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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 ITCI 8.12 900K 16 Aug '19 18 12.50 P 4.20 1 -2.22 1.618 -4.59%
2 ITCI 8.12 900K 16 Aug '19 18 5.00 P  0 1 0.00 1.261 38.42%
3 ITCI 8.12 900K 21 Feb '20 207 5.00 P 0.80 0 9.85 1.111 53.55%
4 ITCI 8.12 900K 21 Feb '20 207 7.50 P 2.05 1 25.25 1.089 43.99%
5 ITCI 8.12 900K 15 Nov '19 109 7.50 P 1.30 0 16.01 1.074 28.15%
6 ITCI 8.12 900K 15 Nov '19 109 5.00 P 0.35 0 4.31 1.058 44.66%
7 ITCI 8.12 900K 21 Feb '20 207 10.00 P 3.60 0 21.18 1.046 38.05%
8 ITCI 8.12 900K 21 Feb '20 207 12.50 P 5.50 0 13.79 1.038 42.75%
9 ITCI 8.12 900K 18 Oct '19 81 5.00 P 0.20 0 2.46 1.027 41.92%
10 ITCI 8.12 900K 18 Oct '19 81 7.50 P 1.00 2 12.32 0.993 22.75%
11 ITCI 8.12 900K 15 Nov '19 109 10.00 P 2.90 18 12.56 0.988 19.54%
12 ITCI 8.12 900K 16 Aug '19 18 10.00 P 2.00 147 1.48 0.968 1.96%
13 ITCI 8.12 900K 16 Aug '19 18 7.50 P 0.35 178 4.31 0.963 12.48%
14 ITCI 8.12 900K 15 Nov '19 109 12.50 P 4.80 4 5.17 0.956 12.65%
15 ITCI 8.12 900K 18 Oct '19 81 10.00 P 2.60 8 8.87 0.955 13.04%
16 ITCI 8.12 900K 20 Sep '19 53 5.00 P  0 0 0.00 0.895 38.42%
17 ITCI 8.12 900K 18 Oct '19 81 12.50 P 4.60 2 2.71 0.894 6.25%
18 ITCI 8.12 900K 20 Sep '19 53 7.50 P 0.70 14 8.62 0.874 17.79%
19 ITCI 8.12 900K 20 Sep '19 53 10.00 P 2.25 0 4.56 0.867 6.30%
20 ITCI 8.12 900K 20 Sep '19 53 12.50 P 4.40 0 0.25 0.831 0.54%
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Data Provided by HistoricalOptionData.com
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