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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 PFSI 90.30 19 Apr '24 25 85.00 0.263 0.70 0 80.00 0.309 0.15 0 0.55 5.00 9.09 0.05
2 PFSI 90.30 19 Apr '24 25 90.00 0.229 2.15 0 85.00 0.263 0.55 0 1.60 5.00 3.12 0.03
3 PFSI 90.30 17 May '24 53 85.00 0.327 2.35 0 80.00 0.356 1.00 0 1.35 5.00 3.70 0.03
4 PFSI 90.30 19 Apr '24 25 95.00 0.207 5.40 0 90.00 0.229 1.85 0 3.55 5.00 1.41 0.02
5 PFSI 90.30 17 May '24 53 90.00 0.307 4.20 2 85.00 0.327 2.00 0 2.20 5.00 2.27 0.02
6 PFSI 90.30 21 Jun '24 88 90.00 0.272 5.00 0 85.00 0.290 2.40 0 2.60 5.00 1.92 0.02
7 PFSI 90.30 17 May '24 53 95.00 0.292 7.00 0 90.00 0.307 3.90 2 3.10 5.00 1.61 0.02
8 PFSI 90.30 19 Jul '24 116 90.00 0.279 5.40 0 85.00 0.292 3.10 0 2.30 5.00 2.17 0.01
9 PFSI 90.30 19 Jul '24 116 95.00 0.268 8.10 0 90.00 0.279 5.10 0 3.00 5.00 1.67 0.01
10 PFSI 90.30 21 Jun '24 88 85.00 0.290 2.95 0 80.00 0.301 1.15 0 1.80 5.00 2.78 0.01
11 PFSI 90.30 19 Jul '24 116 100.00 0.258 11.50 0 95.00 0.268 7.70 0 3.80 5.00 1.32 0.01
12 PFSI 90.30 19 Jul '24 116 85.00 0.292 3.50 0 80.00 0.301 1.60 0 1.90 5.00 2.63 0.01
13 PFSI 90.30 16 Aug '24 144 100.00 0.283 12.30 0 95.00 0.291 8.60 0 3.70 5.00 1.35 0.01
14 PFSI 90.30 21 Jun '24 88 95.00 0.267 7.70 0 90.00 0.272 4.30 0 3.40 5.00 1.47 0.00
15 PFSI 90.30 17 Jan '25 298 100.00 0.361 17.00 0 95.00 0.343 11.10 0 5.90 5.00 0.85 -0.02
16 PFSI 90.30 21 Jun '24 88 100.00 0.321 12.90 0 95.00 0.267 7.00 0 5.90 5.00 0.85 -0.05
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