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# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CPRI 39.33 21 Jun '24 67 37.50 0.443 4.70 0 35.00 0.821 5.80 0 -1.10 2.50 1.79 0.38
2 CPRI 39.33 17 Jan '25 277 35.00 0.576 10.90 0 32.50 0.615 11.30 4 -0.40 2.50 1.19 0.04
3 CPRI 39.33 16 Jan '26 641 40.00 0.294 9.30 0 37.50 0.305 9.60 0 -0.30 2.50 1.14 0.01
4 CPRI 39.33 16 Aug '24 123 40.00 0.483 4.40 315 37.50 0.492 5.20 0 -0.80 2.50 1.47 0.01
5 CPRI 39.33 17 May '24 32 40.00 0.548 2.35 7,736 37.50 0.554 3.10 2 -0.75 2.50 1.43 0.01
6 CPRI 39.33 16 Aug '24 123 42.50 0.479 3.50 249 40.00 0.483 4.00 315 -0.50 2.50 1.25 0.00
7 CPRI 39.33 16 Jan '26 641 37.50 0.305 10.80 0 35.00 0.308 11.10 0 -0.30 2.50 1.14 0.00
8 CPRI 39.33 20 Sep '24 158 42.50 0.495 4.30 1 40.00 0.498 4.70 0 -0.40 2.50 1.19 0.00
9 CPRI 39.33 18 Oct '24 186 42.50 0.509 4.90 0 40.00 0.512 5.40 4 -0.50 2.50 1.25 0.00
10 CPRI 39.33 17 May '24 32 37.50 0.554 3.90 2 35.00 0.556 4.70 0 -0.80 2.50 1.47 0.00
11 CPRI 39.33 21 Jun '24 67 42.50 0.516 2.60 23 40.00 0.516 3.00 27 -0.40 2.50 1.19 0.00
12 CPRI 39.33 17 May '24 32 42.50 0.586 1.60 8,171 40.00 0.548 2.15 7,736 -0.55 2.50 1.28 -0.04
13 CPRI 39.33 19 Apr '24 4 40.00 0.541 0.75 1,834 37.50 0.457 1.00 11 -0.25 2.50 1.11 -0.08
14 CPRI 39.33 19 Apr '24 4 42.50 0.727 0.30 643 40.00 0.541 0.50 1,834 -0.20 2.50 1.09 -0.19
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