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Call Leg
LEG VOLUME
STRIKE RANGE
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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 PCTY 142.20 21 Aug '20 63 135.00 0.605 19.30 1 0.573 8.90 1 19.83 1.18 28.20
2 PCTY 142.20 21 Aug '20 63 140.00 0.595 15.60 4 0.567 11.20 0 18.85 1.16 26.80
3 PCTY 142.20 17 Jul '20 28 135.00 0.568 13.20 9 0.536 4.40 11 12.38 1.10 17.60
4 PCTY 142.20 20 Nov '20 154 140.00 0.550 23.50 1 0.527 16.00 0 27.78 1.08 39.50
5 PCTY 142.20 17 Jul '20 28 140.00 0.569 10.10 37 0.507 6.50 15 11.67 1.08 16.60
6 PCTY 142.20 17 Jul '20 28 150.00 0.530 5.60 92 0.513 12.10 0 12.45 1.04 17.70
7 PCTY 142.20 20 Nov '20 154 145.00 0.495 21.20 2 0.532 19.00 0 28.27 1.03 40.20
8 PCTY 142.20 17 Jul '20 28 145.00 0.547 7.70 29 0.472 8.90 14 11.67 1.02 16.60
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