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 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
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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 I 23.35 1.8M 20 Sep '19 203 22.50 C 7.40 0 28.05 1.118 41.07%
2 I 23.35 1.8M 20 Sep '19 203 25.00 C 6.60 0 28.27 1.092 49.25%
3 I 23.35 1.8M 21 Jun '19 112 22.50 C 5.60 6 20.34 1.091 26.76%
4 I 23.35 1.8M 21 Jun '19 112 24.00 C 5.00 0 21.41 1.066 30.79%
5 I 23.35 1.8M 21 Jun '19 112 25.00 C 4.70 2 20.13 1.057 34.05%
6 I 23.35 1.8M 17 May '19 77 24.00 C 3.80 0 16.27 1.002 22.76%
7 I 23.35 1.8M 17 May '19 77 23.00 C 4.20 0 16.49 0.989 20.10%
8 I 23.35 1.8M 20 Dec '19 294 25.00 C 7.00 0 29.98 0.982 52.91%
9 I 23.35 1.8M 20 Dec '19 294 22.50 C 8.00 0 30.62 0.974 46.58%
10 I 23.35 1.8M 17 May '19 77 25.00 C 3.40 0 14.56 0.971 25.31%
11 I 23.35 1.8M 17 Jan '20 322 25.00 C 7.20 0 30.84 0.954 54.80%
12 I 23.35 1.8M 18 Apr '19 48 24.00 C 2.35 5 10.06 0.868 14.29%
13 I 23.35 1.8M 18 Apr '19 48 25.00 C 2.10 10 8.99 0.861 17.65%
14 I 23.35 1.8M 18 Apr '19 48 23.00 C 2.90 18 10.92 0.844 12.47%
15 I 23.35 1.8M 15 Jan '21 686 25.00 C 9.30 0 39.83 0.815 77.94%
16 I 23.35 1.8M 15 Mar '19 14 24.00 C 0.80 1,076 3.43 0.730 6.43%
17 I 23.35 1.8M 15 Mar '19 14 25.00 C 0.50 64 2.14 0.696 9.41%
18 I 23.35 1.8M 15 Mar '19 14 23.00 C 1.25 105 3.85 0.645 4.07%
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Data Provided by HistoricalOptionData.com
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