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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 99.12 21 Jun '24 49 90.00 0.221 0.45 4 85.00 0.275 0.15 0 0.30 5.00 16.67 0.05
2 LYB 99.12 17 May '24 14 100.00 0.156 1.80 11 95.00 0.196 0.20 11 1.60 5.00 3.13 0.04
3 LYB 99.12 21 Jun '24 49 95.00 0.201 1.25 26 90.00 0.221 0.40 4 0.85 5.00 5.88 0.02
4 LYB 99.12 20 Sep '24 140 90.00 0.232 1.90 0 85.00 0.244 0.95 0 0.95 5.00 5.26 0.01
5 LYB 99.12 17 Jan '25 259 90.00 0.262 3.80 0 85.00 0.269 2.40 0 1.40 5.00 3.57 0.01
6 LYB 99.12 20 Sep '24 140 95.00 0.226 3.40 1 90.00 0.232 1.80 0 1.60 5.00 3.12 0.01
7 LYB 99.12 20 Dec '24 231 90.00 0.255 3.50 33 85.00 0.262 2.10 0 1.40 5.00 3.57 0.01
8 LYB 99.12 16 Jan '26 623 90.00 0.363 8.00 0 85.00 0.367 5.50 241 2.50 5.00 2.00 0.00
9 LYB 99.12 17 Jan '25 259 95.00 0.258 5.50 5 90.00 0.262 3.60 0 1.90 5.00 2.63 0.00
10 LYB 99.12 20 Dec '24 231 95.00 0.252 5.10 1 90.00 0.255 3.20 33 1.90 5.00 2.63 0.00
11 LYB 99.12 17 Jan '25 259 105.00 0.257 10.80 0 100.00 0.260 7.50 0 3.30 5.00 1.52 0.00
12 LYB 99.12 21 Jun '24 49 100.00 0.199 3.40 8 95.00 0.201 1.20 26 2.20 5.00 2.27 0.00
13 LYB 99.12 20 Sep '24 140 100.00 0.225 5.70 12 95.00 0.226 3.20 1 2.50 5.00 2.00 0.00
14 LYB 99.12 20 Dec '24 231 100.00 0.253 7.40 0 95.00 0.252 4.90 1 2.50 5.00 2.00 -0.00
15 LYB 99.12 17 Jan '25 259 100.00 0.260 7.90 0 95.00 0.258 5.30 5 2.60 5.00 1.92 -0.00
16 LYB 99.12 16 Jan '26 623 100.00 0.373 12.30 0 95.00 0.369 9.40 0 2.90 5.00 1.72 -0.00
17 LYB 99.12 16 Jan '26 623 95.00 0.369 10.00 0 90.00 0.363 7.50 0 2.50 5.00 2.00 -0.01
18 LYB 99.12 16 Jan '26 623 105.00 0.388 15.00 0 100.00 0.373 11.60 0 3.40 5.00 1.47 -0.02
19 LYB 99.12 20 Jun '25 413 95.00 0.310 9.70 0 90.00 0.292 3.60 0 6.10 5.00 0.82 -0.02
20 LYB 99.12 20 Sep '24 140 105.00 0.251 9.80 0 100.00 0.225 5.40 12 4.40 5.00 1.14 -0.03
21 LYB 99.12 17 May '24 14 105.00 0.186 7.70 0 100.00 0.156 1.65 11 6.05 5.00 0.83 -0.03
22 LYB 99.12 20 Dec '24 231 105.00 0.285 12.20 0 100.00 0.253 7.20 0 5.00 5.00 1.00 -0.03
23 LYB 99.12 21 Jun '24 49 105.00 0.266 8.10 0 100.00 0.199 3.20 8 4.90 5.00 1.02 -0.07
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