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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 RGNX 35.18 729K 18 Oct '19 24 45.00 C 0.55 287 1.56 0.891 29.95%
2 RGNX 35.18 729K 18 Oct '19 24 35.00 C 2.90 21 7.73 0.839 8.43%
3 RGNX 35.18 729K 18 Oct '19 24 40.00 C 1.10 292 3.13 0.825 17.37%
4 RGNX 35.18 729K 15 Nov '19 52 40.00 C 2.10 27 5.97 0.805 20.92%
5 RGNX 35.18 729K 15 Nov '19 52 30.00 C 6.50 0 3.75 0.803 4.60%
6 RGNX 35.18 729K 17 Jan '20 115 30.00 C 8.30 0 8.87 0.789 11.61%
7 RGNX 35.18 729K 17 Jan '20 115 45.00 C 2.85 5 8.10 0.774 39.19%
8 RGNX 35.18 729K 17 Jan '20 115 40.00 C 4.00 1 11.37 0.767 28.29%
9 RGNX 35.18 729K 17 Jan '20 115 35.00 C 5.80 0 15.97 0.766 19.13%
10 RGNX 35.18 729K 17 Apr '20 206 30.00 C 9.50 0 12.28 0.732 16.82%
11 RGNX 35.18 729K 17 Apr '20 206 45.00 C 3.60 0 10.23 0.724 42.50%
12 RGNX 35.18 729K 17 Apr '20 206 40.00 C 5.40 0 15.35 0.705 34.32%
13 RGNX 35.18 729K 17 Apr '20 206 35.00 C 6.80 0 18.82 0.688 23.33%
14 RGNX 35.18 729K 18 Oct '19 24 30.00 C 5.40 1 0.63 0.562 0.74%
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