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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 DIS 93.53 3 Apr '20 17 92.00 0.989 9.15 106 1.000 6.85 100 17.11 1.99 16.00
2 DIS 93.53 3 Apr '20 17 95.00 0.958 7.50 372 0.993 7.95 687 16.52 1.95 15.45
3 DIS 93.53 3 Apr '20 17 93.00 0.955 8.60 39 0.984 7.25 111 16.95 1.94 15.85
4 DIS 93.53 9 Apr '20 23 92.00 0.951 10.15 1 0.965 7.60 95 18.98 1.92 17.75
5 DIS 93.53 3 Apr '20 17 94.00 0.940 8.05 10 0.967 7.60 39 16.73 1.91 15.65
6 DIS 93.53 9 Apr '20 23 94.00 0.959 8.95 16 0.925 8.40 39 18.55 1.88 17.35
7 DIS 93.53 9 Apr '20 23 95.00 0.920 8.40 26 0.926 9.05 87 18.66 1.85 17.45
8 DIS 93.53 24 Apr '20 38 93.00 0.855 11.00 1 0.864 9.40 29 21.81 1.72 20.40
9 DIS 93.53 17 Apr '20 31 95.00 0.859 9.10 1,179 0.855 9.90 1,469 20.31 1.71 19.00
10 DIS 93.53 24 Apr '20 38 95.00 0.834 9.90 10 0.831 10.25 63 21.54 1.67 20.15
11 DIS 93.53 1 May '20 45 95.00 0.799 10.40 6 0.806 10.80 91 22.67 1.60 21.20
12 DIS 93.53 15 May '20 59 95.00 0.784 11.65 100 0.808 12.10 576 25.39 1.59 23.75
13 DIS 93.53 19 Jun '20 94 95.00 0.698 13.35 66 0.708 13.75 178 28.97 1.41 27.10
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