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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 NATI 45.46 357K 21 Feb '20 28 40.00 C 5.50 0 0.09 0.490 0.10%
2 NATI 45.46 357K 21 Feb '20 28 45.00 C 1.85 7 3.06 0.432 3.19%
3 NATI 45.46 357K 21 Feb '20 28 55.00 C  0 0 0.00 0.382 20.99%
4 NATI 45.46 357K 20 Mar '20 56 40.00 C 5.90 10 0.97 0.368 1.11%
5 NATI 45.46 357K 21 Feb '20 28 50.00 C 0.30 2 0.66 0.365 10.72%
6 NATI 45.46 357K 20 Mar '20 56 45.00 C 2.35 5 4.16 0.348 4.38%
7 NATI 45.46 357K 20 Mar '20 56 55.00 C 0.10 0 0.22 0.329 21.25%
8 NATI 45.46 357K 19 Jun '20 147 40.00 C 6.50 3 2.29 0.318 2.67%
9 NATI 45.46 357K 20 Mar '20 56 50.00 C 0.60 5 1.32 0.297 11.46%
10 NATI 45.46 357K 19 Jun '20 147 55.00 C 0.50 0 1.10 0.292 22.33%
11 NATI 45.46 357K 19 Jun '20 147 45.00 C 3.50 45 6.69 0.289 7.24%
12 NATI 45.46 357K 19 Jun '20 147 50.00 C 1.45 6 3.19 0.285 13.61%
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