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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 IEI 133.13 879K 15 May '20 9 135.00 C  0 0 0.00 0.057 1.40%
2 IEI 133.13 879K 19 Jun '20 44 132.00 C 1.10 0 -0.02 0.036 -0.02%
3 IEI 133.13 879K 19 Jun '20 44 135.00 C  0 0 0.00 0.035 1.40%
4 IEI 133.13 879K 15 May '20 9 133.00 C 0.20 0 0.05 0.034 0.05%
5 IEI 133.13 879K 18 Sep '20 135 135.00 C 0.30 1 0.23 0.033 1.63%
6 IEI 133.13 879K 19 Mar '21 317 135.00 C 0.40 6 0.30 0.032 1.71%
7 IEI 133.13 879K 19 Jun '20 44 134.00 C 0.20 1 0.15 0.032 0.80%
8 IEI 133.13 879K 19 Jun '20 44 133.00 C 0.60 200 0.35 0.032 0.35%
9 IEI 133.13 879K 21 Aug '20 107 134.00 C 0.30 4 0.23 0.031 0.88%
10 IEI 133.13 879K 17 Jul '20 72 135.00 C 0.05 0 0.04 0.031 1.44%
11 IEI 133.13 879K 18 Dec '20 226 135.00 C 0.40 2 0.30 0.031 1.71%
12 IEI 133.13 879K 15 Jan '21 254 135.00 C 0.25 8 0.19 0.030 1.60%
13 IEI 133.13 879K 16 Oct '20 163 135.00 C 0.25 0 0.19 0.030 1.60%
14 IEI 133.13 879K 15 May '20 9 134.00 C  0 0 0.00 0.030 0.65%
15 IEI 133.13 879K 18 Sep '20 135 134.00 C 0.45 0 0.34 0.030 0.99%
16 IEI 133.13 879K 16 Oct '20 163 133.00 C 0.75 0 0.47 0.030 0.47%
17 IEI 133.13 879K 17 Jul '20 72 134.00 C 0.20 0 0.15 0.029 0.80%
18 IEI 133.13 879K 19 Mar '21 317 134.00 C 0.60 2 0.45 0.027 1.11%
19 IEI 133.13 879K 21 Aug '20 107 133.00 C 0.65 4 0.39 0.027 0.39%
20 IEI 133.13 879K 18 Sep '20 135 132.00 C 1.25 0 0.09 0.027 0.09%
21 IEI 133.13 879K 17 Jul '20 72 133.00 C 0.55 0 0.32 0.027 0.32%
22 IEI 133.13 879K 18 Dec '20 226 134.00 C 0.50 2 0.38 0.027 1.03%
23 IEI 133.13 879K 16 Oct '20 163 134.00 C 0.45 0 0.34 0.026 0.99%
24 IEI 133.13 879K 18 Dec '20 226 133.00 C 0.80 4 0.50 0.021 0.51%
25 IEI 133.13 879K 18 Dec '20 226 132.00 C 1.30 1 0.13 0.021 0.13%
26 IEI 133.13 879K 19 Mar '21 317 133.00 C 0.85 0 0.54 0.020 0.54%
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