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SCREENER   
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 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
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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 CAPR 6.30 7.2M 21 Aug '20 32 7.50 C 0.95 1,663 15.08 2.103 40.19%
2 CAPR 6.30 7.2M 18 Sep '20 60 10.00 C 0.90 54 14.29 1.909 85.19%
3 CAPR 6.30 7.2M 21 Aug '20 32 5.00 C 1.80 206 7.94 1.896 11.11%
4 CAPR 6.30 7.2M 18 Sep '20 60 7.50 C 1.10 97 17.46 1.881 44.23%
5 CAPR 6.30 7.2M 18 Sep '20 60 2.50 C 3.60 4 -3.17 1.780 -7.41%
6 CAPR 6.30 7.2M 21 Aug '20 32 2.50 C 3.40 7 -6.35 1.763 -13.79%
7 CAPR 6.30 7.2M 19 Mar '21 242 2.50 C 3.60 10 -3.17 1.667 -7.41%
8 CAPR 6.30 7.2M 18 Dec '20 151 2.50 C 3.90 73 1.59 1.634 4.17%
9 CAPR 6.30 7.2M 19 Mar '21 242 5.00 C 2.40 6 17.46 1.580 28.21%
10 CAPR 6.30 7.2M 18 Dec '20 151 10.00 C 1.10 58 17.46 1.576 92.31%
11 CAPR 6.30 7.2M 18 Sep '20 60 5.00 C 1.90 37 9.52 1.571 13.64%
12 CAPR 6.30 7.2M 18 Dec '20 151 7.50 C 1.65 59 26.19 1.375 61.29%
13 CAPR 6.30 7.2M 18 Dec '20 151 5.00 C 2.30 5 15.87 1.342 25.00%
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Data Provided by HistoricalOptionData.com
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