMH 137.57 7 Feb '20 7 141.00 0.297 4.45 107 141.50 0.294 4.70 4 -0.25 0.50 2.00 -0.00
27 SMH 137.57 21 Feb '20 21 140.50 0.269 5.30 17 141.00 0.265 5.40 124 -0.10 0.50 1.25 -0.00
28 SMH 137.57 7 Feb '20 7 139.00 0.317 3.25 160 139.50 0.312 3.35 21 -0.10 0.50 1.25 -0.00
29 SMH 137.57 14 Feb '20 14 141.00 0.279 5.10 2 141.50 0.274 5.30 14 -0.20 0.50 1.67 -0.00
30 SMH 137.57 21 Feb '20 21 141.00 0.265 5.60 124 141.50 0.260 5.70 39 -0.10 0.50 1.25 -0.01
31 SMH 137.57 21 Feb '20 21 143.00 0.251 6.80 153 143.50 0.246 6.95 0 -0.15 0.50 1.43 -0.01
32 SMH 137.57 7 Feb '20 7 142.00 0.287 5.15 48 142.50 0.282 5.40 15 -0.25 0.50 2.00 -0.01
33 SMH 137.57 7 Feb '20 7 138.00 0.330 2.77 567 138.50 0.324 2.93 34 -0.16 0.50 1.47 -0.01
34 SMH 137.57 14 Feb '20 14 137.50 0.306 3.30 8 138.00 0.300 3.40 57 -0.10 0.50 1.25 -0.01
35 SMH 137.57 7 Feb '20 7 140.00 0.312 3.85 1,000 140.50 0.306 4.05 43 -0.20 0.50 1.67 -0.01
36 SMH 137.57 7 Feb '20 7 137.00 0.342 2.35 1,817 137.50 0.336 2.48 1,576 -0.13 0.50 1.35 -0.01
37 SMH 137.57 7 Feb '20 7 137.50 0.336 2.55 1,576 138.00 0.330 2.69 567 -0.14 0.50 1.39 -0.01
38 SMH 137.57 21 Feb '20 21 147.50 0.220 10.40 23 148.00 0.213 10.55 4 -0.15 0.50 1.43 -0.01
39 SMH 137.57 7 Feb '20 7 141.50 0.294 4.80 4 142.00 0.287 5.05 48 -0.25 0.50 2.00 -0.01
40 SMH 137.57 14 Feb '20 14 139.00 0.295 4.00 67 139.50 0.288 4.05 3 -0.05 0.50 1.11 -0.01
41 SMH 137.57 21 Feb '20 21 142.00 0.258 6.15 124 142.50 0.250 6.30 5 -0.15 0.50 1.43 -0.01
42 SMH 137.57 7 Feb '20 7 138.50 0.324 3.00 34 139.00 0.317 3.15 160 -0.15 0.50 1.43 -0.01
43 SMH 137.57 14 Feb '20 14 143.50 0.257 6.85 6 144.00 0.250 6.95 1 -0.10 0.50 1.25 -0.01
44 SMH 137.57 21 Feb '20 21 147.00 0.228 9.95 4 147.50 0.220 10.10 23 -0.15 0.50 1.43 -0.01
45 SMH 137.57 14 Feb '20 14 140.00 0.287 4.55 12 140.50 0.278 4.70 11 -0.15 0.50 1.43 -0.01
46 SMH 137.57 7 Feb '20 7 140.50 0.306 4.15 43 141.00 0.297 4.35 107 -0.20 0.50 1.67 -0.01
47 SMH 137.57 14 Feb '20 14 143.00 0.266 6.45 22 143.50 0.257 6.60 6 -0.15 0.50 1.43 -0.01
48 SMH 137.57 7 Feb '20 7 142.50 0.282 5.55 15 143.00 0.273 5.75 1,089 -0.20 0.50 1.67 -0.01
49 SMH 137.57 21 Feb '20 21 148.00 0.213 10.80 4 148.50 0.204 11.05 20 -0.25 0.50 2.00 -0.01
50 SMH 137.57 7 Feb '20 7 144.00 0.260 6.80 30 144.50 0.250 7.00 30 -0.20 0.50 1.67 -0.01
51 SMH 137.57 14 Feb '20 14 142.00 0.273 5.75 101 142.50 0.262 5.85 1 -0.10 0.50 1.25 -0.01
52 SMH 137.57 7 Feb '20 7 146.50 0.234 9.15 0 147.00 0.217 9.35 321 -0.20 0.50 1.67 -0.02
53 SMH 137.57 21 Feb '20 21 144.50 0.242 7.90 59 145.00 0.223 8.05 46 -0.15 0.50 1.43 -0.02
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