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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 CSTM 11.50 664K 15 Nov '19 79 10.00 C 2.00 0 4.35 0.574 5.26%
2 CSTM 11.50 664K 20 Sep '19 23 10.00 C 1.55 0 0.43 0.556 0.50%
3 CSTM 11.50 664K 15 Nov '19 79 11.00 C 1.35 0 7.39 0.553 8.37%
4 CSTM 11.50 664K 15 Nov '19 79 12.00 C 0.85 0 7.39 0.530 12.68%
5 CSTM 11.50 664K 15 Nov '19 79 13.00 C 0.50 0 4.35 0.517 18.18%
6 CSTM 11.50 664K 21 Feb '20 177 10.00 C 2.35 0 7.39 0.516 9.29%
7 CSTM 11.50 664K 21 Feb '20 177 11.00 C 1.80 0 11.30 0.510 13.40%
8 CSTM 11.50 664K 20 Sep '19 23 11.00 C 0.80 0 2.61 0.502 2.80%
9 CSTM 11.50 664K 21 Feb '20 177 12.00 C 1.35 10 11.74 0.497 18.23%
10 CSTM 11.50 664K 21 Feb '20 177 13.00 C 0.95 0 8.26 0.495 23.22%
11 CSTM 11.50 664K 20 Sep '19 23 13.00 C 0.10 0 0.87 0.489 14.04%
12 CSTM 11.50 664K 20 Sep '19 23 12.00 C 0.25 0 2.17 0.458 6.67%
13 CSTM 11.50 664K 18 Oct '19 51 12.00 C 0.50 0 4.35 0.456 9.09%
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