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# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 BABA 194.48 5 Jun '20 35 190.00 0.413 12.50 1 0.409 7.45 105 10.26 0.82 19.95
2 BABA 194.48 5 Jun '20 35 192.50 0.397 10.90 4 0.401 8.35 35 9.90 0.80 19.25
3 BABA 194.48 5 Jun '20 35 197.50 0.398 8.45 11 0.397 10.95 0 9.98 0.80 19.40
4 BABA 194.48 19 Jun '20 49 190.00 0.399 13.70 441 0.394 8.85 730 11.60 0.79 22.55
5 BABA 194.48 5 Jun '20 35 195.00 0.395 9.80 33 0.397 9.65 19 10.00 0.79 19.45
6 BABA 194.48 12 Jun '20 42 197.50 0.396 9.20 3 0.386 11.50 18 10.64 0.78 20.70
7 BABA 194.48 19 Jun '20 49 195.00 0.385 10.95 592 0.386 10.95 2,656 11.26 0.77 21.90
8 BABA 194.48 17 Jul '20 77 190.00 0.383 16.10 35 0.379 11.00 173 13.93 0.76 27.10
9 BABA 194.48 18 Sep '20 140 190.00 0.383 20.70 50 0.375 15.15 973 18.43 0.76 35.85
10 BABA 194.48 17 Jul '20 77 195.00 0.380 13.50 839 0.373 13.35 188 13.81 0.75 26.85
11 BABA 194.48 18 Sep '20 140 195.00 0.377 18.15 185 0.370 17.80 41 18.49 0.75 35.95
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