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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 SPY 343.66 18 Dec '20 44 343.00 0.246 12.08 156 0.262 12.11 303 7.04 0.51 24.19
2 SPY 343.66 18 Dec '20 44 344.00 0.244 11.46 782 0.260 12.51 1,427 6.97 0.50 23.97
3 SPY 343.66 4 Dec '20 30 343.00 0.251 10.23 52 0.251 9.49 84 5.74 0.50 19.72
4 SPY 343.66 11 Dec '20 37 343.00 0.249 11.30 25 0.250 10.47 8 6.33 0.50 21.77
5 SPY 343.66 18 Dec '20 44 345.00 0.240 10.85 2,087 0.258 12.93 1,499 6.92 0.50 23.78
6 SPY 343.66 4 Dec '20 30 344.00 0.248 9.62 124 0.248 9.87 34 5.67 0.50 19.49
7 SPY 343.66 11 Dec '20 37 344.00 0.247 10.69 1 0.247 10.86 31 6.27 0.49 21.55
8 SPY 343.66 4 Dec '20 30 345.00 0.245 9.02 266 0.245 10.27 452 5.61 0.49 19.29
9 SPY 343.66 2 Dec '20 28 344.00 0.244 9.17 34 0.245 9.42 78 5.41 0.49 18.59
10 SPY 343.66 11 Dec '20 37 345.00 0.244 10.09 90 0.244 11.27 55 6.22 0.49 21.36
11 SPY 343.66 31 Dec '20 57 343.00 0.233 13.01 24 0.252 13.26 11 7.64 0.48 26.27
12 SPY 343.66 2 Dec '20 28 345.00 0.241 8.59 40 0.242 9.81 100 5.35 0.48 18.40
13 SPY 343.66 31 Dec '20 57 344.00 0.231 12.39 112 0.250 13.65 31 7.58 0.48 26.04
14 SPY 343.66 15 Jan '21 72 343.00 0.230 14.38 199 0.249 14.74 1,693 8.47 0.48 29.12
15 SPY 343.66 7 Dec '20 33 345.00 0.239 9.36 32 0.237 10.45 75 5.76 0.48 19.81
16 SPY 343.66 31 Dec '20 57 345.00 0.228 11.75 1,275 0.247 14.06 201 7.51 0.48 25.81
17 SPY 343.66 15 Jan '21 72 344.00 0.228 13.77 409 0.247 15.13 986 8.41 0.47 28.90
18 SPY 343.66 19 Feb '21 107 343.00 0.227 17.27 40,517 0.243 17.64 517 10.16 0.47 34.91
19 SPY 343.66 15 Jan '21 72 345.00 0.225 13.13 1,596 0.245 15.55 1,966 8.35 0.47 28.68
20 SPY 343.66 19 Feb '21 107 344.00 0.225 16.66 8 0.242 18.03 518 10.09 0.47 34.69
21 SPY 343.66 19 Feb '21 107 345.00 0.224 16.06 160 0.240 18.42 830 10.03 0.46 34.48
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