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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 SDRL 52.31 698K 19 Apr '24 15 45.00 C 5.90 0 -2.70 0.527 -3.04%
2 SDRL 52.31 698K 17 May '24 43 45.00 C 7.40 0 0.17 0.499 0.20%
3 SDRL 52.31 698K 17 May '24 43 50.00 C 3.80 10 2.85 0.455 3.07%
4 SDRL 52.31 698K 20 Dec '24 260 50.00 C 8.00 0 10.88 0.446 12.84%
5 SDRL 52.31 698K 19 Jul '24 106 45.00 C 8.40 0 2.08 0.443 2.48%
6 SDRL 52.31 698K 19 Apr '24 15 60.00 C  0 0 0.00 0.433 14.70%
7 SDRL 52.31 698K 18 Oct '24 197 45.00 C 8.80 0 2.85 0.432 3.42%
8 SDRL 52.31 698K 20 Dec '24 260 45.00 C 9.90 0 4.95 0.428 6.11%
9 SDRL 52.31 698K 20 Dec '24 260 60.00 C 4.00 0 7.65 0.422 24.20%
10 SDRL 52.31 698K 18 Oct '24 197 55.00 C 4.20 0 8.03 0.410 14.32%
11 SDRL 52.31 698K 19 Jul '24 106 55.00 C 2.05 0 3.92 0.402 9.43%
12 SDRL 52.31 698K 17 May '24 43 55.00 C 1.35 8 2.58 0.400 7.93%
13 SDRL 52.31 698K 20 Dec '24 260 55.00 C 4.30 0 8.22 0.391 14.56%
14 SDRL 52.31 698K 19 Jul '24 106 60.00 C 0.80 2 1.53 0.387 16.48%
15 SDRL 52.31 698K 19 Jul '24 106 50.00 C 5.20 0 5.52 0.356 6.13%
16 SDRL 52.31 698K 19 Apr '24 15 50.00 C 2.70 0 0.75 0.353 0.79%
17 SDRL 52.31 698K 19 Apr '24 15 55.00 C 0.35 52 0.67 0.332 5.85%
18 SDRL 52.31 698K 18 Oct '24 197 60.00 C 1.05 0 2.01 0.305 17.05%
19 SDRL 52.31 698K 17 May '24 43 60.00 C 0.05 0 0.10 0.300 14.81%
20 SDRL 52.31 698K 18 Oct '24 197 50.00 C 5.40 0 5.91 0.274 6.59%
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Data Provided by HistoricalOptionData.com
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