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LEG VOLUME
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# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 MCB 35.06 17 Jan '25 290 40.00 0.451 11.40 0 45.00 0.640 12.40 0 -1.00 5.00 1.25 0.19
2 MCB 35.06 21 Jun '24 80 40.00 0.602 8.00 0 45.00 0.717 10.20 0 -2.20 5.00 1.79 0.11
3 MCB 35.06 21 Jun '24 80 45.00 0.717 13.00 0 50.00 0.799 15.00 1 -2.00 5.00 1.67 0.08
4 MCB 35.06 20 Sep '24 171 40.00 0.520 8.10 8 45.00 0.587 10.30 0 -2.20 5.00 1.79 0.07
5 MCB 35.06 21 Jun '24 80 30.00 0.626 2.20 1 35.00 0.641 3.00 0 -0.80 5.00 1.19 0.02
6 MCB 35.06 20 Sep '24 171 35.00 0.543 5.40 3 40.00 0.520 7.40 8 -2.00 5.00 1.67 -0.02
7 MCB 35.06 21 Jun '24 80 35.00 0.641 5.20 0 40.00 0.602 6.10 0 -0.90 5.00 1.22 -0.04
8 MCB 35.06 20 Sep '24 171 30.00 0.615 3.50 0 35.00 0.543 4.60 3 -1.10 5.00 1.28 -0.07
9 MCB 35.06 19 Apr '24 17 35.00 0.558 1.85 0 40.00 0.472 3.40 0 -1.55 5.00 1.45 -0.09
10 MCB 35.06 19 Apr '24 17 30.00 0.948 0.90 0 35.00 0.558 1.45 0 -0.55 5.00 1.12 -0.39
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