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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 SNAP 17.50 2 Aug '19 4 18.00 0.495 0.69 2,188 18.50 0.512 1.06 1,525 -0.37 0.50 3.85 0.02
2 SNAP 17.50 2 Aug '19 4 18.50 0.512 1.09 1,525 19.00 0.527 1.51 314 -0.42 0.50 6.25 0.01
3 SNAP 17.50 9 Aug '19 11 18.50 0.459 1.22 282 19.00 0.468 1.60 372 -0.38 0.50 4.17 0.01
4 SNAP 17.50 9 Aug '19 11 18.00 0.451 0.85 377 18.50 0.459 1.19 282 -0.34 0.50 3.13 0.01
5 SNAP 17.50 30 Aug '19 32 17.00 0.432 0.67 52 17.50 0.437 0.88 29 -0.21 0.50 1.72 0.00
6 SNAP 17.50 16 Aug '19 18 18.00 0.444 0.99 932 18.50 0.447 1.31 263 -0.32 0.50 2.78 0.00
7 SNAP 17.50 23 Aug '19 25 18.00 0.438 1.10 203 18.50 0.440 1.41 14 -0.31 0.50 2.63 0.00
8 SNAP 17.50 2 Aug '19 4 16.50 0.518 0.07 1,376 17.00 0.518 0.17 15,295 -0.10 0.50 1.25 0.00
9 SNAP 17.50 17 Jan '20 172 17.00 0.513 2.15 167 18.00 0.513 2.64 30 -0.49 1.00 1.96 -0.00
10 SNAP 17.50 23 Aug '19 25 17.50 0.439 0.81 21 18.00 0.438 1.07 203 -0.26 0.50 2.08 -0.00
11 SNAP 17.50 16 Aug '19 18 18.50 0.447 1.33 263 19.00 0.446 1.69 400 -0.36 0.50 3.57 -0.00
12 SNAP 17.50 16 Aug '19 18 17.00 0.446 0.47 2,218 17.50 0.446 0.68 791 -0.21 0.50 1.72 -0.00
13 SNAP 17.50 23 Aug '19 25 18.50 0.440 1.43 14 19.00 0.439 1.78 0 -0.35 0.50 3.33 -0.00
14 SNAP 17.50 9 Aug '19 11 17.00 0.455 0.34 465 17.50 0.454 0.54 928 -0.20 0.50 1.67 -0.00
15 SNAP 17.50 6 Sep '19 39 17.50 0.424 0.98 112 18.00 0.423 1.23 15 -0.25 0.50 2.00 -0.00
16 SNAP 17.50 16 Aug '19 18 17.50 0.446 0.70 791 18.00 0.444 0.96 932 -0.26 0.50 2.08 -0.00
17 SNAP 17.50 30 Aug '19 32 17.00 0.432 0.67 52 18.00 0.430 1.15 32 -0.48 1.00 1.92 -0.00
18 SNAP 17.50 30 Aug '19 32 18.50 0.426 1.51 0 19.00 0.424 1.83 0 -0.32 0.50 2.78 -0.00
19 SNAP 17.50 16 Aug '19 18 17.00 0.446 0.47 2,218 18.00 0.444 0.96 932 -0.49 1.00 1.96 -0.00
20 SNAP 17.50 9 Aug '19 11 17.50 0.454 0.56 928 18.00 0.451 0.83 377 -0.27 0.50 2.17 -0.00
21 SNAP 17.50 18 Oct '19 81 17.00 0.447 1.23 291 18.00 0.444 1.69 129 -0.46 1.00 1.85 -0.00
22 SNAP 17.50 16 Aug '19 18 16.50 0.449 0.30 645 17.00 0.446 0.45 2,218 -0.15 0.50 1.43 -0.00
23 SNAP 17.50 30 Aug '19 32 18.00 0.430 1.19 32 18.50 0.426 1.47 0 -0.28 0.50 2.27 -0.00
24 SNAP 17.50 23 Aug '19 25 17.00 0.442 0.58 114 17.50 0.439 0.79 21 -0.21 0.50 1.72 -0.00
25 SNAP 17.50 23 Aug '19 25 17.00 0.442 0.58 114 18.00 0.438 1.07 203 -0.49 1.00 1.96 -0.00
26 SNAP 17.50 9 Aug '19 11 17.00 0.455 0.34 465 18.00 0.451 0.83 377 -0.49 1.00 1.96 -0.00
27 SNAP 17.50 2 Aug '19 4 17.50 0.500 0.37 2,972 18.00 0.495 0.66 2,188 -0.29 0.50 2.38 -0.00
28 SNAP 17.50 6 Sep '19 39 17.00 0.430 0.75 4 17.50 0.424 0.95 112 -0.20 0.50 1.67 -0.01
29 SNAP 17.50 30 Aug '19 32 17.50 0.437 0.91 29 18.00 0.430 1.15 32 -0.24 0.50 1.92 -0.01
30 SNAP 17.50 6 Sep '19 39 17.00 0.430 0.75 4 18.00 0.423 1.23 15 -0.48 1.00 1.92 -0.01
31 SNAP 17.50 6 Sep '19 39 18.00 0.423 1.26 15 18.50 0.415 1.54 5 -0.28 0.50 2.27 -0.01
32 SNAP 17.50 20 Sep '19 53 17.00 0.434 0.91 369 18.00 0.426 1.40 105 -0.49 1.00 1.96 -0.01
33 SNAP 17.50 9 Aug '19 11 16.50 0.463 0.19 845 17.00 0.455 0.32 465 -0.13 0.50 1.35 -0.01
34 SNAP 17.50 6 Sep '19 39 16.50 0.441 0.58 0 17.00 0.430 0.72 4 -0.14 0.50 1.39 -0.01
35 SNAP 17.50 23 Aug '19 25 16.50 0.453 0.41 10 17.00 0.442 0.56 114 -0.15 0.50 1.43 -0.01
36 SNAP 17.50 30 Aug '19 32 16.50 0.445 0.50 60 17.00 0.432 0.64 52 -0.14 0.50 1.39 -0.01
37 SNAP 17.50 2 Aug '19 4 17.00 0.518 0.18 15,295 17.50 0.500 0.36 2,972 -0.18 0.50 1.56 -0.02
38 SNAP 17.50 2 Aug '19 4 17.00 0.518 0.18 15,295 18.00 0.495 0.66 2,188 -0.48 1.00 1.92 -0.02
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