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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 ROOT 64.40 319K 17 May '24 21 55.00 P 4.50 8 6.99 1.536 23.21%
2 ROOT 64.40 319K 17 May '24 21 60.00 P 6.60 1 10.25 1.501 19.03%
3 ROOT 64.40 319K 17 May '24 21 65.00 P 9.30 0 13.51 1.495 15.79%
4 ROOT 64.40 319K 17 May '24 21 70.00 P 12.30 295 10.40 1.479 12.86%
5 ROOT 64.40 319K 21 Jun '24 56 55.00 P 7.60 0 11.80 1.292 29.93%
6 ROOT 64.40 319K 21 Jun '24 56 60.00 P 10.10 1 15.68 1.286 26.70%
7 ROOT 64.40 319K 21 Jun '24 56 65.00 P 12.90 0 19.10 1.284 23.88%
8 ROOT 64.40 319K 21 Jun '24 56 70.00 P 16.00 6 16.15 1.283 21.49%
9 ROOT 64.40 319K 20 Sep '24 147 60.00 P 16.50 1 25.62 1.282 43.63%
10 ROOT 64.40 319K 17 Jan '25 266 70.00 P 27.50 0 34.01 1.277 59.35%
11 ROOT 64.40 319K 20 Dec '24 238 70.00 P 27.60 0 34.16 1.276 59.78%
12 ROOT 64.40 319K 17 Jan '25 266 55.00 P 18.80 0 29.19 1.270 61.84%
13 ROOT 64.40 319K 17 Jan '25 266 65.00 P 25.20 0 38.20 1.267 62.76%
14 ROOT 64.40 319K 17 Jan '25 266 60.00 P 21.90 0 34.01 1.267 61.88%
15 ROOT 64.40 319K 20 Sep '24 147 55.00 P 13.60 0 21.12 1.266 45.28%
16 ROOT 64.40 319K 20 Sep '24 147 70.00 P 23.00 0 27.02 1.259 42.03%
17 ROOT 64.40 319K 20 Sep '24 147 65.00 P 19.70 0 29.66 1.258 42.73%
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