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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 PBF 50.47 21 Jun '24 106 49.00 0.366 5.90 0 48.00 0.459 6.20 1 -0.30 1.00 1.43 0.09
2 PBF 50.47 19 Jul '24 134 55.00 0.436 3.80 16 50.00 0.459 5.70 5 -1.90 5.00 1.61 0.02
3 PBF 50.47 15 Mar '24 8 50.00 0.464 1.70 243 49.00 0.483 2.20 47 -0.50 1.00 2.00 0.02
4 PBF 50.47 19 Apr '24 43 50.00 0.457 3.50 88 49.00 0.469 3.90 24 -0.40 1.00 1.67 0.01
5 PBF 50.47 20 Sep '24 197 60.00 0.423 3.40 37 55.00 0.434 4.80 5 -1.40 5.00 1.39 0.01
6 PBF 50.47 17 Jan '25 316 60.00 0.414 5.30 13 55.00 0.425 6.70 10 -1.40 5.00 1.39 0.01
7 PBF 50.47 17 May '24 71 60.00 0.457 1.30 196 55.00 0.465 2.30 54 -1.00 5.00 1.25 0.01
8 PBF 50.47 21 Jun '24 106 60.00 0.441 1.90 30 55.00 0.448 3.10 126 -1.20 5.00 1.32 0.01
9 PBF 50.47 20 Sep '24 197 49.00 0.439 7.70 0 48.00 0.447 8.00 0 -0.30 1.00 1.43 0.01
10 PBF 50.47 20 Sep '24 197 55.00 0.434 5.10 5 50.00 0.441 6.90 0 -1.80 5.00 1.56 0.01
11 PBF 50.47 17 May '24 71 50.00 0.466 4.50 186 49.00 0.472 4.80 0 -0.30 1.00 1.43 0.01
12 PBF 50.47 17 Jan '25 316 55.00 0.425 7.00 10 50.00 0.431 8.80 7 -1.80 5.00 1.56 0.01
13 PBF 50.47 19 Apr '24 43 49.00 0.469 4.10 24 48.00 0.474 4.50 4 -0.40 1.00 1.67 0.01
14 PBF 50.47 19 Jul '24 134 60.00 0.431 2.35 66 55.00 0.436 3.60 16 -1.25 5.00 1.33 0.01
15 PBF 50.47 18 Jul '25 498 60.00 0.374 7.40 6 55.00 0.378 8.70 2 -1.30 5.00 1.35 0.00
16 PBF 50.47 21 Jun '24 106 55.00 0.448 3.30 126 50.00 0.451 5.10 2 -1.80 5.00 1.56 0.00
17 PBF 50.47 17 May '24 71 49.00 0.472 5.10 0 48.00 0.473 5.40 70 -0.30 1.00 1.43 0.00
18 PBF 50.47 15 Mar '24 8 49.00 0.483 2.35 47 48.00 0.484 2.85 68 -0.50 1.00 2.00 0.00
19 PBF 50.47 17 May '24 71 55.00 0.465 2.50 54 50.00 0.466 4.30 186 -1.80 5.00 1.56 0.00
20 PBF 50.47 19 Jul '24 134 49.00 0.456 6.50 0 48.00 0.455 6.80 0 -0.30 1.00 1.43 -0.00
21 PBF 50.47 20 Sep '24 197 50.00 0.441 7.20 0 49.00 0.439 7.30 0 -0.10 1.00 1.11 -0.00
22 PBF 50.47 19 Jul '24 134 50.00 0.459 6.00 5 49.00 0.456 6.30 0 -0.30 1.00 1.43 -0.00
23 PBF 50.47 19 Apr '24 43 55.00 0.461 1.60 4,062 50.00 0.457 3.30 88 -1.70 5.00 1.52 -0.00
24 PBF 50.47 16 Jan '26 680 60.00 0.323 9.40 0 55.00 0.318 10.40 1 -1.00 5.00 1.25 -0.00
25 PBF 50.47 19 Apr '24 43 60.00 0.471 0.70 170 55.00 0.461 1.50 4,062 -0.80 5.00 1.19 -0.01
26 PBF 50.47 18 Jul '25 498 55.00 0.378 9.20 2 50.00 0.366 10.70 0 -1.50 5.00 1.43 -0.01
27 PBF 50.47 16 Jan '26 680 55.00 0.318 11.70 1 50.00 0.299 12.30 0 -0.60 5.00 1.14 -0.02
28 PBF 50.47 15 Mar '24 8 55.00 0.508 0.30 202 50.00 0.464 1.55 243 -1.25 5.00 1.33 -0.04
29 PBF 50.47 15 Mar '24 8 60.00 0.605 0.10 18 55.00 0.508 0.20 202 -0.10 5.00 1.02 -0.10
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