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Option Spread Screener Report Date:

SCREENER   
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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 DENN 8.07 759K 17 May '24 21 12.50 C  0 0 0.00 1.262 54.89%
2 DENN 8.07 759K 15 Nov '24 203 5.00 C 3.20 0 1.61 0.702 2.67%
3 DENN 8.07 759K 17 May '24 21 10.00 C  0 0 0.00 0.604 23.92%
4 DENN 8.07 759K 17 May '24 21 7.50 C 0.05 0 -6.44 0.487 -6.48%
5 DENN 8.07 759K 16 Aug '24 112 7.50 C 0.90 0 4.09 0.486 4.60%
6 DENN 8.07 759K 16 Aug '24 112 12.50 C  0 0 0.00 0.466 54.89%
7 DENN 8.07 759K 15 Nov '24 203 12.50 C 0.05 0 0.62 0.422 55.86%
8 DENN 8.07 759K 16 Aug '24 112 10.00 C 0.10 0 1.24 0.373 25.47%
9 DENN 8.07 759K 15 Nov '24 203 10.00 C 0.15 0 1.86 0.350 26.26%
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