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LEG VOLUME
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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 ITCI 8.37 986K 16 Aug '19 21 5.00 C 3.20 0 -2.03 1.221 -3.29%
2 ITCI 8.37 986K 21 Feb '20 210 5.00 C 4.20 0 9.92 1.176 19.90%
3 ITCI 8.37 986K 18 Oct '19 84 5.00 C 3.50 0 1.55 1.145 2.67%
4 ITCI 8.37 986K 21 Feb '20 210 7.50 C 2.95 3 24.85 1.114 38.38%
5 ITCI 8.37 986K 16 Aug '19 21 12.50 C 0.05 330 0.60 1.100 50.24%
6 ITCI 8.37 986K 21 Feb '20 210 10.00 C 2.15 107 25.69 1.074 60.77%
7 ITCI 8.37 986K 20 Sep '19 56 5.00 C 3.40 40 0.36 1.041 0.60%
8 ITCI 8.37 986K 15 Nov '19 112 7.50 C 2.10 50 14.70 1.038 19.62%
9 ITCI 8.37 986K 21 Feb '20 210 12.50 C 1.40 10 16.73 1.037 79.34%
10 ITCI 8.37 986K 18 Oct '19 84 7.50 C 1.90 0 12.31 1.012 15.92%
11 ITCI 8.37 986K 15 Nov '19 112 10.00 C 1.10 14 13.14 1.008 37.55%
12 ITCI 8.37 986K 18 Oct '19 84 12.50 C 0.40 321 4.78 1.003 56.84%
13 ITCI 8.37 986K 15 Nov '19 112 5.00 C 3.60 0 2.75 0.988 4.82%
14 ITCI 8.37 986K 18 Oct '19 84 10.00 C 0.95 52 11.35 0.971 34.77%
15 ITCI 8.37 986K 16 Aug '19 21 7.50 C 1.15 43 3.35 0.970 3.88%
16 ITCI 8.37 986K 15 Nov '19 112 12.50 C 0.55 0 6.57 0.937 59.85%
17 ITCI 8.37 986K 16 Aug '19 21 10.00 C 0.15 113 1.79 0.897 21.65%
18 ITCI 8.37 986K 20 Sep '19 56 10.00 C 0.50 27 5.97 0.835 27.06%
19 ITCI 8.37 986K 20 Sep '19 56 7.50 C 1.45 17 6.93 0.805 8.38%
20 ITCI 8.37 986K 20 Sep '19 56 12.50 C 0.10 0 1.19 0.768 51.15%
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Data Provided by HistoricalOptionData.com
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