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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 VXRT 14.53 9.3M 15 Jan '21 177 12.50 C 7.90 11 40.40 2.177 88.54%
2 VXRT 14.53 9.3M 15 Jan '21 177 17.50 C 6.90 11 47.49 2.146 129.36%
3 VXRT 14.53 9.3M 15 Jan '21 177 15.00 C 7.20 19 49.55 2.077 104.64%
4 VXRT 14.53 9.3M 15 Jan '21 177 10.00 C 8.90 11 30.08 2.077 77.62%
5 VXRT 14.53 9.3M 16 Oct '20 86 17.50 C 4.70 20 32.35 2.062 78.03%
6 VXRT 14.53 9.3M 16 Oct '20 86 12.50 C 5.90 1 26.63 2.041 44.84%
7 VXRT 14.53 9.3M 16 Oct '20 86 15.00 C 5.10 22 35.10 2.032 59.07%
8 VXRT 14.53 9.3M 16 Oct '20 86 10.00 C 6.80 18 15.62 2.031 29.37%
9 VXRT 14.53 9.3M 18 Sep '20 58 12.50 C 5.00 17 20.44 2.014 31.16%
10 VXRT 14.53 9.3M 18 Sep '20 58 15.00 C 4.10 52 28.22 2.012 43.82%
11 VXRT 14.53 9.3M 18 Sep '20 58 17.50 C 3.50 10 24.09 1.998 58.66%
12 VXRT 14.53 9.3M 21 Aug '20 30 17.50 C 2.10 524 14.45 1.903 40.79%
13 VXRT 14.53 9.3M 21 Aug '20 30 15.00 C 2.90 511 19.96 1.894 28.98%
14 VXRT 14.53 9.3M 18 Sep '20 58 10.00 C 6.10 5 10.81 1.894 18.62%
15 VXRT 14.53 9.3M 21 Aug '20 30 10.00 C 5.30 54 5.30 1.890 8.34%
16 VXRT 14.53 9.3M 21 Aug '20 30 12.50 C 3.90 287 12.87 1.849 17.59%
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