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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 SPXL 126.71 3 May '24 23 126.00 0.457 6.20 2 0.448 4.50 0 8.44 0.90 10.70
2 SPXL 126.71 10 May '24 30 127.00 0.429 6.20 2 0.433 5.40 0 9.15 0.86 11.60
3 SPXL 126.71 18 Oct '24 191 127.00 0.436 16.60 1 0.421 14.00 0 24.15 0.86 30.60
4 SPXL 126.71 10 May '24 30 126.00 0.427 6.80 20 0.404 5.00 1 9.31 0.83 11.80
5 SPXL 126.71 3 May '24 23 131.00 0.391 3.60 47 0.427 6.90 0 8.29 0.82 10.50
6 SPXL 126.71 17 May '24 37 128.00 0.417 6.30 3 0.401 6.50 43 10.10 0.82 12.80
7 SPXL 126.71 3 May '24 23 127.00 0.443 5.60 78 0.371 4.10 1 7.66 0.81 9.70
8 SPXL 126.71 3 May '24 23 130.00 0.398 4.00 14 0.413 6.60 2 8.37 0.81 10.60
9 SPXL 126.71 10 May '24 30 129.00 0.412 5.20 12 0.398 6.30 2 9.08 0.81 11.50
10 SPXL 126.71 3 May '24 23 132.00 0.398 3.10 9 0.410 7.50 0 8.37 0.81 10.60
11 SPXL 126.71 17 May '24 37 129.00 0.385 5.80 2 0.421 7.00 22 10.10 0.81 12.80
12 SPXL 126.71 10 May '24 30 128.00 0.412 5.70 5 0.392 5.90 0 9.15 0.80 11.60
13 SPXL 126.71 18 Oct '24 191 135.00 0.398 12.50 2 0.405 17.90 0 23.99 0.80 30.40
14 SPXL 126.71 17 May '24 37 127.00 0.417 6.90 15 0.384 6.10 0 10.26 0.80 13.00
15 SPXL 126.71 17 May '24 37 131.00 0.400 4.80 7 0.397 8.00 2 10.10 0.80 12.80
16 SPXL 126.71 24 May '24 44 128.00 0.408 7.00 3 0.388 7.00 0 11.05 0.80 14.00
17 SPXL 126.71 17 May '24 37 126.00 0.406 7.40 134 0.388 5.70 4 10.34 0.79 13.10
18 SPXL 126.71 17 May '24 37 130.00 0.401 5.20 53 0.378 7.50 6 10.02 0.78 12.70
19 SPXL 126.71 19 Jul '24 100 130.00 0.404 9.90 8 0.369 10.80 1 16.34 0.77 20.70
20 SPXL 126.71 17 May '24 37 135.00 0.388 3.20 20 0.377 10.40 10 10.73 0.76 13.60
21 SPXL 126.71 24 May '24 44 130.00 0.390 5.90 1 0.374 7.80 0 10.81 0.76 13.70
22 SPXL 126.71 19 Jul '24 100 135.00 0.389 7.30 29 0.367 13.80 0 16.65 0.76 21.10
23 SPXL 126.71 3 May '24 23 133.00 0.397 2.75 10 0.355 7.10 0 7.77 0.75 9.85
24 SPXL 126.71 10 May '24 30 130.00 0.376 4.70 3 0.373 6.90 3 9.15 0.75 11.60
25 SPXL 126.71 3 May '24 23 134.00 0.391 2.40 15 0.351 7.10 0 7.50 0.74 9.50
26 SPXL 126.71 3 May '24 23 130.50 0.377 3.80 4 0.364 6.60 0 8.21 0.74 10.40
27 SPXL 126.71 10 May '24 30 131.50 0.358 4.20 1 0.380 7.70 0 9.39 0.74 11.90
28 SPXL 126.71 17 May '24 37 140.00 0.365 1.80 21 0.373 12.10 0 10.97 0.74 13.90
29 SPXL 126.71 17 May '24 37 132.00 0.366 4.40 1 0.371 8.60 621 10.26 0.74 13.00
30 SPXL 126.71 19 Jul '24 100 140.00 0.369 5.40 28 0.366 17.00 18 17.68 0.74 22.40
31 SPXL 126.71 17 May '24 37 134.00 0.385 3.50 4 0.350 9.70 0 10.42 0.74 13.20
32 SPXL 126.71 19 Jul '24 100 150.00 0.358 2.80 4 0.374 23.00 7 20.36 0.73 25.80
33 SPXL 126.71 18 Oct '24 191 155.00 0.373 5.60 1 0.359 29.00 0 27.31 0.73 34.60
34 SPXL 126.71 17 May '24 37 136.00 0.350 2.85 1 0.364 10.00 0 10.14 0.71 12.85
35 SPXL 126.71 17 May '24 37 137.00 0.375 2.60 9 0.325 10.00 0 9.94 0.70 12.60
36 SPXL 126.71 17 May '24 37 138.00 0.358 2.50 1 0.338 10.60 0 10.34 0.70 13.10
37 SPXL 126.71 18 Oct '24 191 165.00 0.370 3.70 1 0.321 37.10 0 32.20 0.69 40.80
38 SPXL 126.71 19 Jul '24 100 160.00 0.352 1.40 2 0.338 31.00 0 25.57 0.69 32.40
39 SPXL 126.71 19 Jul '24 100 145.00 0.364 3.90 14 0.320 18.60 5 17.76 0.68 22.50
40 SPXL 126.71 3 May '24 23 135.00 0.385 2.05 7 0.295 7.80 0 7.77 0.68 9.85
41 SPXL 126.71 10 May '24 30 139.00 0.371 1.55 1 0.298 11.00 0 9.90 0.67 12.55
42 SPXL 126.71 19 Jul '24 100 155.00 0.353 1.95 6 0.307 27.00 0 22.85 0.66 28.95
43 SPXL 126.71 17 May '24 37 143.00 0.355 1.70 3 0.300 15.00 0 13.18 0.66 16.70
44 SPXL 126.71 17 May '24 37 150.00 0.348 0.45 2 0.281 21.00 0 16.93 0.63 21.45
45 SPXL 126.71 17 May '24 37 145.00 0.356 0.95 258 0.269 16.40 0 13.69 0.62 17.35
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