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Short Leg
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 XSPA 3.15 7.4M 21 Aug '20 32 7.50 C 0.15 372 4.76 2.484 150.00%
2 XSPA 3.15 7.4M 21 Aug '20 32 5.00 C 0.35 1,351 11.11 2.249 78.57%
3 XSPA 3.15 7.4M 18 Sep '20 60 7.50 C 0.30 65 9.52 2.126 163.16%
4 XSPA 3.15 7.4M 18 Sep '20 60 5.00 C 0.50 290 15.87 2.008 88.68%
5 XSPA 3.15 7.4M 18 Sep '20 60 2.50 C 1.05 26 12.70 2.004 19.05%
6 XSPA 3.15 7.4M 16 Oct '20 88 7.50 C 0.40 124 12.70 1.984 172.73%
7 XSPA 3.15 7.4M 21 Aug '20 32 2.50 C 1.00 260 11.11 1.981 16.28%
8 XSPA 3.15 7.4M 16 Oct '20 88 2.50 C 1.30 104 20.63 1.967 35.14%
9 XSPA 3.15 7.4M 16 Oct '20 88 5.00 C 0.60 169 19.05 1.935 96.08%
10 XSPA 3.15 7.4M 15 Jan '21 179 2.50 C 1.65 219 31.75 1.837 66.67%
11 XSPA 3.15 7.4M 15 Jan '21 179 5.00 C 0.95 197 30.16 1.735 127.27%
12 XSPA 3.15 7.4M 15 Jan '21 179 7.50 C 0.65 34 20.63 1.674 200.00%
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Data Provided by HistoricalOptionData.com
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