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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 DELL 132.72 21 Jun '24 77 67.50 0.974 67.90 3 0.767  0 0 51.16 1.74 67.90
2 DELL 132.72 21 Jun '24 77 60.00 0.974 75.50 1 0.752 0.05 0 56.92 1.73 75.55
3 DELL 132.72 21 Jun '24 77 70.00 0.928 65.50 2 0.602  0 0 49.35 1.53 65.50
4 DELL 132.72 19 Jul '24 105 60.00 0.802 75.70 1 0.621  0 1 57.04 1.42 75.70
5 DELL 132.72 21 Jun '24 77 80.00 0.735 55.90 1 0.565 0.05 4 42.16 1.30 55.95
6 DELL 132.72 21 Jun '24 77 90.00 0.703 46.50 1 0.529 0.50 3 35.41 1.23 47.00
7 DELL 132.72 3 May '24 28 105.00 0.683 30.20 5 0.542  0 6 22.75 1.23 30.20
8 DELL 132.72 19 Jul '24 105 85.00 0.656 51.50 7 0.501 0.20 0 38.95 1.16 51.70
9 DELL 132.72 21 Jun '24 77 85.00 0.635 49.50 1 0.521 0.15 0 37.41 1.16 49.65
10 DELL 132.72 17 May '24 42 100.00 0.631 35.00 5 0.511 0.20 315 26.52 1.14 35.20
11 DELL 132.72 17 May '24 42 95.00 0.644 39.90 2 0.473 0.10 20 30.14 1.12 40.00
12 DELL 132.72 21 Jun '24 77 145.00 0.542 8.80 273 0.562 19.30 19 21.17 1.10 28.10
13 DELL 132.72 21 Jun '24 77 95.00 0.580 41.50 24 0.512 0.85 17 31.91 1.09 42.35
14 DELL 132.72 3 May '24 28 109.00 0.636 26.50 7 0.453 0.20 0 20.12 1.09 26.70
15 DELL 132.72 21 Jun '24 77 150.00 0.546 7.40 172 0.521 22.30 5 22.38 1.07 29.70
16 DELL 132.72 19 Jul '24 105 90.00 0.583 47.00 1 0.484 0.10 1 35.49 1.07 47.10
17 DELL 132.72 21 Jun '24 77 170.00 0.563 3.70 144 0.498 38.30 0 31.65 1.06 42.00
18 DELL 132.72 21 Jun '24 77 160.00 0.552 5.10 31 0.504 29.80 0 26.30 1.06 34.90
19 DELL 132.72 21 Jun '24 77 140.00 0.542 10.40 1,661 0.509 16.20 38 20.04 1.05 26.60
20 DELL 132.72 21 Jun '24 77 135.00 0.543 12.40 85 0.507 13.20 11 19.29 1.05 25.60
21 DELL 132.72 21 Jun '24 77 130.00 0.539 14.60 746 0.507 10.50 49 18.91 1.05 25.10
22 DELL 132.72 21 Jun '24 77 125.00 0.535 17.60 208 0.501 8.10 42 19.36 1.04 25.70
23 DELL 132.72 21 Jun '24 77 105.00 0.532 31.60 55 0.501 2.10 22 25.39 1.03 33.70
24 DELL 132.72 21 Jun '24 77 100.00 0.519 36.20 51 0.510 1.35 14 28.29 1.03 37.55
25 DELL 132.72 21 Jun '24 77 120.00 0.532 21.20 303 0.496 6.00 129 20.49 1.03 27.20
26 DELL 132.72 21 Jun '24 77 115.00 0.538 24.20 109 0.486 3.90 135 21.17 1.02 28.10
27 DELL 132.72 10 May '24 35 132.00 0.461 8.30 4 0.563 5.60 5 10.47 1.02 13.90
28 DELL 132.72 19 Jul '24 105 95.00 0.535 42.50 4 0.482 0.85 2 32.66 1.02 43.35
29 DELL 132.72 21 Jun '24 77 110.00 0.507 26.80 35 0.501 3.00 89 22.45 1.01 29.80
30 DELL 132.72 19 Jul '24 105 105.00 0.516 33.90 11 0.480 2.70 29 27.58 1.00 36.60
31 DELL 132.72 19 Jul '24 105 100.00 0.512 37.50 26 0.476 0.40 12 28.56 0.99 37.90
32 DELL 132.72 19 Jul '24 105 150.00 0.513 8.60 111 0.475 23.80 0 24.41 0.99 32.40
33 DELL 132.72 19 Jul '24 105 145.00 0.506 10.00 46 0.478 20.50 0 22.98 0.98 30.50
34 DELL 132.72 19 Jul '24 105 130.00 0.508 16.00 126 0.475 11.50 1 20.72 0.98 27.50
35 DELL 132.72 19 Jul '24 105 140.00 0.504 11.80 270 0.476 17.30 0 21.93 0.98 29.10
36 DELL 132.72 19 Jul '24 105 135.00 0.508 13.80 80 0.472 14.20 5 21.10 0.98 28.00
37 DELL 132.72 3 May '24 28 155.00 0.516 1.60 1 0.464 22.50 10 18.16 0.98 24.10
38 DELL 132.72 19 Jul '24 105 110.00 0.501 29.90 6 0.473 3.80 30 25.39 0.97 33.70
39 DELL 132.72 19 Jul '24 105 125.00 0.503 18.60 28 0.469 9.10 11 20.87 0.97 27.70
40 DELL 132.72 19 Jul '24 105 120.00 0.501 21.50 118 0.470 7.00 30 21.47 0.97 28.50
41 DELL 132.72 3 May '24 28 121.00 0.501 15.80 2 0.464 0.65 0 12.39 0.96 16.45
42 DELL 132.72 3 May '24 28 111.00 0.536 23.50 1 0.425  0 0 17.71 0.96 23.50
43 DELL 132.72 3 May '24 28 130.00 0.485 8.90 252 0.475 3.60 66 9.42 0.96 12.50
44 DELL 132.72 3 May '24 28 145.00 0.490 3.10 22 0.469 14.30 1 13.11 0.96 17.40
45 DELL 132.72 3 May '24 28 140.00 0.475 4.60 158 0.483 10.50 5 11.38 0.96 15.10
46 DELL 132.72 19 Jul '24 105 115.00 0.483 25.30 11 0.470 5.20 22 22.98 0.95 30.50
47 DELL 132.72 3 May '24 28 133.00 0.470 6.80 87 0.479 6.20 0 9.80 0.95 13.00
48 DELL 132.72 3 May '24 28 128.00 0.444 10.00 8 0.503 3.30 14 10.02 0.95 13.30
49 DELL 132.72 3 May '24 28 125.00 0.449 11.60 9 0.497 2.20 20 10.40 0.95 13.80
50 DELL 132.72 10 May '24 35 121.00 0.494 16.20 1 0.451 2.25 0 13.90 0.94 18.45
51 DELL 132.72 10 May '24 35 116.00 0.500 19.90 1 0.442 0.25 0 15.18 0.94 20.15
52 DELL 132.72 24 May '24 49 130.00 0.480 11.40 17 0.442 6.40 27 13.41 0.92 17.80
53 DELL 132.72 3 May '24 28 135.00 0.481 6.30 357 0.441 7.00 3 10.02 0.92 13.30
54 DELL 132.72 17 May '24 42 145.00 0.462 4.10 402 0.453 14.80 0 14.24 0.91 18.90
55 DELL 132.72 17 May '24 42 140.00 0.462 5.60 622 0.449 12.10 71 13.34 0.91 17.70
56 DELL 132.72 10 May '24 35 135.00 0.460 7.10 28 0.447 7.70 1 11.15 0.91 14.80
57 DELL 132.72 17 May '24 42 135.00 0.461 7.50 994 0.446 9.00 18 12.43 0.91 16.50
58 DELL 132.72 10 May '24 35 128.00 0.452 10.50 13 0.453 4.30 2 11.15 0.91 14.80
59 DELL 132.72 17 May '24 42 150.00 0.474 3.10 598 0.430 18.40 4 16.20 0.90 21.50
60 DELL 132.72 3 May '24 28 117.00 0.436 17.50 1 0.467 0.10 14 13.26 0.90 17.60
61 DELL 132.72 3 May '24 28 119.00 0.451 15.90 5 0.452 1.25 1 12.92 0.90 17.15
62 DELL 132.72 10 May '24 35 131.00 0.450 8.70 3 0.452 4.70 0 10.10 0.90 13.40
63 DELL 132.72 3 May '24 28 134.00 0.393 7.00 2 0.507 6.40 0 10.10 0.90 13.40
64 DELL 132.72 3 May '24 28 131.00 0.469 8.20 4 0.429 4.60 4 9.64 0.90 12.80
65 DELL 132.72 17 May '24 42 130.00 0.454 9.60 609 0.442 6.30 529 11.98 0.90 15.90
66 DELL 132.72 10 May '24 35 133.00 0.454 7.60 3 0.442 6.70 2 10.77 0.90 14.30
67 DELL 132.72 3 May '24 28 127.00 0.440 10.50 3 0.456 2.40 8 9.72 0.90 12.90
68 DELL 132.72 10 May '24 35 125.00 0.456 12.60 13 0.438 2.65 6 11.49 0.89 15.25
69 DELL 132.72 3 May '24 28 137.00 0.478 6.80 11 0.417 7.50 0 10.77 0.89 14.30
70 DELL 132.72 3 May '24 28 120.00 0.424 15.00 92 0.465 1.55 27 12.47 0.89 16.55
71 DELL 132.72 17 May '24 42 125.00 0.453 12.50 246 0.435 4.10 69 12.51 0.89 16.60
72 DELL 132.72 24 May '24 49 133.00 0.468 9.10 6 0.419 7.50 0 12.51 0.89 16.60
73 DELL 132.72 17 May '24 42 105.00 0.434 29.60 1 0.448 0.40 57 22.60 0.88 30.00
74 DELL 132.72 10 May '24 35 126.00 0.444 11.80 13 0.437 3.70 0 11.68 0.88 15.50
75 DELL 132.72 17 May '24 42 120.00 0.449 15.80 730 0.432 2.55 196 13.83 0.88 18.35
76 DELL 132.72 17 May '24 42 110.00 0.445 25.70 75 0.435 0.80 107 19.97 0.88 26.50
77 DELL 132.72 3 May '24 28 126.00 0.453 12.30 20 0.421 2.45 10 11.11 0.87 14.75
78 DELL 132.72 10 May '24 35 127.00 0.449 10.90 12 0.421 3.60 0 10.93 0.87 14.50
79 DELL 132.72 10 May '24 35 120.00 0.431 15.40 10 0.438 1.85 12 13.00 0.87 17.25
80 DELL 132.72 10 May '24 35 130.00 0.449 9.40 111 0.391 3.80 2 9.95 0.84 13.20
81 DELL 132.72 17 May '24 42 115.00 0.406 19.80 269 0.429 1.40 254 15.97 0.83 21.20
82 DELL 132.72 10 May '24 35 150.00 0.437 2.75 59 0.360 18.00 0 15.63 0.80 20.75
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