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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 SIG 11.14 2.6M 6 Sep '19 10 12.00 C 0.60 12 5.39 1.522 13.85%
2 SIG 11.14 2.6M 6 Sep '19 10 11.50 C 0.80 36 7.18 1.435 11.22%
3 SIG 11.14 2.6M 6 Sep '19 10 11.00 C 1.00 10 7.72 1.410 8.48%
4 SIG 11.14 2.6M 13 Sep '19 17 12.00 C 0.75 2 6.73 1.215 15.50%
5 SIG 11.14 2.6M 13 Sep '19 17 11.50 C 0.90 1 8.08 1.205 12.30%
6 SIG 11.14 2.6M 20 Sep '19 24 12.00 C 0.85 13 7.63 1.133 16.62%
7 SIG 11.14 2.6M 20 Sep '19 24 11.00 C 1.25 2 9.96 1.110 11.22%
8 SIG 11.14 2.6M 20 Sep '19 24 11.50 C 1.05 2 9.43 1.102 13.97%
9 SIG 11.14 2.6M 27 Sep '19 31 10.50 C 1.50 0 7.72 1.041 8.92%
10 SIG 11.14 2.6M 27 Sep '19 31 11.50 C 1.05 0 9.43 1.027 13.97%
11 SIG 11.14 2.6M 27 Sep '19 31 12.00 C 0.85 0 7.63 1.016 16.62%
12 SIG 11.14 2.6M 18 Oct '19 52 11.00 C 1.50 20 12.21 0.905 14.11%
13 SIG 11.14 2.6M 18 Oct '19 52 12.00 C 1.10 0 9.87 0.903 19.52%
14 SIG 11.14 2.6M 17 Jan '20 143 12.00 C 1.75 5 15.71 0.774 27.80%
15 SIG 11.14 2.6M 17 Jan '20 143 11.00 C 2.10 0 17.59 0.763 21.68%
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