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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 PEN 220.09 21 Jun '24 88 230.00 0.418 15.30 0 220.00 0.451 19.20 0 -3.90 10.00 1.64 0.03
2 PEN 220.09 17 May '24 53 230.00 0.434 11.80 11 220.00 0.464 15.30 1 -3.50 10.00 1.54 0.03
3 PEN 220.09 19 Apr '24 25 220.00 0.413 9.90 6 210.00 0.425 15.10 1 -5.20 10.00 2.08 0.01
4 PEN 220.09 20 Dec '24 270 240.00 0.419 28.00 0 230.00 0.430 29.40 0 -1.40 10.00 1.16 0.01
5 PEN 220.09 19 Apr '24 25 230.00 0.403 5.60 1 220.00 0.413 9.20 6 -3.60 10.00 1.56 0.01
6 PEN 220.09 20 Dec '24 270 230.00 0.430 32.40 0 220.00 0.439 34.00 0 -1.60 10.00 1.19 0.01
7 PEN 220.09 19 Jul '24 116 240.00 0.418 14.50 0 230.00 0.425 16.50 0 -2.00 10.00 1.25 0.01
8 PEN 220.09 20 Dec '24 270 220.00 0.439 37.50 0 210.00 0.444 39.10 0 -1.60 10.00 1.19 0.01
9 PEN 220.09 18 Oct '24 207 240.00 0.416 22.80 0 230.00 0.421 23.50 2 -0.70 10.00 1.08 0.01
10 PEN 220.09 21 Jun '24 88 210.00 0.452 25.90 0 200.00 0.455 29.00 0 -3.10 10.00 1.45 0.00
11 PEN 220.09 19 Apr '24 25 240.00 0.401 3.00 13 230.00 0.403 5.10 1 -2.10 10.00 1.27 0.00
12 PEN 220.09 20 Dec '24 270 210.00 0.444 42.50 0 200.00 0.446 44.50 0 -2.00 10.00 1.25 0.00
13 PEN 220.09 21 Jun '24 88 220.00 0.451 20.30 0 210.00 0.452 23.70 0 -3.40 10.00 1.52 0.00
14 PEN 220.09 17 May '24 53 240.00 0.449 8.40 1 230.00 0.434 10.40 11 -2.00 10.00 1.25 -0.01
15 PEN 220.09 19 Apr '24 25 210.00 0.425 15.80 1 200.00 0.398 20.50 0 -4.70 10.00 1.89 -0.03
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