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Short Leg
LEG VOLUME
STRIKE RANGE
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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 MRCY 28.40 365K 19 Apr '24 4 25.00 C 2.35 0 -3.70 1.863 -4.03%
2 MRCY 28.40 365K 19 Apr '24 4 32.50 C  0 0 0.00 0.905 14.44%
3 MRCY 28.40 365K 17 May '24 32 25.00 C 2.35 0 -3.70 0.743 -4.03%
4 MRCY 28.40 365K 19 Apr '24 4 30.00 C 0.10 0 0.35 0.665 6.01%
5 MRCY 28.40 365K 19 Apr '24 4 27.50 C 0.80 0 -0.35 0.658 -0.36%
6 MRCY 28.40 365K 17 May '24 32 32.50 C 0.30 0 1.06 0.648 15.66%
7 MRCY 28.40 365K 17 Jan '25 277 30.00 C 2.40 0 8.45 0.612 15.38%
8 MRCY 28.40 365K 19 Jul '24 95 32.50 C 0.25 0 0.88 0.611 15.45%
9 MRCY 28.40 365K 19 Jul '24 95 25.00 C 3.50 0 0.35 0.605 0.40%
10 MRCY 28.40 365K 17 May '24 32 30.00 C 0.55 0 1.94 0.594 7.72%
11 MRCY 28.40 365K 17 May '24 32 27.50 C 0.90 0 0.00 0.564 0.00%
12 MRCY 28.40 365K 19 Jul '24 95 30.00 C 0.65 0 2.29 0.540 8.11%
13 MRCY 28.40 365K 19 Jul '24 95 27.50 C 1.35 0 1.58 0.507 1.66%
14 MRCY 28.40 365K 17 Jan '25 277 25.00 C 4.90 0 5.28 0.499 6.38%
15 MRCY 28.40 365K 21 Feb '25 312 27.50 C 5.50 0 16.20 0.482 20.09%
16 MRCY 28.40 365K 20 Dec '24 249 30.00 C 2.05 0 7.22 0.468 13.85%
17 MRCY 28.40 365K 20 Sep '24 158 25.00 C 3.90 0 1.76 0.468 2.04%
18 MRCY 28.40 365K 20 Dec '24 249 32.50 C 1.10 0 3.87 0.442 19.05%
19 MRCY 28.40 365K 17 Jan '25 277 27.50 C 3.30 0 8.45 0.385 9.56%
20 MRCY 28.40 365K 20 Dec '24 249 25.00 C 5.10 0 5.99 0.344 7.30%
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