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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 LYB 99.02 15 Mar '24 8 95.00 0.238 0.30 5 90.00 0.366 0.05 22 0.25 5.00 20.00 0.13
2 LYB 99.02 15 Mar '24 8 100.00 0.199 1.80 39 95.00 0.238 0.15 5 1.65 5.00 3.03 0.04
3 LYB 99.02 17 Jan '25 316 100.00 0.255 9.20 0 95.00 0.284 5.60 63 3.60 5.00 1.39 0.03
4 LYB 99.02 19 Apr '24 43 95.00 0.205 1.20 14 90.00 0.226 0.35 7 0.85 5.00 5.88 0.02
5 LYB 99.02 19 Apr '24 43 100.00 0.185 3.10 9 95.00 0.205 1.10 14 2.00 5.00 2.50 0.02
6 LYB 99.02 21 Jun '24 106 90.00 0.241 1.65 11 85.00 0.258 0.75 11 0.90 5.00 5.56 0.02
7 LYB 99.02 21 Jun '24 106 95.00 0.227 2.90 1 90.00 0.241 1.45 11 1.45 5.00 3.45 0.01
8 LYB 99.02 21 Jun '24 106 100.00 0.215 5.00 17 95.00 0.227 2.75 1 2.25 5.00 2.22 0.01
9 LYB 99.02 20 Sep '24 197 95.00 0.247 4.70 0 90.00 0.254 2.85 0 1.85 5.00 2.70 0.01
10 LYB 99.02 20 Sep '24 197 90.00 0.254 3.10 0 85.00 0.257 0.85 0 2.25 5.00 2.22 0.00
11 LYB 99.02 17 Jan '25 316 95.00 0.284 7.20 63 90.00 0.285 2.90 10 4.30 5.00 1.16 0.00
12 LYB 99.02 20 Jun '25 470 105.00 0.336 14.00 0 100.00 0.336 10.20 0 3.80 5.00 1.32 -0.00
13 LYB 99.02 20 Jun '25 470 100.00 0.336 11.70 0 95.00 0.330 8.00 0 3.70 5.00 1.35 -0.01
14 LYB 99.02 15 Mar '24 8 105.00 0.206 7.90 1 100.00 0.199 1.65 39 6.25 5.00 0.80 -0.01
15 LYB 99.02 16 Jan '26 680 95.00 0.388 11.00 0 90.00 0.379 7.20 0 3.80 5.00 1.32 -0.01
16 LYB 99.02 20 Jun '25 470 95.00 0.330 9.20 0 90.00 0.311 4.80 0 4.40 5.00 1.14 -0.02
17 LYB 99.02 17 Jan '25 316 105.00 0.289 11.90 40 100.00 0.255 7.60 0 4.30 5.00 1.16 -0.03
18 LYB 99.02 16 Jan '26 680 100.00 0.424 15.30 0 95.00 0.388 9.40 0 5.90 5.00 0.85 -0.04
19 LYB 99.02 21 Jun '24 106 105.00 0.262 10.00 0 100.00 0.215 4.80 17 5.20 5.00 0.96 -0.05
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