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LEG VOLUME
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# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 BCRX 8.71 534K 15 Mar '19 44 9.00 C 1.25 13 14.35 1.560 20.64%
2 BCRX 8.71 534K 21 Jun '19 142 9.00 C 2.75 17 31.57 1.523 51.01%
3 BCRX 8.71 534K 21 Jun '19 142 10.00 C 2.07 0 23.77 1.458 50.60%
4 BCRX 8.71 534K 15 Feb '19 16 8.00 C 0.46 0 -2.87 1.447 -3.03%
5 BCRX 8.71 534K 21 Jun '19 142 8.00 C 2.92 0 25.37 1.374 38.17%
6 BCRX 8.71 534K 15 Mar '19 44 7.00 C 0.30 1 -16.19 1.207 -16.77%
7 BCRX 8.71 534K 15 Mar '19 44 10.00 C 0.95 100 10.91 1.194 28.87%
8 BCRX 8.71 534K 15 Feb '19 16 10.00 C 0.30 0 3.44 1.082 18.91%
9 BCRX 8.71 534K 15 Mar '19 44 8.00 C 1.50 9 9.07 1.080 10.96%
10 BCRX 8.71 534K 19 Jul '19 170 10.00 C 0.93 0 10.68 1.035 28.53%
11 BCRX 8.71 534K 20 Dec '19 324 10.00 C 0.50 0 5.74 0.955 21.80%
12 BCRX 8.71 534K 15 Feb '19 16 9.00 C 0.22 25 2.53 0.928 6.01%
13 BCRX 8.71 534K 21 Jun '19 142 7.00 C 1.30 0 -4.71 0.551 -5.53%
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