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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 ITCI 20.33 1.3M 21 Aug '20 105 22.00 C 2.65 0 13.03 1.020 24.43%
2 ITCI 20.33 1.3M 15 Jan '21 252 20.00 C 6.30 59 29.37 0.998 42.55%
3 ITCI 20.33 1.3M 21 Aug '20 105 20.00 C 4.20 62 19.04 0.969 23.99%
4 ITCI 20.33 1.3M 21 Jan '22 623 22.00 C 8.00 0 39.35 0.963 78.43%
5 ITCI 20.33 1.3M 21 Jan '22 623 20.00 C 8.80 0 41.66 0.921 73.46%
6 ITCI 20.33 1.3M 19 Jun '20 42 22.00 C 1.50 26 7.38 0.901 16.83%
7 ITCI 20.33 1.3M 15 May '20 7 21.00 C 0.55 42 2.71 0.894 6.17%
8 ITCI 20.33 1.3M 19 Jun '20 42 19.00 C 2.65 0 6.49 0.867 7.47%
9 ITCI 20.33 1.3M 21 Aug '20 105 19.00 C 3.00 1 8.21 0.862 9.64%
10 ITCI 20.33 1.3M 20 Nov '20 196 20.00 C 4.60 1 21.00 0.832 27.15%
11 ITCI 20.33 1.3M 15 May '20 7 22.00 C 0.20 91 0.98 0.825 9.29%
12 ITCI 20.33 1.3M 19 Jun '20 42 20.00 C 2.25 23 9.44 0.802 10.62%
13 ITCI 20.33 1.3M 15 Jan '21 252 22.00 C 3.50 0 17.22 0.767 30.72%
14 ITCI 20.33 1.3M 19 Jun '20 42 21.00 C 1.25 1 6.15 0.760 10.06%
15 ITCI 20.33 1.3M 20 Nov '20 196 19.00 C 4.10 0 13.63 0.754 17.07%
16 ITCI 20.33 1.3M 15 May '20 7 20.00 C 0.75 183 2.07 0.718 2.15%
17 ITCI 20.33 1.3M 15 May '20 7 19.00 C 1.25 17 -0.39 0.696 -0.42%
18 ITCI 20.33 1.3M 21 Aug '20 105 21.00 C 1.70 0 8.36 0.678 12.72%
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Data Provided by HistoricalOptionData.com
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