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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 IMMR 7.19 248K 15 Nov '24 203 2.50 C 4.60 0 -1.25 4.159 -3.47%
2 IMMR 7.19 248K 16 Aug '24 112 2.50 C 4.60 0 -1.25 1.471 -3.47%
3 IMMR 7.19 248K 17 May '24 21 5.00 C 1.10 0 -15.16 1.093 -17.90%
4 IMMR 7.19 248K 17 May '24 21 10.00 C  0 0 0.00 0.857 39.08%
5 IMMR 7.19 248K 16 Aug '24 112 5.00 C 1.05 0 -15.86 0.787 -18.57%
6 IMMR 7.19 248K 21 Jun '24 56 10.00 C  0 0 0.00 0.651 39.08%
7 IMMR 7.19 248K 17 May '24 21 7.50 C 0.15 11 2.09 0.434 6.53%
8 IMMR 7.19 248K 16 Aug '24 112 10.00 C 0.05 36 0.70 0.424 40.06%
9 IMMR 7.19 248K 15 Nov '24 203 10.00 C 0.15 10 2.09 0.408 42.05%
10 IMMR 7.19 248K 15 Nov '24 203 7.50 C 0.65 32 9.04 0.389 14.68%
11 IMMR 7.19 248K 16 Aug '24 112 7.50 C 0.45 0 6.26 0.388 11.28%
12 IMMR 7.19 248K 21 Jun '24 56 7.50 C 0.25 9 3.48 0.356 8.07%
13 IMMR 7.19 248K 15 Nov '24 203 5.00 C 2.25 0 0.83 0.309 1.21%
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Data Provided by HistoricalOptionData.com
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