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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 SPY 514.79 30 Aug '24 176 515.00 0.154 25.41 10 514.00 0.157 25.57 5 -0.16 1.00 1.19 0.00
2 SPY 514.79 14 Mar '24 7 514.00 0.139 4.36 3,893 513.00 0.140 4.93 2,280 -0.57 1.00 2.33 0.00
3 SPY 514.79 15 Mar '24 8 514.00 0.132 4.45 14,139 513.00 0.134 5.02 13,166 -0.57 1.00 2.33 0.00
4 SPY 514.79 14 Mar '24 7 516.00 0.136 3.30 3,462 515.00 0.137 3.79 4,586 -0.49 1.00 1.96 0.00
5 SPY 514.79 14 Mar '24 7 515.00 0.137 3.81 4,586 514.00 0.139 4.34 3,893 -0.53 1.00 2.13 0.00
6 SPY 514.79 15 Mar '24 8 516.00 0.130 3.39 9,745 515.00 0.131 3.88 17,835 -0.49 1.00 1.96 0.00
7 SPY 514.79 30 Apr '24 54 514.00 0.136 11.43 462 513.00 0.137 12.00 235 -0.57 1.00 2.33 0.00
8 SPY 514.79 19 Mar '24 12 514.00 0.116 4.76 203 513.00 0.117 5.32 143 -0.56 1.00 2.27 0.00
9 SPY 514.79 15 Mar '24 8 515.00 0.131 3.90 17,835 514.00 0.132 4.42 14,139 -0.52 1.00 2.08 0.00
10 SPY 514.79 17 May '24 71 515.00 0.145 13.53 571 514.00 0.146 14.10 285 -0.57 1.00 2.33 0.00
11 SPY 514.79 31 May '24 85 515.00 0.148 15.29 185 514.00 0.149 15.86 108 -0.57 1.00 2.33 0.00
12 SPY 514.79 31 May '24 85 514.00 0.149 15.91 108 513.00 0.150 16.49 34 -0.58 1.00 2.38 0.00
13 SPY 514.79 17 May '24 71 514.00 0.146 14.14 285 513.00 0.147 14.72 270 -0.58 1.00 2.38 0.00
14 SPY 514.79 13 Mar '24 6 514.00 0.133 3.93 10,002 513.00 0.134 4.49 6,888 -0.56 1.00 2.27 0.00
15 SPY 514.79 13 Mar '24 6 515.00 0.132 3.39 7,966 514.00 0.133 3.91 10,002 -0.52 1.00 2.08 0.00
16 SPY 514.79 31 May '24 85 516.00 0.147 14.69 3 515.00 0.148 15.24 185 -0.55 1.00 2.22 0.00
17 SPY 514.79 21 Jun '24 106 515.00 0.150 17.72 939 514.00 0.151 18.08 183 -0.36 1.00 1.56 0.00
18 SPY 514.79 19 Apr '24 43 515.00 0.133 9.44 7,083 514.00 0.134 9.99 1,465 -0.55 1.00 2.22 0.00
19 SPY 514.79 18 Mar '24 11 514.00 0.117 4.59 1,434 513.00 0.118 5.15 934 -0.56 1.00 2.27 0.00
20 SPY 514.79 17 May '24 71 516.00 0.144 12.93 312 515.00 0.145 13.49 571 -0.56 1.00 2.27 0.00
21 SPY 514.79 12 Apr '24 36 514.00 0.131 8.97 1,780 513.00 0.132 9.53 149 -0.56 1.00 2.27 0.00
22 SPY 514.79 19 Apr '24 43 516.00 0.131 8.88 1,420 515.00 0.133 9.41 7,083 -0.53 1.00 2.13 0.00
23 SPY 514.79 30 Apr '24 54 516.00 0.134 10.27 601 515.00 0.135 10.80 664 -0.53 1.00 2.13 0.00
24 SPY 514.79 18 Mar '24 11 515.00 0.116 4.05 1,765 514.00 0.117 4.57 1,434 -0.52 1.00 2.08 0.00
25 SPY 514.79 19 Apr '24 43 514.00 0.134 10.02 1,465 513.00 0.135 10.58 1,566 -0.56 1.00 2.27 0.00
26 SPY 514.79 19 Mar '24 12 515.00 0.115 4.22 652 514.00 0.116 4.73 203 -0.51 1.00 2.04 0.00
27 SPY 514.79 18 Mar '24 11 516.00 0.115 3.54 660 515.00 0.116 4.02 1,765 -0.48 1.00 1.92 0.00
28 SPY 514.79 21 Jun '24 106 514.00 0.151 18.51 183 513.00 0.152 18.69 141 -0.18 1.00 1.22 0.00
29 SPY 514.79 30 Apr '24 54 515.00 0.135 10.84 664 514.00 0.136 11.39 462 -0.55 1.00 2.22 0.00
30 SPY 514.79 12 Apr '24 36 515.00 0.130 8.41 872 514.00 0.131 8.94 1,780 -0.53 1.00 2.13 0.00
31 SPY 514.79 13 Mar '24 6 516.00 0.131 2.90 4,436 515.00 0.132 3.37 7,966 -0.47 1.00 1.89 0.00
32 SPY 514.79 12 Mar '24 5 515.00 0.131 3.06 10,555 514.00 0.132 3.58 16,583 -0.52 1.00 2.08 0.00
33 SPY 514.79 19 Jul '24 134 514.00 0.149 21.03 14 513.00 0.150 21.27 23 -0.24 1.00 1.32 0.00
34 SPY 514.79 5 Apr '24 29 514.00 0.126 7.79 1,847 513.00 0.127 8.33 1,320 -0.54 1.00 2.17 0.00
35 SPY 514.79 12 Apr '24 36 516.00 0.129 7.86 302 515.00 0.130 8.37 872 -0.51 1.00 2.04 0.00
36 SPY 514.79 19 Jul '24 134 515.00 0.148 20.25 1,010 514.00 0.149 20.63 14 -0.38 1.00 1.61 0.00
37 SPY 514.79 20 Mar '24 13 514.00 0.121 5.13 955 513.00 0.122 5.68 945 -0.55 1.00 2.22 0.00
38 SPY 514.79 5 Apr '24 29 515.00 0.125 7.23 1,388 514.00 0.126 7.75 1,847 -0.52 1.00 2.08 0.00
39 SPY 514.79 19 Jul '24 134 516.00 0.148 19.78 4 515.00 0.148 20.15 1,010 -0.37 1.00 1.59 0.00
40 SPY 514.79 5 Apr '24 29 516.00 0.124 6.70 1,061 515.00 0.125 7.20 1,388 -0.50 1.00 2.00 0.00
41 SPY 514.79 28 Mar '24 21 514.00 0.123 6.54 1,843 513.00 0.124 7.08 605 -0.54 1.00 2.17 0.00
42 SPY 514.79 12 Mar '24 5 514.00 0.132 3.60 16,583 513.00 0.133 4.16 6,339 -0.56 1.00 2.27 0.00
43 SPY 514.79 12 Mar '24 5 516.00 0.131 2.58 9,807 515.00 0.131 3.05 10,555 -0.47 1.00 1.89 0.00
44 SPY 514.79 31 Dec '24 299 514.00 0.147 37.73 4 513.00 0.148 37.79 18 -0.06 1.00 1.06 0.00
45 SPY 514.79 20 Mar '24 13 515.00 0.121 4.60 2,798 514.00 0.121 5.11 955 -0.51 1.00 2.04 0.00
46 SPY 514.79 28 Mar '24 21 515.00 0.123 6.00 4,388 514.00 0.123 6.51 1,843 -0.51 1.00 2.04 0.00
47 SPY 514.79 22 Mar '24 15 515.00 0.123 5.07 5,618 514.00 0.124 5.58 2,702 -0.51 1.00 2.04 0.00
48 SPY 514.79 20 Mar '24 13 516.00 0.120 4.10 516 515.00 0.121 4.57 2,798 -0.47 1.00 1.89 0.00
49 SPY 514.79 19 Mar '24 12 516.00 0.115 3.72 719 515.00 0.115 4.19 652 -0.47 1.00 1.89 0.00
50 SPY 514.79 28 Mar '24 21 516.00 0.122 5.49 946 515.00 0.123 5.97 4,388 -0.48 1.00 1.92 0.00
51 SPY 514.79 21 Jun '24 106 516.00 0.150 17.26 32 515.00 0.150 17.61 939 -0.35 1.00 1.54 0.00
52 SPY 514.79 22 Mar '24 15 516.00 0.123 4.57 851 515.00 0.123 5.05 5,618 -0.48 1.00 1.92 0.00
53 SPY 514.79 12 Apr '24 36 513.00 0.132 9.56 149 512.50 0.132 9.83 107 -0.27 0.50 2.17 0.00
54 SPY 514.79 22 Mar '24 15 514.00 0.124 5.61 2,702 513.00 0.125 6.14 923 -0.53 1.00 2.13 0.00
55 SPY 514.79 11 Mar '24 4 515.00 0.107 2.20 34,114 514.00 0.107 2.72 25,439 -0.52 1.00 2.08 0.00
56 SPY 514.79 11 Mar '24 4 514.00 0.107 2.73 25,439 513.00 0.108 3.31 10,179 -0.58 1.00 2.38 0.00
57 SPY 514.79 11 Mar '24 4 516.00 0.107 1.75 16,923 515.00 0.107 2.19 34,114 -0.44 1.00 1.79 0.00
58 SPY 514.79 30 Aug '24 176 514.00 0.157 26.05 5 513.00 0.157 26.22 14 -0.17 1.00 1.20 -0.00
59 SPY 514.79 30 Aug '24 176 516.00 0.154 24.77 2 515.00 0.154 24.93 10 -0.16 1.00 1.19 -0.00
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