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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 TSEM 32.64 345K 17 May '24 42 31.00 C 2.70 0 3.25 0.602 3.54%
2 TSEM 32.64 345K 17 May '24 42 33.00 C 1.65 11 5.06 0.477 6.49%
3 TSEM 32.64 345K 18 Oct '24 196 33.00 C 3.40 0 10.42 0.445 12.86%
4 TSEM 32.64 345K 17 May '24 42 32.00 C 2.15 10 4.63 0.435 4.95%
5 TSEM 32.64 345K 19 Jul '24 105 34.00 C 1.05 0 3.22 0.404 7.63%
6 TSEM 32.64 345K 17 May '24 42 34.00 C 0.25 4 0.77 0.397 4.97%
7 TSEM 32.64 345K 18 Oct '24 196 31.00 C 3.30 4 5.09 0.396 5.66%
8 TSEM 32.64 345K 17 Jan '25 287 32.00 C 5.20 32 13.97 0.394 16.62%
9 TSEM 32.64 345K 19 Jul '24 105 31.00 C 3.50 0 5.70 0.394 6.38%
10 TSEM 32.64 345K 19 Jul '24 105 32.00 C 2.95 0 7.08 0.387 7.78%
11 TSEM 32.64 345K 19 Jul '24 105 33.00 C 2.45 7 7.51 0.387 9.31%
12 TSEM 32.64 345K 19 Apr '24 14 32.00 C 1.15 0 1.56 0.364 1.62%
13 TSEM 32.64 345K 16 Jan '26 651 32.00 C 7.00 0 19.49 0.360 24.80%
14 TSEM 32.64 345K 19 Apr '24 14 33.00 C 0.60 21 1.84 0.338 3.00%
15 TSEM 32.64 345K 19 Apr '24 14 34.00 C 0.30 23 0.92 0.318 5.13%
16 TSEM 32.64 345K 18 Oct '24 196 34.00 C 1.35 0 4.14 0.293 8.66%
17 TSEM 32.64 345K 19 Apr '24 14 31.00 C 1.55 0 -0.28 0.277 -0.29%
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