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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 TWLO 203.30 31 Jul '20 46 200.00 0.589 20.10 1 0.611 13.85 17 16.70 1.20 33.95
2 TWLO 203.30 2 Jul '20 17 202.50 0.582 11.05 23 0.597 9.70 10 10.21 1.18 20.75
3 TWLO 203.30 2 Jul '20 17 200.00 0.574 12.50 85 0.602 8.50 32 10.33 1.18 21.00
4 TWLO 203.30 2 Jul '20 17 205.00 0.574 9.75 38 0.594 10.65 0 10.03 1.17 20.40
5 TWLO 203.30 2 Jul '20 17 207.50 0.576 8.70 4 0.589 11.95 3 10.16 1.17 20.65
6 TWLO 203.30 16 Oct '20 123 200.00 0.579 29.30 52 0.578 25.00 17 26.71 1.16 54.30
7 TWLO 203.30 10 Jul '20 25 202.50 0.571 12.85 20 0.585 11.30 11 11.88 1.16 24.15
8 TWLO 203.30 10 Jul '20 25 205.00 0.566 12.00 20 0.578 12.55 10 12.08 1.14 24.55
9 TWLO 203.30 10 Jul '20 25 200.00 0.560 14.05 27 0.581 9.95 19 11.81 1.14 24.00
10 TWLO 203.30 10 Jul '20 25 207.50 0.555 10.55 4 0.586 14.00 0 12.08 1.14 24.55
11 TWLO 203.30 15 Jan '21 214 200.00 0.549 37.45 39 0.571 32.05 5 34.19 1.12 69.50
12 TWLO 203.30 17 Jul '20 32 200.00 0.553 15.35 359 0.567 11.50 111 13.21 1.12 26.85
13 TWLO 203.30 24 Jul '20 39 200.00 0.542 17.15 14 0.569 12.30 2 14.49 1.11 29.45
14 TWLO 203.30 24 Jul '20 39 202.50 0.533 15.90 1 0.573 13.75 1 14.58 1.11 29.65
15 TWLO 203.30 24 Jul '20 39 205.00 0.533 14.35 2 0.572 15.00 0 14.44 1.11 29.35
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