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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 SNAP 11.85 15 Mar '24 8 12.50 0.622 0.20 11,147 13.00 0.668 0.11 3,784 0.09 0.50 5.56 0.05
2 SNAP 11.85 15 Mar '24 8 12.00 0.583 0.35 29,683 12.50 0.622 0.19 11,147 0.16 0.50 3.13 0.04
3 SNAP 11.85 28 Mar '24 21 12.50 0.548 0.38 1,034 13.00 0.568 0.23 311 0.15 0.50 3.33 0.02
4 SNAP 11.85 22 Mar '24 15 11.50 0.546 0.72 365 12.00 0.567 0.47 1,961 0.25 0.50 2.00 0.02
5 SNAP 11.85 22 Mar '24 15 12.50 0.576 0.31 638 13.00 0.595 0.18 1,616 0.13 0.50 3.85 0.02
6 SNAP 11.85 15 Mar '24 8 11.50 0.566 0.60 4,774 12.00 0.583 0.33 29,683 0.27 0.50 1.85 0.02
7 SNAP 11.85 12 Apr '24 36 12.50 0.526 0.56 74 13.00 0.541 0.38 346 0.18 0.50 2.78 0.02
8 SNAP 11.85 28 Mar '24 21 11.50 0.531 0.80 389 12.00 0.545 0.53 1,621 0.27 0.50 1.85 0.01
9 SNAP 11.85 5 Apr '24 29 12.50 0.532 0.48 58 13.00 0.545 0.30 775 0.18 0.50 2.78 0.01
10 SNAP 11.85 5 Apr '24 29 12.00 0.523 0.66 183 12.50 0.532 0.44 58 0.22 0.50 2.27 0.01
11 SNAP 11.85 22 Mar '24 15 12.00 0.567 0.48 1,961 12.50 0.576 0.29 638 0.19 0.50 2.63 0.01
12 SNAP 11.85 15 Mar '24 8 11.00 0.559 0.95 2,295 11.50 0.566 0.58 4,774 0.37 0.50 1.35 0.01
13 SNAP 11.85 12 Apr '24 36 12.00 0.523 0.73 35 12.50 0.526 0.51 74 0.22 0.50 2.27 0.00
14 SNAP 11.85 12 Apr '24 36 11.50 0.519 0.98 149 12.00 0.523 0.70 35 0.28 0.50 1.79 0.00
15 SNAP 11.85 28 Mar '24 21 12.00 0.545 0.56 1,621 12.50 0.548 0.35 1,034 0.21 0.50 2.38 0.00
16 SNAP 11.85 22 Mar '24 15 11.00 0.546 1.05 423 11.50 0.546 0.70 365 0.35 0.50 1.43 -0.00
17 SNAP 11.85 5 Apr '24 29 11.50 0.525 0.90 43 12.00 0.523 0.62 183 0.28 0.50 1.79 -0.00
18 SNAP 11.85 12 Apr '24 36 11.00 0.545 1.32 26 11.50 0.519 0.75 149 0.57 0.50 0.88 -0.03
19 SNAP 11.85 5 Apr '24 29 11.00 0.552 1.27 38 11.50 0.525 0.86 43 0.41 0.50 1.22 -0.03
20 SNAP 11.85 28 Mar '24 21 11.00 0.603 1.24 263 11.50 0.531 0.77 389 0.47 0.50 1.06 -0.07
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