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Long Put
LEG VOLUME
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# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 AMN 62.51 19 Apr '24 22 60.00 0.373 1.25 115 55.00 0.420 0.15 5 1.10 5.00 4.55 0.05
2 AMN 62.51 20 Dec '24 267 55.00 0.448 5.80 0 50.00 0.494 2.20 3 3.60 5.00 1.39 0.05
3 AMN 62.51 19 Jul '24 113 55.00 0.450 3.00 0 50.00 0.490 1.35 0 1.65 5.00 3.03 0.04
4 AMN 62.51 17 May '24 50 65.00 0.483 6.50 0 60.00 0.518 2.95 0 3.55 5.00 1.41 0.04
5 AMN 62.51 17 May '24 50 60.00 0.518 3.90 0 55.00 0.543 1.50 3 2.40 5.00 2.08 0.03
6 AMN 62.51 20 Dec '24 267 65.00 0.439 10.40 0 60.00 0.462 6.70 0 3.70 5.00 1.35 0.02
7 AMN 62.51 19 Apr '24 22 70.00 0.391 10.00 0 65.00 0.412 2.20 0 7.80 5.00 0.64 0.02
8 AMN 62.51 19 Jul '24 113 60.00 0.431 4.90 0 55.00 0.450 2.40 0 2.50 5.00 2.00 0.02
9 AMN 62.51 19 Jul '24 113 65.00 0.412 7.40 0 60.00 0.431 4.30 0 3.10 5.00 1.61 0.02
10 AMN 62.51 17 May '24 50 55.00 0.543 1.90 3 50.00 0.558 0.65 0 1.25 5.00 4.00 0.01
11 AMN 62.51 18 Oct '24 204 60.00 0.457 7.00 0 55.00 0.455 4.00 0 3.00 5.00 1.67 -0.00
12 AMN 62.51 19 Jul '24 113 70.00 0.416 10.90 0 65.00 0.412 6.50 0 4.40 5.00 1.14 -0.00
13 AMN 62.51 20 Dec '24 267 60.00 0.462 8.30 0 55.00 0.448 4.70 0 3.60 5.00 1.39 -0.01
14 AMN 62.51 18 Oct '24 204 55.00 0.455 4.70 0 50.00 0.437 2.35 0 2.35 5.00 2.13 -0.02
15 AMN 62.51 20 Dec '24 267 70.00 0.471 14.70 0 65.00 0.439 9.00 0 5.70 5.00 0.88 -0.03
16 AMN 62.51 19 Apr '24 22 65.00 0.412 4.10 0 60.00 0.373 1.10 115 3.00 5.00 1.67 -0.04
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