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# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 FND 126.66 15 Mar '24 8 135.00 0.437 0.80 13 140.00 0.466 0.25 1 0.55 5.00 9.09 0.03
2 FND 126.66 21 Jun '24 106 120.00 0.416 15.90 334 125.00 0.431 12.60 9 3.30 5.00 1.52 0.02
3 FND 126.66 18 Oct '24 225 125.00 0.410 19.10 0 130.00 0.421 16.00 0 3.10 5.00 1.61 0.01
4 FND 126.66 19 Jul '24 134 120.00 0.416 17.20 0 125.00 0.425 13.90 0 3.30 5.00 1.52 0.01
5 FND 126.66 17 Jan '25 316 125.00 0.402 22.90 0 130.00 0.410 19.30 0 3.60 5.00 1.39 0.01
6 FND 126.66 15 Mar '24 8 130.00 0.433 1.90 510 135.00 0.437 0.65 13 1.25 5.00 4.00 0.00
7 FND 126.66 15 Mar '24 8 125.00 0.431 4.20 229 130.00 0.433 1.65 510 2.55 5.00 1.96 0.00
8 FND 126.66 16 Jan '26 680 120.00 0.317 36.40 0 125.00 0.317 32.50 0 3.90 5.00 1.28 0.00
9 FND 126.66 19 Apr '24 43 135.00 0.389 3.70 6 140.00 0.389 2.25 4 1.45 5.00 3.45 0.00
10 FND 126.66 19 Apr '24 43 120.00 0.406 11.10 0 125.00 0.403 7.70 0 3.40 5.00 1.47 -0.00
11 FND 126.66 17 May '24 71 135.00 0.446 6.90 0 140.00 0.442 4.90 2 2.00 5.00 2.50 -0.00
12 FND 126.66 21 Jun '24 106 125.00 0.431 12.90 9 130.00 0.427 10.20 0 2.70 5.00 1.85 -0.00
13 FND 126.66 19 Apr '24 43 130.00 0.393 5.50 7 135.00 0.389 3.50 6 2.00 5.00 2.50 -0.00
14 FND 126.66 19 Jul '24 134 135.00 0.412 9.80 0 140.00 0.408 7.60 0 2.20 5.00 2.27 -0.00
15 FND 126.66 19 Jul '24 134 130.00 0.417 11.90 0 135.00 0.412 9.40 0 2.50 5.00 2.00 -0.01
16 FND 126.66 21 Jun '24 106 135.00 0.420 8.50 0 140.00 0.415 6.40 0 2.10 5.00 2.38 -0.01
17 FND 126.66 18 Oct '24 225 130.00 0.421 16.60 0 135.00 0.415 13.80 0 2.80 5.00 1.79 -0.01
18 FND 126.66 21 Jun '24 106 130.00 0.427 10.60 0 135.00 0.420 8.10 0 2.50 5.00 2.00 -0.01
19 FND 126.66 17 May '24 71 125.00 0.460 11.40 0 130.00 0.454 8.50 1 2.90 5.00 1.72 -0.01
20 FND 126.66 19 Jul '24 134 125.00 0.425 14.40 0 130.00 0.417 11.50 0 2.90 5.00 1.72 -0.01
21 FND 126.66 15 Nov '24 253 120.00 0.440 23.40 0 125.00 0.432 19.80 0 3.60 5.00 1.39 -0.01
22 FND 126.66 17 May '24 71 130.00 0.454 9.00 1 135.00 0.446 6.50 0 2.50 5.00 2.00 -0.01
23 FND 126.66 19 Apr '24 43 125.00 0.403 8.00 0 130.00 0.393 5.30 7 2.70 5.00 1.85 -0.01
24 FND 126.66 17 Jan '25 316 120.00 0.412 25.50 0 125.00 0.402 20.60 0 4.90 5.00 1.02 -0.01
25 FND 126.66 16 Jan '26 680 125.00 0.317 33.80 0 130.00 0.306 28.60 0 5.20 5.00 0.96 -0.01
26 FND 126.66 15 Nov '24 253 135.00 0.434 17.00 0 140.00 0.420 13.40 0 3.60 5.00 1.39 -0.01
27 FND 126.66 17 Jan '25 316 130.00 0.410 20.50 0 135.00 0.393 16.00 3 4.50 5.00 1.11 -0.02
28 FND 126.66 18 Oct '24 225 135.00 0.415 14.40 0 140.00 0.396 10.70 0 3.70 5.00 1.35 -0.02
29 FND 126.66 17 May '24 71 120.00 0.480 14.70 0 125.00 0.460 10.90 0 3.80 5.00 1.32 -0.02
30 FND 126.66 15 Nov '24 253 125.00 0.432 20.70 0 130.00 0.410 16.00 0 4.70 5.00 1.06 -0.02
31 FND 126.66 15 Mar '24 8 120.00 0.472 8.50 79 125.00 0.431 3.90 229 4.60 5.00 1.09 -0.04
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