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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 SPY 334.13 18 Dec '20 99 333.00 0.261 18.66 175 0.286 19.17 13 11.32 0.55 37.83
2 SPY 334.13 18 Dec '20 99 334.00 0.258 18.03 450 0.284 19.57 26 11.25 0.54 37.60
3 SPY 334.13 20 Nov '20 71 333.00 0.260 15.87 20 0.279 15.77 71 9.47 0.54 31.64
4 SPY 334.13 18 Dec '20 99 335.00 0.256 17.43 698 0.282 19.99 270 11.20 0.54 37.42
5 SPY 334.13 31 Dec '20 112 333.00 0.256 19.54 4 0.282 20.03 4 11.84 0.54 39.57
6 SPY 334.13 20 Nov '20 71 334.00 0.258 15.28 101 0.277 16.17 270 9.41 0.54 31.45
7 SPY 334.13 18 Dec '20 99 336.00 0.255 16.84 28 0.281 20.41 72 11.15 0.54 37.25
8 SPY 334.13 31 Dec '20 112 334.00 0.254 18.93 61 0.281 20.43 85 11.78 0.53 39.36
9 SPY 334.13 20 Nov '20 71 335.00 0.256 14.69 469 0.275 16.58 1,837 9.36 0.53 31.27
10 SPY 334.13 31 Dec '20 112 335.00 0.253 18.34 148 0.278 20.84 248 11.73 0.53 39.18
11 SPY 334.13 31 Dec '20 112 336.00 0.250 17.75 89 0.278 21.27 91 11.68 0.53 39.02
12 SPY 334.13 20 Nov '20 71 336.00 0.254 14.11 123 0.273 16.99 256 9.31 0.53 31.10
13 SPY 334.13 2 Oct '20 22 333.00 0.236 8.33 63 0.273 8.33 602 4.99 0.51 16.66
14 SPY 334.13 2 Oct '20 22 334.00 0.234 7.76 402 0.271 8.76 329 4.94 0.50 16.52
15 SPY 334.13 2 Oct '20 22 335.00 0.232 7.21 287 0.268 9.20 721 4.91 0.50 16.41
16 SPY 334.13 2 Oct '20 22 336.00 0.230 6.68 165 0.268 9.68 1,074 4.90 0.50 16.36
17 SPY 334.13 9 Oct '20 29 333.00 0.232 9.34 17 0.265 9.31 69 5.58 0.50 18.65
18 SPY 334.13 16 Oct '20 36 333.00 0.232 10.30 565 0.260 10.28 1,954 6.16 0.49 20.58
19 SPY 334.13 9 Oct '20 29 334.00 0.230 8.75 37 0.262 9.73 764 5.53 0.49 18.48
20 SPY 334.13 5 Oct '20 25 335.00 0.226 7.50 59 0.263 9.47 162 5.08 0.49 16.97
21 SPY 334.13 7 Oct '20 27 335.00 0.227 7.86 17 0.261 9.83 78 5.29 0.49 17.69
22 SPY 334.13 16 Oct '20 36 334.00 0.230 9.71 645 0.258 10.69 1,941 6.11 0.49 20.40
23 SPY 334.13 9 Oct '20 29 335.00 0.227 8.19 36 0.259 10.17 86 5.49 0.49 18.36
24 SPY 334.13 23 Oct '20 43 335.00 0.229 10.15 81 0.256 12.07 618 6.65 0.49 22.22
25 SPY 334.13 16 Oct '20 36 335.00 0.228 9.14 16,313 0.256 11.12 21,317 6.06 0.48 20.26
26 SPY 334.13 9 Oct '20 29 336.00 0.225 7.64 21 0.258 10.62 58 5.46 0.48 18.26
27 SPY 334.13 16 Oct '20 36 336.00 0.225 8.59 885 0.254 11.55 3,155 6.03 0.48 20.14
28 SPY 334.13 14 Oct '20 34 335.00 0.224 8.77 33 0.253 10.72 515 5.83 0.48 19.49
29 SPY 334.13 12 Oct '20 32 335.00 0.222 8.43 158 0.254 10.39 326 5.63 0.48 18.82
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