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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 MCRB 4.70 481K 21 Aug '20 30 2.50 C 0.50 0 -36.17 2.477 -40.48%
2 MCRB 4.70 481K 21 Aug '20 30 5.00 C 0.75 165 15.96 2.150 26.58%
3 MCRB 4.70 481K 21 Aug '20 30 7.50 C 0.40 39 8.51 2.129 74.42%
4 MCRB 4.70 481K 16 Oct '20 86 5.00 C 1.70 390 36.17 2.060 66.67%
5 MCRB 4.70 481K 18 Sep '20 58 5.00 C 1.20 182 25.53 1.990 42.86%
6 MCRB 4.70 481K 18 Sep '20 58 2.50 C 0.45 0 -37.23 1.950 -41.18%
7 MCRB 4.70 481K 18 Sep '20 58 7.50 C 0.45 123 9.57 1.887 76.47%
8 MCRB 4.70 481K 16 Oct '20 86 7.50 C 0.05 0 1.06 1.883 61.29%
9 MCRB 4.70 481K 15 Jan '21 177 2.50 C 2.60 0 8.51 1.705 19.05%
10 MCRB 4.70 481K 15 Jan '21 177 7.50 C 0.20 2 4.26 1.542 66.67%
11 MCRB 4.70 481K 15 Jan '21 177 5.00 C 1.65 13 35.11 1.512 63.93%
12 MCRB 4.70 481K 16 Oct '20 86 2.50 C 0.70 0 -31.91 0.905 -37.50%
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