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# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 XLF 42.12 42.00 5 Apr '24 0.086 0.39 653 21 Jun '24 0.174 1.42 532 -0.00 0.09 -1.03
2 XLF 42.12 42.00 5 Apr '24 0.086 0.39 653 28 Jun '24 0.171 1.47 416 -0.00 0.08 -1.08
3 XLF 42.12 43.00 5 Apr '24 0.102 0.04 102 21 Jun '24 0.153 0.85 2,849 -0.00 0.05 -0.81
4 XLF 42.12 43.00 5 Apr '24 0.102 0.04 102 28 Jun '24 0.152 0.92 8 -0.00 0.05 -0.88
5 XLF 42.12 42.00 19 Apr '24 0.144 0.68 1,760 21 Jun '24 0.174 1.42 532 -0.00 0.03 -0.74
6 XLF 42.12 42.00 19 Apr '24 0.144 0.68 1,760 28 Jun '24 0.171 1.47 416 -0.00 0.03 -0.79
7 XLF 42.12 42.00 12 Apr '24 0.152 0.65 155 21 Jun '24 0.174 1.42 532 -0.00 0.02 -0.77
8 XLF 42.12 43.00 19 Apr '24 0.132 0.23 1,503 21 Jun '24 0.153 0.85 2,849 -0.00 0.02 -0.62
9 XLF 42.12 43.00 19 Apr '24 0.132 0.23 1,503 28 Jun '24 0.152 0.92 8 -0.00 0.02 -0.69
10 XLF 42.12 42.00 12 Apr '24 0.152 0.65 155 28 Jun '24 0.171 1.47 416 -0.00 0.02 -0.82
11 XLF 42.12 43.00 12 Apr '24 0.134 0.35 517 21 Jun '24 0.153 0.85 2,849 -0.00 0.02 -0.50
12 XLF 42.12 43.00 12 Apr '24 0.134 0.35 517 28 Jun '24 0.152 0.92 8 -0.00 0.02 -0.57
13 XLF 42.12 43.00 30 Sep '24 0.157 1.86 1 15 Nov '24 0.174 2.20 94 -0.00 0.02 -0.34
14 XLF 42.12 43.00 20 Sep '24 0.160 2.01 402 15 Nov '24 0.174 2.20 94 -0.00 0.01 -0.19
15 XLF 42.12 43.00 26 Apr '24 0.139 0.34 23 21 Jun '24 0.153 0.85 2,849 -0.00 0.01 -0.51
16 XLF 42.12 43.00 26 Apr '24 0.139 0.34 23 28 Jun '24 0.152 0.92 8 -0.00 0.01 -0.58
17 XLF 42.12 42.00 3 May '24 0.153 0.99 98 19 Jul '24 0.166 1.67 72 -0.00 0.01 -0.68
18 XLF 42.12 42.00 26 Apr '24 0.163 0.85 181 21 Jun '24 0.174 1.42 532 -0.00 0.01 -0.57
19 XLF 42.12 43.00 28 Jun '24 0.152 1.00 8 16 Aug '24 0.162 1.20 97 -0.00 0.01 -0.20
20 XLF 42.12 42.00 19 Jul '24 0.166 1.76 72 20 Sep '24 0.176 2.24 153 -0.00 0.01 -0.48
21 XLF 42.12 43.00 3 May '24 0.147 0.46 5 19 Jul '24 0.157 0.93 57 -0.00 0.01 -0.47
22 XLF 42.12 43.00 21 Jun '24 0.153 0.97 2,849 16 Aug '24 0.162 1.20 97 -0.00 0.01 -0.23
23 XLF 42.12 42.00 26 Apr '24 0.163 0.85 181 28 Jun '24 0.171 1.47 416 -0.00 0.01 -0.62
24 XLF 42.12 43.00 17 May '24 0.150 0.59 3,576 19 Jul '24 0.157 0.93 57 -0.00 0.01 -0.34
25 XLF 42.12 43.00 19 Jul '24 0.157 1.18 57 20 Sep '24 0.160 1.64 402 -0.00 0.00 -0.46
26 XLF 42.12 42.00 17 May '24 0.164 1.12 885 19 Jul '24 0.166 1.67 72 -0.00 0.00 -0.55
27 XLF 42.12 43.00 17 Oct '25 0.126 4.50 0 19 Dec '25 0.126 3.60 0 1.00  0 0.90
28 XLF 42.12 42.00 17 Oct '25 0.126 5.10 4 19 Dec '25 0.126 4.20 0 1.00  0 0.90
29 XLF 42.12 42.00 28 Jun '24 0.171 1.58 416 16 Aug '24 0.168 1.75 7 -0.00 -0.00 -0.17
30 XLF 42.12 42.00 15 Nov '24 0.171 2.97 5 17 Jan '25 0.167 3.20 12 -0.00 -0.00 -0.23
31 XLF 42.12 42.00 30 Sep '24 0.175 2.57 0 15 Nov '24 0.171 2.63 5 -0.00 -0.00 -0.06
32 XLF 42.12 42.00 20 Sep '24 0.176 2.43 153 15 Nov '24 0.171 2.63 5 -0.00 -0.01 -0.20
33 XLF 42.12 42.00 21 Jun '24 0.174 1.55 532 16 Aug '24 0.168 1.75 7 -0.00 -0.01 -0.20
34 XLF 42.12 43.00 15 Nov '24 0.174 2.56 94 17 Jan '25 0.162 2.50 10 1.00 -0.01 0.06
35 XLF 42.12 42.00 17 Jan '25 0.167 3.40 12 21 Mar '25 0.152 3.55 1 -0.00 -0.02 -0.15
36 XLF 42.12 43.00 17 Jan '25 0.162 2.78 10 21 Mar '25 0.145 2.82 0 -0.00 -0.02 -0.04
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