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# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 SPY 514.79 513.00 11 Mar '24 0.108 3.33 10,179 17 May '24 0.147 14.72 270 -0.00 0.04 -11.39
2 SPY 514.79 514.00 11 Mar '24 0.107 2.73 25,439 17 May '24 0.146 14.10 285 -0.00 0.04 -11.37
3 SPY 514.79 515.00 11 Mar '24 0.107 2.20 34,114 17 May '24 0.145 13.49 571 -0.00 0.04 -11.29
4 SPY 514.79 516.00 11 Mar '24 0.107 1.75 16,923 17 May '24 0.144 12.91 312 -0.00 0.04 -11.16
5 SPY 514.79 514.00 19 Mar '24 0.116 4.76 203 17 May '24 0.146 14.10 285 -0.00 0.03 -9.34
6 SPY 514.79 513.00 19 Mar '24 0.117 5.35 143 17 May '24 0.147 14.72 270 -0.00 0.03 -9.37
7 SPY 514.79 515.00 19 Mar '24 0.115 4.22 652 17 May '24 0.145 13.49 571 -0.00 0.03 -9.27
8 SPY 514.79 513.00 18 Mar '24 0.118 5.18 934 17 May '24 0.147 14.72 270 -0.00 0.03 -9.54
9 SPY 514.79 514.00 18 Mar '24 0.117 4.59 1,434 17 May '24 0.146 14.10 285 -0.00 0.03 -9.51
10 SPY 514.79 516.00 19 Mar '24 0.115 3.72 719 17 May '24 0.144 12.91 312 -0.00 0.03 -9.19
11 SPY 514.79 515.00 18 Mar '24 0.116 4.05 1,765 17 May '24 0.145 13.49 571 -0.00 0.03 -9.44
12 SPY 514.79 516.00 18 Mar '24 0.115 3.54 660 17 May '24 0.144 12.91 312 -0.00 0.03 -9.37
13 SPY 514.79 513.00 8 Mar '24 0.120 2.78 46,778 17 May '24 0.147 14.72 270 -0.00 0.03 -11.94
14 SPY 514.79 514.00 8 Mar '24 0.120 2.17 79,844 17 May '24 0.146 14.10 285 -0.00 0.03 -11.93
15 SPY 514.79 513.00 5 Apr '24 0.127 8.37 1,320 21 Jun '24 0.152 18.69 141 -0.00 0.03 -10.32
16 SPY 514.79 516.00 5 Apr '24 0.124 6.70 1,061 21 Jun '24 0.150 16.82 32 -0.00 0.03 -10.12
17 SPY 514.79 514.00 5 Apr '24 0.126 7.79 1,847 21 Jun '24 0.151 18.08 183 -0.00 0.03 -10.29
18 SPY 514.79 515.00 5 Apr '24 0.125 7.23 1,388 21 Jun '24 0.150 17.61 939 -0.00 0.03 -10.38
19 SPY 514.79 513.00 20 Mar '24 0.122 5.71 945 17 May '24 0.147 14.72 270 -0.00 0.02 -9.01
20 SPY 514.79 515.00 8 Mar '24 0.120 1.65 160,961 17 May '24 0.145 13.49 571 -0.00 0.02 -11.84
21 SPY 514.79 515.00 7 Mar '24 0.120 0.21 461,654 17 May '24 0.145 13.49 571 -0.00 0.02 -13.28
22 SPY 514.79 514.00 20 Mar '24 0.121 5.13 955 17 May '24 0.146 14.10 285 -0.00 0.02 -8.97
23 SPY 514.79 515.00 20 Mar '24 0.121 4.60 2,798 17 May '24 0.145 13.49 571 -0.00 0.02 -8.89
24 SPY 514.79 516.00 20 Mar '24 0.120 4.10 516 17 May '24 0.144 12.91 312 -0.00 0.02 -8.81
25 SPY 514.79 516.00 8 Mar '24 0.120 1.22 87,698 17 May '24 0.144 12.91 312 -0.00 0.02 -11.69
26 SPY 514.79 515.00 5 Apr '24 0.125 7.23 1,388 28 Jun '24 0.148 17.90 16 -0.00 0.02 -10.67
27 SPY 514.79 513.00 28 Mar '24 0.124 7.11 605 17 May '24 0.147 14.72 270 -0.00 0.02 -7.61
28 SPY 514.79 514.00 28 Mar '24 0.123 6.54 1,843 17 May '24 0.146 14.10 285 -0.00 0.02 -7.56
29 SPY 514.79 513.00 22 Mar '24 0.125 6.17 923 17 May '24 0.147 14.72 270 -0.00 0.02 -8.55
30 SPY 514.79 515.00 28 Mar '24 0.123 6.00 4,388 17 May '24 0.145 13.49 571 -0.00 0.02 -7.49
31 SPY 514.79 514.00 22 Mar '24 0.124 5.61 2,702 17 May '24 0.146 14.10 285 -0.00 0.02 -8.49
32 SPY 514.79 516.00 28 Mar '24 0.122 5.49 946 17 May '24 0.144 12.91 312 -0.00 0.02 -7.42
33 SPY 514.79 515.00 22 Mar '24 0.123 5.07 5,618 17 May '24 0.145 13.49 571 -0.00 0.02 -8.42
34 SPY 514.79 516.00 12 Apr '24 0.129 7.86 302 21 Jun '24 0.150 16.82 32 -0.00 0.02 -8.96
35 SPY 514.79 514.00 12 Apr '24 0.131 8.97 1,780 21 Jun '24 0.151 18.08 183 -0.00 0.02 -9.11
36 SPY 514.79 516.00 22 Mar '24 0.123 4.57 851 17 May '24 0.144 12.91 312 -0.00 0.02 -8.34
37 SPY 514.79 513.00 12 Apr '24 0.132 9.56 149 21 Jun '24 0.152 18.69 141 -0.00 0.02 -9.13
38 SPY 514.79 515.00 12 Apr '24 0.130 8.41 872 21 Jun '24 0.150 17.61 939 -0.00 0.02 -9.20
39 SPY 514.79 515.00 12 Apr '24 0.130 8.41 872 28 Jun '24 0.148 17.90 16 -0.00 0.02 -9.49
40 SPY 514.79 516.00 19 Apr '24 0.131 8.88 1,420 21 Jun '24 0.150 16.82 32 -0.00 0.02 -7.94
41 SPY 514.79 514.00 19 Apr '24 0.134 10.02 1,465 21 Jun '24 0.151 18.08 183 -0.00 0.02 -8.06
42 SPY 514.79 515.00 19 Apr '24 0.133 9.44 7,083 21 Jun '24 0.150 17.61 939 -0.00 0.02 -8.17
43 SPY 514.79 513.00 19 Apr '24 0.135 10.61 1,566 21 Jun '24 0.152 18.69 141 -0.00 0.02 -8.08
44 SPY 514.79 516.00 30 Apr '24 0.134 10.27 601 21 Jun '24 0.150 16.82 32 -0.00 0.02 -6.55
45 SPY 514.79 514.00 30 Apr '24 0.136 11.43 462 21 Jun '24 0.151 18.08 183 -0.00 0.02 -6.65
46 SPY 514.79 515.00 30 Apr '24 0.135 10.84 664 21 Jun '24 0.150 17.61 939 -0.00 0.02 -6.77
47 SPY 514.79 513.00 30 Apr '24 0.137 12.04 235 21 Jun '24 0.152 18.69 141 -0.00 0.02 -6.65
48 SPY 514.79 515.00 19 Apr '24 0.133 9.44 7,083 28 Jun '24 0.148 17.90 16 -0.00 0.02 -8.46
49 SPY 514.79 513.00 12 Mar '24 0.133 4.19 6,339 17 May '24 0.147 14.72 270 -0.00 0.01 -10.53
50 SPY 514.79 516.00 15 Mar '24 0.130 3.39 9,745 17 May '24 0.144 12.91 312 -0.00 0.01 -9.52
51 SPY 514.79 514.00 12 Mar '24 0.132 3.60 16,583 17 May '24 0.146 14.10 285 -0.00 0.01 -10.50
52 SPY 514.79 515.00 15 Mar '24 0.131 3.90 17,835 17 May '24 0.145 13.49 571 -0.00 0.01 -9.59
53 SPY 514.79 514.00 15 Mar '24 0.132 4.45 14,139 17 May '24 0.146 14.10 285 -0.00 0.01 -9.65
54 SPY 514.79 515.00 30 Apr '24 0.135 10.84 664 28 Jun '24 0.148 17.90 16 -0.00 0.01 -7.06
55 SPY 514.79 515.00 12 Mar '24 0.131 3.06 10,555 17 May '24 0.145 13.49 571 -0.00 0.01 -10.43
56 SPY 514.79 513.00 15 Mar '24 0.134 5.04 13,166 17 May '24 0.147 14.72 270 -0.00 0.01 -9.68
57 SPY 514.79 516.00 12 Mar '24 0.131 2.58 9,807 17 May '24 0.144 12.91 312 -0.00 0.01 -10.33
58 SPY 514.79 513.00 13 Mar '24 0.134 4.52 6,888 17 May '24 0.147 14.72 270 -0.00 0.01 -10.20
59 SPY 514.79 514.00 13 Mar '24 0.133 3.93 10,002 17 May '24 0.146 14.10 285 -0.00 0.01 -10.17
60 SPY 514.79 515.00 13 Mar '24 0.132 3.39 7,966 17 May '24 0.145 13.49 571 -0.00 0.01 -10.10
61 SPY 514.79 516.00 13 Mar '24 0.131 2.90 4,436 17 May '24 0.144 12.91 312 -0.00 0.01 -10.01
62 SPY 514.79 516.00 14 Mar '24 0.136 3.30 3,462 17 May '24 0.144 12.91 312 -0.00 0.01 -9.61
63 SPY 514.79 515.00 14 Mar '24 0.137 3.81 4,586 17 May '24 0.145 13.49 571 -0.00 0.01 -9.68
64 SPY 514.79 514.00 14 Mar '24 0.139 4.36 3,893 17 May '24 0.146 14.10 285 -0.00 0.01 -9.74
65 SPY 514.79 513.00 14 Mar '24 0.140 4.96 2,280 17 May '24 0.147 14.72 270 -0.00 0.01 -9.76
66 SPY 514.79 515.00 19 Jul '24 0.148 20.25 1,010 20 Sep '24 0.154 27.08 123 -0.00 0.01 -6.83
67 SPY 514.79 515.00 28 Jun '24 0.148 18.30 16 30 Aug '24 0.154 24.93 10 -0.00 0.01 -6.63
68 SPY 514.79 514.00 21 Jun '24 0.151 18.51 183 30 Aug '24 0.157 25.57 5 -0.00 0.01 -7.06
69 SPY 514.79 515.00 28 Jun '24 0.148 18.30 16 16 Aug '24 0.153 23.32 30 -0.00 0.01 -5.02
70 SPY 514.79 516.00 21 Jun '24 0.150 17.26 32 30 Aug '24 0.154 24.30 2 -0.00 0.00 -7.04
71 SPY 514.79 515.00 31 Jul '24 0.150 21.70 18 20 Sep '24 0.154 27.08 123 -0.00 0.00 -5.38
72 SPY 514.79 513.00 21 Jun '24 0.152 19.15 141 30 Aug '24 0.157 26.22 14 -0.00 0.00 -7.07
73 SPY 514.79 516.00 17 May '24 0.144 12.93 312 19 Jul '24 0.148 19.39 4 -0.00 0.00 -6.46
74 SPY 514.79 515.00 17 May '24 0.145 13.53 571 19 Jul '24 0.148 20.15 1,010 -0.00 0.00 -6.62
75 SPY 514.79 514.00 17 May '24 0.146 14.14 285 19 Jul '24 0.149 20.63 14 -0.00 0.00 -6.49
76 SPY 514.79 513.00 17 May '24 0.147 14.76 270 19 Jul '24 0.150 21.27 23 -0.00 0.00 -6.51
77 SPY 514.79 515.00 21 Jun '24 0.150 17.72 939 30 Aug '24 0.154 24.93 10 -0.00 0.00 -7.21
78 SPY 514.79 515.00 21 Jun '24 0.150 17.72 939 16 Aug '24 0.153 23.32 30 -0.00 0.00 -5.60
79 SPY 514.79 516.00 31 May '24 0.147 14.69 3 19 Jul '24 0.148 19.39 4 -0.00 0.00 -4.70
80 SPY 514.79 515.00 31 May '24 0.148 15.29 185 19 Jul '24 0.148 20.15 1,010 -0.00 0.00 -4.86
81 SPY 514.79 514.00 31 May '24 0.149 15.91 108 19 Jul '24 0.149 20.63 14 -0.00 0.00 -4.72
82 SPY 514.79 513.00 31 May '24 0.150 16.54 34 19 Jul '24 0.150 21.27 23 -0.00 0.00 -4.73
83 SPY 514.79 515.00 17 Jan '25 0.144 38.44 65 21 Mar '25 0.135 41.64 17 -0.00 -0.01 -3.20
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