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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 SIEN 3.97 776K 17 Jul '20 3 7.50 C  0 0 0.00 3.841 88.92%
2 SIEN 3.97 776K 17 Jul '20 3 5.00 C  0 0 0.00 2.015 25.94%
3 SIEN 3.97 776K 21 Aug '20 38 7.50 C 0.05 1 1.26 1.896 91.33%
4 SIEN 3.97 776K 21 Aug '20 38 2.50 C 1.50 0 0.76 1.849 1.21%
5 SIEN 3.97 776K 21 Aug '20 38 5.00 C 0.35 27 8.82 1.628 38.12%
6 SIEN 3.97 776K 16 Oct '20 94 5.00 C 0.60 396 15.11 1.597 48.37%
7 SIEN 3.97 776K 17 Jul '20 3 2.50 C 1.35 2 -3.02 1.524 -4.58%
8 SIEN 3.97 776K 16 Oct '20 94 7.50 C 0.15 0 3.78 1.432 96.34%
9 SIEN 3.97 776K 16 Oct '20 94 2.50 C 1.55 3 2.02 1.368 3.31%
10 SIEN 3.97 776K 15 Jan '21 185 5.00 C 0.85 0 21.41 1.318 60.26%
11 SIEN 3.97 776K 15 Jan '21 185 7.50 C 0.65 0 16.37 1.305 125.90%
12 SIEN 3.97 776K 15 Jan '21 185 2.50 C 1.65 0 4.53 1.276 7.76%
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