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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 MCK 528.48 922K 17 May '24 71 530.00 C 22.90 10 4.33 0.253 4.83%
2 MCK 528.48 922K 16 Aug '24 162 530.00 C 35.20 0 6.66 0.249 7.44%
3 MCK 528.48 922K 28 Mar '24 21 530.00 C 8.20 0 1.55 0.237 1.87%
4 MCK 528.48 922K 22 Mar '24 15 525.00 C 10.20 0 1.27 0.229 1.30%
5 MCK 528.48 922K 12 Apr '24 36 525.00 C 14.60 0 2.10 0.226 2.16%
6 MCK 528.48 922K 28 Mar '24 21 525.00 C 11.30 0 1.48 0.217 1.51%
7 MCK 528.48 922K 19 Apr '24 43 530.00 C 14.50 2 2.74 0.214 3.12%
8 MCK 528.48 922K 5 Apr '24 29 525.00 C 13.50 1 1.90 0.213 1.95%
9 MCK 528.48 922K 22 Mar '24 15 530.00 C 7.40 0 1.40 0.212 1.71%
10 MCK 528.48 922K 5 Apr '24 29 530.00 C 10.80 0 2.04 0.211 2.38%
11 MCK 528.48 922K 15 Mar '24 8 525.00 C 8.00 43 0.86 0.207 0.87%
12 MCK 528.48 922K 15 Mar '24 8 527.50 C 6.40 1 1.03 0.203 1.04%
13 MCK 528.48 922K 15 Mar '24 8 530.00 C 5.20 2 0.98 0.202 1.28%
14 MCK 528.48 922K 15 Mar '24 8 532.50 C 4.10 2 0.78 0.201 1.55%
15 MCK 528.48 922K 12 Apr '24 36 530.00 C 12.20 0 2.31 0.201 2.66%
16 MCK 528.48 922K 8 Mar '24 1 525.00 C 4.10 13 0.12 0.196 0.12%
17 MCK 528.48 922K 8 Mar '24 1 532.50 C 0.70 3 0.13 0.196 0.89%
18 MCK 528.48 922K 8 Mar '24 1 530.00 C 1.50 9 0.28 0.196 0.57%
19 MCK 528.48 922K 8 Mar '24 1 527.50 C 2.65 7 0.32 0.196 0.32%
20 MCK 528.48 922K 16 Jan '26 680 530.00 C 84.10 0 15.91 0.196 19.27%
21 MCK 528.48 922K 20 Jun '25 470 530.00 C 67.00 0 12.68 0.192 14.85%
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Data Provided by HistoricalOptionData.com
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