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 Symbol   
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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 NEPT 2.56 506K 21 Feb '20 46 1.00 C 1.50 1 -2.34 2.420 -5.66%
2 NEPT 2.56 506K 17 Jan '20 11 1.00 C 1.35 0 -8.20 2.165 -17.36%
3 NEPT 2.56 506K 17 Jan '20 11 4.00 C  0 0 0.00 1.746 56.25%
4 NEPT 2.56 506K 21 Feb '20 46 2.00 C 0.55 0 -0.39 1.471 -0.50%
5 NEPT 2.56 506K 15 May '20 130 1.00 C 1.45 0 -4.30 1.433 -9.91%
6 NEPT 2.56 506K 15 May '20 130 2.00 C 0.75 0 7.42 1.400 10.50%
7 NEPT 2.56 506K 17 Jan '20 11 2.00 C 0.50 1 -2.34 1.353 -2.91%
8 NEPT 2.56 506K 17 Jan '20 11 3.00 C 0.05 16 1.95 1.207 19.52%
9 NEPT 2.56 506K 21 Jan '22 746 1.00 C 1.00 0 -21.87 1.198 -35.90%
10 NEPT 2.56 506K 21 Feb '20 46 4.00 C 0.05 511 1.95 1.191 59.36%
11 NEPT 2.56 506K 21 Aug '20 228 2.00 C 0.50 0 -2.34 1.131 -2.91%
12 NEPT 2.56 506K 15 Jan '21 375 1.00 C 1.45 0 -4.30 1.097 -9.91%
13 NEPT 2.56 506K 21 Jan '22 746 4.00 C  0 0 0.00 1.068 56.25%
14 NEPT 2.56 506K 21 Aug '20 228 3.00 C 0.50 0 19.53 0.993 45.63%
15 NEPT 2.56 506K 15 May '20 130 3.00 C 0.35 221 13.67 0.990 35.75%
16 NEPT 2.56 506K 21 Feb '20 46 3.00 C 0.05 5 1.95 0.972 19.52%
17 NEPT 2.56 506K 21 Jan '22 746 2.00 C  0 0 -21.87 0.968 -21.87%
18 NEPT 2.56 506K 15 Jan '21 375 4.00 C 0.45 0 17.58 0.930 89.57%
19 NEPT 2.56 506K 15 May '20 130 4.00 C 0.15 10 5.86 0.914 65.98%
20 NEPT 2.56 506K 15 Jan '21 375 2.00 C 1.00 0 17.19 0.903 28.21%
21 NEPT 2.56 506K 15 Jan '21 375 3.00 C 0.65 5 25.39 0.865 57.07%
22 NEPT 2.56 506K 21 Jan '22 746 3.00 C 1.00 0 39.06 0.785 92.31%
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Data Provided by HistoricalOptionData.com
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