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# Stock Stock
Price
Strike Short Put Long Put % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 SPY 357.78 359.00 8 Sep '20 0.142 3.26 1,718 20 Nov '20 0.254 17.47 186 -0.00 0.11 -14.21
2 SPY 357.78 358.00 8 Sep '20 0.144 2.76 1,851 20 Nov '20 0.256 17.05 416 -0.00 0.11 -14.29
3 SPY 357.78 357.00 8 Sep '20 0.147 2.33 5,121 20 Nov '20 0.258 16.64 297 -0.00 0.11 -14.31
4 SPY 357.78 356.00 8 Sep '20 0.151 1.96 6,224 20 Nov '20 0.259 16.25 466 -0.00 0.11 -14.29
5 SPY 357.78 359.00 9 Sep '20 0.151 3.66 438 20 Nov '20 0.254 17.47 186 -0.00 0.10 -13.81
6 SPY 357.78 358.00 9 Sep '20 0.153 3.16 612 20 Nov '20 0.256 17.05 416 -0.00 0.10 -13.89
7 SPY 357.78 357.00 9 Sep '20 0.156 2.73 1,888 20 Nov '20 0.258 16.64 297 -0.00 0.10 -13.91
8 SPY 357.78 356.00 9 Sep '20 0.160 2.35 1,491 20 Nov '20 0.259 16.25 466 -0.00 0.10 -13.90
9 SPY 357.78 359.00 14 Sep '20 0.159 4.78 88 20 Nov '20 0.254 17.47 186 -0.00 0.10 -12.69
10 SPY 357.78 358.00 14 Sep '20 0.161 4.30 186 20 Nov '20 0.256 17.05 416 -0.00 0.09 -12.75
11 SPY 357.78 357.00 14 Sep '20 0.164 3.88 170 20 Nov '20 0.258 16.64 297 -0.00 0.09 -12.76
12 SPY 357.78 356.00 14 Sep '20 0.167 3.49 2,057 20 Nov '20 0.259 16.25 466 -0.00 0.09 -12.76
13 SPY 357.78 359.00 11 Sep '20 0.164 4.35 861 20 Nov '20 0.254 17.47 186 -0.00 0.09 -13.12
14 SPY 357.78 358.00 11 Sep '20 0.167 3.87 3,422 20 Nov '20 0.256 17.05 416 -0.00 0.09 -13.18
15 SPY 357.78 357.00 11 Sep '20 0.170 3.44 3,400 20 Nov '20 0.258 16.64 297 -0.00 0.09 -13.20
16 SPY 357.78 356.00 11 Sep '20 0.173 3.06 5,562 20 Nov '20 0.259 16.25 466 -0.00 0.09 -13.19
17 SPY 357.78 359.00 16 Sep '20 0.175 5.55 173 20 Nov '20 0.254 17.47 186 -0.00 0.08 -11.92
18 SPY 357.78 358.00 16 Sep '20 0.177 5.09 198 20 Nov '20 0.256 17.05 416 -0.00 0.08 -11.96
19 SPY 357.78 357.00 16 Sep '20 0.180 4.67 400 20 Nov '20 0.258 16.64 297 -0.00 0.08 -11.97
20 SPY 357.78 356.00 16 Sep '20 0.183 4.28 354 20 Nov '20 0.259 16.25 466 -0.00 0.08 -11.97
21 SPY 357.78 359.00 4 Sep '20 0.183 2.62 5,150 20 Nov '20 0.254 17.47 186 -0.00 0.07 -14.85
22 SPY 357.78 358.00 4 Sep '20 0.186 2.09 12,826 20 Nov '20 0.256 17.05 416 -0.00 0.07 -14.96
23 SPY 357.78 357.00 4 Sep '20 0.191 1.66 31,467 20 Nov '20 0.258 16.64 297 -0.00 0.07 -14.98
24 SPY 357.78 356.00 4 Sep '20 0.196 1.31 59,187 20 Nov '20 0.259 16.25 466 -0.00 0.06 -14.94
25 SPY 357.78 357.00 2 Oct '20 0.215 8.44 446 18 Dec '20 0.271 20.48 190 -0.00 0.06 -12.04
26 SPY 357.78 356.00 21 Sep '20 0.203 5.78 68 20 Nov '20 0.259 16.25 466 -0.00 0.06 -10.47
27 SPY 357.78 356.00 2 Oct '20 0.217 8.03 142 18 Dec '20 0.273 20.10 736 -0.00 0.06 -12.07
28 SPY 357.78 358.00 2 Oct '20 0.214 8.93 197 18 Dec '20 0.270 20.91 333 -0.00 0.06 -11.98
29 SPY 357.78 359.00 2 Oct '20 0.213 9.40 75 18 Dec '20 0.269 21.33 121 -0.00 0.06 -11.93
30 SPY 357.78 357.00 21 Sep '20 0.202 6.25 8 20 Nov '20 0.258 16.64 297 -0.00 0.06 -10.39
31 SPY 357.78 358.00 21 Sep '20 0.201 6.72 2 20 Nov '20 0.256 17.05 416 -0.00 0.06 -10.33
32 SPY 357.78 356.00 9 Oct '20 0.218 9.06 23 18 Dec '20 0.273 20.10 736 -0.00 0.06 -11.04
33 SPY 357.78 359.00 21 Sep '20 0.200 7.19 1 20 Nov '20 0.254 17.47 186 -0.00 0.05 -10.28
34 SPY 357.78 356.00 16 Oct '20 0.219 10.01 1,243 18 Dec '20 0.273 20.10 736 -0.00 0.05 -10.09
35 SPY 357.78 357.00 16 Oct '20 0.218 10.42 1,426 18 Dec '20 0.271 20.48 190 -0.00 0.05 -10.06
36 SPY 357.78 359.00 16 Oct '20 0.215 11.35 562 18 Dec '20 0.269 21.33 121 -0.00 0.05 -9.98
37 SPY 357.78 358.00 16 Oct '20 0.217 10.89 546 18 Dec '20 0.270 20.91 333 -0.00 0.05 -10.02
38 SPY 357.78 359.00 23 Sep '20 0.204 7.68 2 20 Nov '20 0.254 17.47 186 -0.00 0.05 -9.79
39 SPY 357.78 356.00 18 Sep '20 0.210 5.42 2,378 20 Nov '20 0.259 16.25 466 -0.00 0.05 -10.83
40 SPY 357.78 357.00 18 Sep '20 0.208 5.86 2,080 20 Nov '20 0.258 16.64 297 -0.00 0.05 -10.78
41 SPY 357.78 358.00 18 Sep '20 0.208 6.33 710 20 Nov '20 0.256 17.05 416 -0.00 0.05 -10.72
42 SPY 357.78 359.00 18 Sep '20 0.207 6.84 647 20 Nov '20 0.254 17.47 186 -0.00 0.05 -10.63
43 SPY 357.78 356.00 25 Sep '20 0.212 6.74 324 20 Nov '20 0.259 16.25 466 -0.00 0.05 -9.51
44 SPY 357.78 357.00 25 Sep '20 0.210 7.18 42 20 Nov '20 0.258 16.64 297 -0.00 0.05 -9.46
45 SPY 357.78 358.00 25 Sep '20 0.209 7.64 211 20 Nov '20 0.256 17.05 416 -0.00 0.05 -9.41
46 SPY 357.78 359.00 25 Sep '20 0.208 8.13 30 20 Nov '20 0.254 17.47 186 -0.00 0.05 -9.34
47 SPY 357.78 356.00 30 Sep '20 0.213 7.59 214 20 Nov '20 0.259 16.25 466 -0.00 0.05 -8.66
48 SPY 357.78 357.00 30 Sep '20 0.212 8.01 65 20 Nov '20 0.258 16.64 297 -0.00 0.05 -8.63
49 SPY 357.78 358.00 30 Sep '20 0.210 8.46 40 20 Nov '20 0.256 17.05 416 -0.00 0.05 -8.59
50 SPY 357.78 359.00 30 Sep '20 0.209 8.94 1 20 Nov '20 0.254 17.47 186 -0.00 0.05 -8.53
51 SPY 357.78 358.00 20 Nov '20 0.256 17.12 416 15 Jan '21 0.265 23.00 36 -0.00 0.01 -5.88
52 SPY 357.78 359.00 20 Nov '20 0.254 17.57 186 15 Jan '21 0.263 23.40 55 -0.00 0.01 -5.83
53 SPY 357.78 356.00 20 Nov '20 0.259 16.32 466 15 Jan '21 0.268 22.20 85 -0.00 0.01 -5.88
54 SPY 357.78 357.00 20 Nov '20 0.258 16.72 297 15 Jan '21 0.266 22.60 24 -0.00 0.01 -5.88
55 SPY 357.78 359.00 15 Jan '21 0.263 23.54 55 19 Mar '21 0.261 27.54 11 -0.00 -0.00 -4.00
56 SPY 357.78 356.00 15 Jan '21 0.268 22.32 85 19 Mar '21 0.263 26.34 7 -0.00 -0.01 -4.02
57 SPY 357.78 356.00 2 Sep '20 0.326 0.02 100,599 20 Nov '20 0.259 16.25 466 -0.00 -0.07 -16.23
58 SPY 357.78 357.00 2 Sep '20 0.326 0.04 59,723 20 Nov '20 0.258 16.64 297 -0.00 -0.07 -16.60
59 SPY 357.78 358.00 2 Sep '20 0.326 0.30 28,509 20 Nov '20 0.256 17.05 416 -0.00 -0.07 -16.75
60 SPY 357.78 359.00 2 Sep '20 0.326 1.14 6,104 20 Nov '20 0.254 17.47 186 -0.00 -0.07 -16.33
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