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# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 SPX 5970.84 31 Mar '25 94 5965.00 0.159 204.10 11 0.119 132.40 10 5.64 0.28 336.50
2 SPX 5970.84 21 Mar '25 84 5965.00 0.159 192.10 11 0.119 125.90 7 5.33 0.28 318.00
3 SPX 5970.84 21 Mar '25 84 5965.00 0.159 192.10 11 0.119 125.20 58 5.31 0.28 317.30
4 SPX 5970.84 21 Mar '25 84 5970.00 0.159 188.70 23 0.118 127.50 16 5.30 0.28 316.20
5 SPX 5970.84 21 Mar '25 84 5970.00 0.159 188.70 23 0.118 126.80 16 5.28 0.28 315.50
6 SPX 5970.84 21 Mar '25 84 5970.00 0.158 188.10 1 0.118 127.50 16 5.29 0.28 315.60
7 SPX 5970.84 21 Mar '25 84 5970.00 0.158 188.10 1 0.118 126.80 16 5.27 0.28 314.90
8 SPX 5970.84 31 Mar '25 94 5975.00 0.158 197.40 81 0.118 135.60 0 5.58 0.28 333.00
9 SPX 5970.84 21 Mar '25 84 5975.00 0.158 185.40 122 0.118 129.10 122 5.27 0.28 314.50
10 SPX 5970.84 21 Mar '25 84 5975.00 0.158 185.40 122 0.117 128.40 13 5.26 0.27 313.80
11 SPX 5970.84 21 Mar '25 84 5975.00 0.157 184.70 69 0.118 129.10 122 5.26 0.27 313.80
12 SPX 5970.84 21 Mar '25 84 5975.00 0.157 184.70 69 0.117 128.40 13 5.24 0.27 313.10
13 SPX 5970.84 21 Mar '25 84 5980.00 0.156 181.40 26 0.117 130.70 21 5.23 0.27 312.10
14 SPX 5970.84 21 Mar '25 84 5980.00 0.156 181.40 26 0.116 130.00 63 5.22 0.27 311.40
15 SPX 5970.84 28 Feb '25 63 5970.00 0.154 157.10 23 0.115 108.70 17 4.45 0.27 265.80
16 SPX 5970.84 21 Feb '25 56 5965.00 0.152 148.50 2 0.113 99.60 24 4.16 0.27 248.10
17 SPX 5970.84 21 Feb '25 56 5965.00 0.152 148.50 2 0.113 98.60 41 4.14 0.27 247.10
18 SPX 5970.84 21 Feb '25 56 5965.00 0.151 147.80 24 0.113 99.60 24 4.14 0.26 247.40
19 SPX 5970.84 7 Feb '25 42 5970.00 0.152 125.40 15 0.113 88.60 9 3.58 0.26 214.00
20 SPX 5970.84 21 Feb '25 56 5970.00 0.152 145.20 43 0.113 101.30 43 4.13 0.26 246.50
21 SPX 5970.84 21 Feb '25 56 5965.00 0.151 147.80 24 0.113 98.60 41 4.13 0.26 246.40
22 SPX 5970.84 21 Feb '25 56 5970.00 0.152 145.20 43 0.112 100.30 3 4.11 0.26 245.50
23 SPX 5970.84 7 Feb '25 42 5975.00 0.151 122.10 9 0.112 90.30 131 3.56 0.26 212.40
24 SPX 5970.84 14 Feb '25 49 5980.00 0.151 130.30 1 0.111 99.10 20 3.84 0.26 229.40
25 SPX 5970.84 21 Feb '25 56 5975.00 0.151 141.90 2 0.112 102.90 28 4.10 0.26 244.80
26 SPX 5970.84 21 Feb '25 56 5975.00 0.151 141.90 2 0.111 102.00 1,653 4.08 0.26 243.90
27 SPX 5970.84 21 Feb '25 56 5975.00 0.150 141.20 429 0.112 102.90 28 4.09 0.26 244.10
28 SPX 5970.84 7 Feb '25 42 5980.00 0.150 118.90 20 0.111 92.00 7 3.53 0.26 210.90
29 SPX 5970.84 21 Feb '25 56 5975.00 0.150 141.20 429 0.111 102.00 1,653 4.07 0.26 243.20
30 SPX 5970.84 21 Feb '25 56 5980.00 0.150 138.60 8 0.111 104.60 0 4.07 0.26 243.20
31 SPX 5970.84 21 Feb '25 56 5980.00 0.150 138.60 8 0.110 103.70 33 4.06 0.26 242.30
32 SPX 5970.84 21 Feb '25 56 5980.00 0.149 137.90 27 0.111 104.60 0 4.06 0.26 242.50
33 SPX 5970.84 21 Feb '25 56 5980.00 0.149 137.90 27 0.110 103.70 33 4.05 0.26 241.60
34 SPX 5970.84 5 Feb '25 40 5970.00 0.148 118.90 2 0.111 85.10 1 3.42 0.26 204.00
35 SPX 5970.84 5 Feb '25 40 5975.00 0.147 115.60 1 0.110 86.80 2 3.39 0.26 202.40
36 SPX 5970.84 3 Feb '25 38 5975.00 0.145 110.90 15 0.109 83.70 55 3.26 0.25 194.60
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