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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 XOP 60.18 10 Jul '20 24 45.00 0.784 15.80 2 0.855 0.40 1 26.92 1.64 16.20
2 XOP 60.18 17 Jul '20 31 45.00 0.764 15.95 1 0.840 0.66 38 27.60 1.60 16.61
3 XOP 60.18 17 Jul '20 31 46.00 0.746 15.00 2 0.833 0.79 13 26.24 1.58 15.79
4 XOP 60.18 2 Jul '20 16 48.50 0.773 12.30 2 0.789 0.37 30 21.05 1.56 12.67
5 XOP 60.18 2 Jul '20 16 55.00 0.763 6.85 8 0.788 1.61 0 14.06 1.55 8.46
6 XOP 60.18 17 Jul '20 31 49.00 0.742 12.45 18 0.798 1.26 74 22.78 1.54 13.71
7 XOP 60.18 17 Jul '20 31 50.00 0.727 11.60 2 0.787 1.44 44 21.67 1.51 13.04
8 XOP 60.18 17 Jul '20 31 53.00 0.719 9.35 3 0.761 2.14 13 19.09 1.48 11.49
9 XOP 60.18 2 Jul '20 16 57.00 0.723 5.45 2 0.755 2.24 14 12.78 1.48 7.69
10 XOP 60.18 17 Jul '20 31 52.00 0.708 10.05 4 0.765 1.85 310 19.77 1.47 11.90
11 XOP 60.18 17 Jul '20 31 55.00 0.718 7.90 2,504 0.752 2.77 585 17.73 1.47 10.67
12 XOP 60.18 17 Jul '20 31 56.00 0.708 7.30 20 0.737 3.10 92 17.28 1.44 10.40
13 XOP 60.18 2 Jul '20 16 60.00 0.700 3.70 2 0.736 3.50 7 11.96 1.44 7.20
14 XOP 60.18 18 Sep '20 94 40.00 0.681 21.45 2 0.753 1.22 6 37.67 1.43 22.67
15 XOP 60.18 17 Jul '20 31 57.00 0.701 6.60 3 0.729 3.45 60 16.70 1.43 10.05
16 XOP 60.18 2 Jul '20 16 59.50 0.681 4.00 2 0.742 3.25 0 12.05 1.42 7.25
17 XOP 60.18 17 Jul '20 31 58.00 0.697 6.05 10 0.720 3.80 33 16.37 1.42 9.85
18 XOP 60.18 17 Jul '20 31 59.00 0.688 5.45 4 0.715 4.30 25 16.20 1.40 9.75
19 XOP 60.18 10 Jul '20 24 60.00 0.682 4.45 1 0.715 4.20 0 14.37 1.40 8.65
20 XOP 60.18 17 Jul '20 31 60.00 0.682 4.95 778 0.708 4.80 282 16.20 1.39 9.75
21 XOP 60.18 18 Sep '20 94 48.00 0.678 15.15 3 0.699 2.84 0 29.89 1.38 17.99
22 XOP 60.18 16 Oct '20 122 44.00 0.665 18.70 1 0.700 2.46 0 35.16 1.36 21.16
23 XOP 60.18 16 Oct '20 122 45.00 0.665 17.95 30 0.695 2.77 4 34.43 1.36 20.72
24 XOP 60.18 18 Sep '20 94 52.00 0.653 12.35 1 0.676 4.10 0 27.33 1.33 16.45
25 XOP 60.18 18 Sep '20 94 53.00 0.648 11.70 1 0.671 4.40 1 26.75 1.32 16.10
26 XOP 60.18 18 Sep '20 94 54.00 0.649 11.05 55 0.661 4.80 4 26.34 1.31 15.85
27 XOP 60.18 16 Oct '20 122 54.00 0.638 12.00 13 0.641 5.55 2 29.16 1.28 17.55
28 XOP 60.18 18 Sep '20 94 57.00 0.631 9.30 1 0.647 6.00 0 25.42 1.28 15.30
29 XOP 60.18 18 Sep '20 94 58.00 0.622 8.75 1 0.644 6.45 0 25.26 1.27 15.20
30 XOP 60.18 18 Sep '20 94 59.00 0.620 8.20 1 0.635 6.95 2 25.17 1.25 15.15
31 XOP 60.18 16 Oct '20 122 55.00 0.617 11.15 3 0.636 5.90 137 28.33 1.25 17.05
32 XOP 60.18 18 Sep '20 94 60.00 0.618 7.70 15 0.631 7.40 30 25.09 1.25 15.10
33 XOP 60.18 16 Oct '20 122 58.00 0.609 9.55 205 0.625 7.20 0 27.83 1.23 16.75
34 XOP 60.18 16 Oct '20 122 59.00 0.603 8.90 1 0.618 7.75 0 27.67 1.22 16.65
35 XOP 60.18 16 Oct '20 122 60.00 0.593 8.40 154 0.620 8.25 2 27.67 1.21 16.65
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