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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 VAC 107.64 365K 18 Oct '19 25 100.00 C 8.50 0 0.80 0.365 0.87%
2 VAC 107.64 365K 20 Dec '19 88 100.00 C 11.50 0 3.59 0.358 4.01%
3 VAC 107.64 365K 17 Jan '20 116 100.00 C 12.20 0 4.24 0.346 4.78%
4 VAC 107.64 365K 20 Dec '19 88 105.00 C 8.30 0 5.26 0.338 5.70%
5 VAC 107.64 365K 18 Oct '19 25 105.00 C 5.00 0 2.19 0.336 2.30%
6 VAC 107.64 365K 18 Oct '19 25 110.00 C 2.40 2 2.23 0.331 4.52%
7 VAC 107.64 365K 17 Jan '20 116 105.00 C 9.10 0 6.00 0.328 6.56%
8 VAC 107.64 365K 20 Dec '19 88 110.00 C 5.70 0 5.30 0.327 7.91%
9 VAC 107.64 365K 17 Apr '20 207 100.00 C 14.30 0 6.19 0.326 7.14%
10 VAC 107.64 365K 17 Jan '20 116 110.00 C 6.60 0 6.13 0.320 8.87%
11 VAC 107.64 365K 20 Dec '19 88 115.00 C 3.70 0 3.44 0.317 10.64%
12 VAC 107.64 365K 17 Apr '20 207 110.00 C 9.00 0 8.36 0.314 11.52%
13 VAC 107.64 365K 18 Oct '19 25 115.00 C 0.95 2 0.88 0.312 7.79%
14 VAC 107.64 365K 17 Jan '20 116 115.00 C 4.50 0 4.18 0.310 11.50%
15 VAC 107.64 365K 17 Apr '20 207 115.00 C 7.10 0 6.60 0.305 14.38%
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