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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 T 37.18 27 Dec '19 37 38.00 0.159 1.26 168 38.50 0.158 1.56 48 -0.30 0.50 2.50 -0.00
2 T 37.18 20 Dec '19 30 37.50 0.166 0.89 754 38.00 0.162 1.16 14,101 -0.27 0.50 2.17 -0.00
3 T 37.18 27 Dec '19 37 37.00 0.170 0.73 280 37.50 0.165 0.94 624 -0.21 0.50 1.72 -0.00
4 T 37.18 20 Dec '19 30 38.00 0.162 1.19 14,101 38.50 0.157 1.51 95 -0.32 0.50 2.78 -0.01
5 T 37.18 6 Dec '19 16 38.00 0.162 1.03 100 38.50 0.156 1.39 134 -0.36 0.50 3.57 -0.01
6 T 37.18 27 Dec '19 37 37.50 0.165 0.96 624 38.00 0.159 1.21 168 -0.25 0.50 2.00 -0.01
7 T 37.18 13 Dec '19 23 37.00 0.177 0.58 313 37.50 0.171 0.80 99 -0.22 0.50 1.79 -0.01
8 T 37.18 6 Dec '19 16 37.50 0.168 0.72 229 38.00 0.162 1.01 100 -0.29 0.50 2.38 -0.01
9 T 37.18 13 Dec '19 23 37.50 0.171 0.82 99 38.00 0.164 1.10 247 -0.28 0.50 2.27 -0.01
10 T 37.18 20 Dec '19 30 36.50 0.181 0.48 11,057 37.00 0.174 0.64 19,643 -0.16 0.50 1.47 -0.01
11 T 37.18 27 Dec '19 37 36.50 0.177 0.54 55 37.00 0.170 0.70 280 -0.16 0.50 1.47 -0.01
12 T 37.18 20 Dec '19 30 37.00 0.174 0.66 19,643 37.50 0.166 0.87 754 -0.21 0.50 1.72 -0.01
13 T 37.18 13 Dec '19 23 38.00 0.164 1.12 247 38.50 0.156 1.46 33 -0.34 0.50 3.13 -0.01
14 T 37.18 6 Dec '19 16 36.50 0.188 0.31 796 37.00 0.179 0.46 287 -0.15 0.50 1.43 -0.01
15 T 37.18 13 Dec '19 23 36.50 0.187 0.41 465 37.00 0.177 0.56 313 -0.15 0.50 1.43 -0.01
16 T 37.18 6 Dec '19 16 37.00 0.179 0.48 287 37.50 0.168 0.69 229 -0.21 0.50 1.72 -0.01
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