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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 VRNA 13.00 1.2M 19 Jul '24 63 12.50 C 2.45 0 15.00 1.709 18.48%
2 VRNA 13.00 1.2M 20 Sep '24 126 10.00 C 4.10 0 8.46 1.585 12.36%
3 VRNA 13.00 1.2M 19 Jul '24 63 10.00 C 3.50 0 3.85 1.465 5.26%
4 VRNA 13.00 1.2M 19 Jul '24 63 17.50 C 1.50 0 11.54 1.340 52.17%
5 VRNA 13.00 1.2M 19 Jul '24 63 15.00 C 1.85 21 14.23 1.305 34.53%
6 VRNA 13.00 1.2M 21 Jun '24 35 10.00 C 1.50 12 -11.54 1.267 -13.04%
7 VRNA 13.00 1.2M 20 Sep '24 126 15.00 C 0.65 0 5.00 1.130 21.46%
8 VRNA 13.00 1.2M 20 Sep '24 126 12.50 C 2.80 0 17.69 1.129 22.55%
9 VRNA 13.00 1.2M 20 Sep '24 126 17.50 C 1.25 0 9.62 1.059 48.94%
10 VRNA 13.00 1.2M 20 Dec '24 217 10.00 C 4.30 10 10.00 1.043 14.94%
11 VRNA 13.00 1.2M 20 Dec '24 217 17.50 C 1.50 0 11.54 0.921 52.17%
12 VRNA 13.00 1.2M 20 Dec '24 217 15.00 C 2.25 50 17.31 0.910 39.53%
13 VRNA 13.00 1.2M 21 Jun '24 35 17.50 C 0.20 28 1.54 0.893 36.72%
14 VRNA 13.00 1.2M 21 Jun '24 35 12.50 C 1.35 4 6.54 0.848 7.30%
15 VRNA 13.00 1.2M 20 Dec '24 217 12.50 C 2.30 0 13.85 0.830 16.82%
16 VRNA 13.00 1.2M 21 Jun '24 35 15.00 C 0.50 96 3.85 0.797 20.00%
17 VRNA 13.00 1.2M 17 May '24 0 15.00 C  0 24 0.00 0.462 15.38%
18 VRNA 13.00 1.2M 17 May '24 0 17.50 C  0 15 0.00 0.462 34.62%
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