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Long Put
LEG VOLUME
STRIKE RANGE
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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 SNA 293.21 21 Jun '24 78 300.00 0.216 15.60 0 310.00 0.239 20.30 0 -4.70 10.00 1.89 0.02
2 SNA 293.21 15 Nov '24 225 290.00 0.231 17.30 0 300.00 0.230 20.60 0 -3.30 10.00 1.49 -0.00
3 SNA 293.21 15 Nov '24 225 280.00 0.232 13.40 0 290.00 0.231 16.00 0 -2.60 10.00 1.35 -0.00
4 SNA 293.21 17 May '24 43 290.00 0.232 8.10 16 300.00 0.230 12.60 7 -4.50 10.00 1.82 -0.00
5 SNA 293.21 21 Jun '24 78 290.00 0.221 11.00 0 300.00 0.216 14.50 0 -3.50 10.00 1.54 -0.01
6 SNA 293.21 17 May '24 43 280.00 0.241 5.30 15 290.00 0.232 7.50 16 -2.20 10.00 1.28 -0.01
7 SNA 293.21 21 Jun '24 78 280.00 0.231 7.30 0 290.00 0.221 9.30 0 -2.00 10.00 1.25 -0.01
8 SNA 293.21 19 Apr '24 15 280.00 0.310 3.10 2 290.00 0.292 4.70 2 -1.60 10.00 1.19 -0.02
9 SNA 293.21 21 Jun '24 78 310.00 0.239 23.00 0 320.00 0.220 28.30 0 -5.30 10.00 2.13 -0.02
10 SNA 293.21 19 Apr '24 15 290.00 0.292 6.70 2 300.00 0.263 9.80 0 -3.10 10.00 1.45 -0.03
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