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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 CNC 70.73 2.8M 26 Apr '24 14 71.00 C 2.10 16 2.97 0.425 3.45%
2 CNC 70.73 2.8M 26 Apr '24 14 72.00 C 1.65 0 2.33 0.422 4.23%
3 CNC 70.73 2.8M 26 Apr '24 14 70.00 C 2.60 1 2.64 0.421 2.74%
4 CNC 70.73 2.8M 19 Apr '24 7 70.00 C 1.90 233 1.65 0.401 1.70%
5 CNC 70.73 2.8M 19 Apr '24 7 71.00 C 1.30 131 1.84 0.391 2.26%
6 CNC 70.73 2.8M 19 Apr '24 7 72.00 C 0.90 36 1.27 0.375 3.11%
7 CNC 70.73 2.8M 3 May '24 21 72.00 C 1.80 3 2.54 0.373 4.45%
8 CNC 70.73 2.8M 10 May '24 28 71.00 C 2.50 10 3.53 0.351 4.06%
9 CNC 70.73 2.8M 10 May '24 28 72.00 C 2.05 3 2.90 0.349 4.83%
10 CNC 70.73 2.8M 17 May '24 35 70.00 C 3.30 17 3.63 0.346 3.81%
11 CNC 70.73 2.8M 15 Nov '24 217 70.00 C 7.80 0 10.00 0.334 11.23%
12 CNC 70.73 2.8M 24 May '24 42 72.00 C 2.40 0 3.39 0.331 5.37%
13 CNC 70.73 2.8M 21 Jun '24 70 70.00 C 4.20 2 4.91 0.314 5.22%
14 CNC 70.73 2.8M 20 Sep '24 161 70.00 C 6.40 22 8.02 0.313 8.81%
15 CNC 70.73 2.8M 17 Jan '25 280 70.00 C 8.90 0 11.55 0.311 13.21%
16 CNC 70.73 2.8M 20 Jun '25 434 70.00 C 9.00 0 11.69 0.258 13.40%
17 CNC 70.73 2.8M 12 Apr '24 0 70.00 C 0.70 2 -0.04 0.254 -0.04%
18 CNC 70.73 2.8M 12 Apr '24 0 72.00 C 0.10 143 0.14 0.254 1.94%
19 CNC 70.73 2.8M 12 Apr '24 0 71.00 C 0.20 30 0.28 0.254 0.67%
20 CNC 70.73 2.8M 16 Jan '26 644 70.00 C 13.00 0 17.35 0.233 21.25%
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Data Provided by HistoricalOptionData.com
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