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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 LCI 11.47 5.9M 15 Nov '19 51 11.00 C 1.90 15 12.47 1.053 14.94%
2 LCI 11.47 5.9M 18 Oct '19 23 10.00 C 1.85 37 3.31 1.013 3.95%
3 LCI 11.47 5.9M 20 Dec '19 86 12.50 C 1.65 101 14.39 1.012 27.29%
4 LCI 11.47 5.9M 20 Dec '19 86 11.00 C 2.25 0 15.52 1.010 19.31%
5 LCI 11.47 5.9M 20 Dec '19 86 10.00 C 2.75 1 11.16 1.005 14.68%
6 LCI 11.47 5.9M 18 Oct '19 23 11.00 C 1.25 251 6.80 0.956 7.63%
7 LCI 11.47 5.9M 17 Jan '20 114 10.00 C 2.95 0 12.90 0.954 17.37%
8 LCI 11.47 5.9M 18 Oct '19 23 12.50 C 0.65 358 5.67 0.954 15.53%
9 LCI 11.47 5.9M 17 Jan '20 114 11.00 C 2.40 4 16.83 0.927 21.28%
10 LCI 11.47 5.9M 17 Jan '20 114 12.50 C 1.80 313 15.69 0.909 29.27%
11 LCI 11.47 5.9M 20 Mar '20 177 12.00 C 2.35 10 20.49 0.890 31.58%
12 LCI 11.47 5.9M 20 Mar '20 177 11.00 C 2.75 0 19.88 0.882 26.15%
13 LCI 11.47 5.9M 20 Mar '20 177 10.00 C 3.20 0 15.08 0.878 20.92%
14 LCI 11.47 5.9M 15 Jan '21 478 12.50 C 3.10 4 27.03 0.743 49.34%
15 LCI 11.47 5.9M 15 Jan '21 478 10.00 C 4.00 236 22.06 0.692 33.87%
16 LCI 11.47 5.9M 21 Jan '22 849 12.00 C 2.90 257 25.28 0.626 40.02%
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