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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 IRBT 59.88 601K 25 Oct '19 24 59.00 C 5.30 0 7.38 0.815 8.10%
2 IRBT 59.88 601K 25 Oct '19 24 60.50 C 4.60 0 7.68 0.814 9.44%
3 IRBT 59.88 601K 25 Oct '19 24 59.50 C 5.10 0 7.88 0.813 8.62%
4 IRBT 59.88 601K 25 Oct '19 24 60.00 C 4.80 1 8.02 0.810 8.93%
5 IRBT 59.88 601K 1 Nov '19 31 59.50 C 5.20 0 8.05 0.744 8.81%
6 IRBT 59.88 601K 1 Nov '19 31 60.50 C 4.70 0 7.85 0.737 9.64%
7 IRBT 59.88 601K 1 Nov '19 31 60.00 C 4.90 0 8.18 0.734 9.13%
8 IRBT 59.88 601K 15 Nov '19 45 60.00 C 5.30 0 8.85 0.657 9.93%
9 IRBT 59.88 601K 20 Dec '19 80 60.00 C 6.10 10 10.19 0.568 11.57%
10 IRBT 59.88 601K 17 Jan '20 108 60.00 C 6.60 1 11.02 0.522 12.61%
11 IRBT 59.88 601K 20 Mar '20 171 60.00 C 8.30 3 13.86 0.519 16.32%
12 IRBT 59.88 601K 4 Oct '19 3 59.00 C 1.50 20 1.04 0.489 1.06%
13 IRBT 59.88 601K 4 Oct '19 3 59.50 C 1.20 42 1.37 0.486 1.40%
14 IRBT 59.88 601K 15 Jan '21 472 60.00 C 13.40 0 22.38 0.484 29.09%
15 IRBT 59.88 601K 4 Oct '19 3 60.00 C 0.95 20 1.59 0.477 1.82%
16 IRBT 59.88 601K 4 Oct '19 3 60.50 C 0.70 60 1.17 0.473 2.23%
17 IRBT 59.88 601K 11 Oct '19 10 59.00 C 2.20 0 2.20 0.452 2.29%
18 IRBT 59.88 601K 11 Oct '19 10 59.50 C 1.90 0 2.54 0.445 2.62%
19 IRBT 59.88 601K 11 Oct '19 10 60.00 C 1.65 2 2.76 0.444 3.04%
20 IRBT 59.88 601K 18 Oct '19 17 59.50 C 2.40 10 3.37 0.439 3.51%
21 IRBT 59.88 601K 11 Oct '19 10 60.50 C 1.40 1 2.34 0.438 3.45%
22 IRBT 59.88 601K 18 Oct '19 17 59.00 C 2.65 6 2.96 0.436 3.09%
23 IRBT 59.88 601K 18 Oct '19 17 60.50 C 1.90 2 3.17 0.433 4.35%
24 IRBT 59.88 601K 18 Oct '19 17 60.00 C 2.10 19 3.51 0.428 3.84%
25 IRBT 59.88 601K 21 Jan '22 843 60.00 C 17.10 0 28.56 0.427 40.25%
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