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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 CAT 379.30 3 May '24 28 375.00 0.321 16.25 13 0.309 9.95 7 6.91 0.63 26.20
2 CAT 379.30 3 May '24 28 380.00 0.315 13.25 56 0.312 12.60 1 6.82 0.63 25.85
3 CAT 379.30 17 May '24 42 380.00 0.303 15.55 163 0.287 14.80 171 8.00 0.59 30.35
4 CAT 379.30 17 May '24 42 390.00 0.299 11.00 94 0.283 20.35 18 8.27 0.58 31.35
5 CAT 379.30 17 May '24 42 410.00 0.291 4.95 82 0.285 34.10 0 10.30 0.58 39.05
6 CAT 379.30 17 May '24 42 400.00 0.296 7.50 54 0.279 26.90 1 9.07 0.57 34.40
7 CAT 379.30 17 May '24 42 420.00 0.290 3.20 156 0.270 41.60 0 11.81 0.56 44.80
8 CAT 379.30 21 Jun '24 77 380.00 0.289 20.30 144 0.265 18.15 46 10.14 0.55 38.45
9 CAT 379.30 21 Jun '24 77 390.00 0.284 15.60 18 0.260 23.45 136 10.30 0.54 39.05
10 CAT 379.30 19 Jul '24 105 380.00 0.285 23.70 64 0.257 20.20 51 11.57 0.54 43.90
11 CAT 379.30 19 Jul '24 105 400.00 0.279 14.95 38 0.259 31.30 0 12.19 0.54 46.25
12 CAT 379.30 19 Jul '24 105 390.00 0.280 18.85 37 0.254 25.45 43 11.68 0.53 44.30
13 CAT 379.30 21 Jun '24 77 400.00 0.280 11.70 215 0.251 29.30 17 10.81 0.53 41.00
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