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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 XLF 25.06 51.5M 18 Dec '20 109 25.00 C 1.54 161 5.91 0.291 6.29%
2 XLF 25.06 51.5M 20 Nov '20 81 25.00 C 1.29 345 4.91 0.291 5.17%
3 XLF 25.06 51.5M 4 Sep '20 4 24.50 C 0.63 68 0.28 0.290 0.29%
4 XLF 25.06 51.5M 4 Sep '20 4 25.00 C 0.30 558 0.96 0.286 0.97%
5 XLF 25.06 51.5M 20 Nov '20 81 26.00 C 0.91 89 3.63 0.285 7.66%
6 XLF 25.06 51.5M 31 Dec '20 122 25.00 C 1.59 0 6.11 0.285 6.52%
7 XLF 25.06 51.5M 18 Sep '20 18 24.50 C 0.92 46 1.44 0.285 1.49%
8 XLF 25.06 51.5M 9 Oct '20 39 25.00 C 0.82 20 3.03 0.285 3.14%
9 XLF 25.06 51.5M 2 Oct '20 32 24.50 C 1.05 1 1.96 0.284 2.04%
10 XLF 25.06 51.5M 15 Jan '21 137 25.00 C 1.72 294 6.62 0.283 7.11%
11 XLF 25.06 51.5M 16 Oct '20 46 25.00 C 0.98 294 3.67 0.279 3.82%
12 XLF 25.06 51.5M 31 Dec '20 122 26.00 C 1.12 15 4.47 0.278 8.60%
13 XLF 25.06 51.5M 18 Dec '20 109 26.00 C 1.07 599 4.27 0.278 8.38%
14 XLF 25.06 51.5M 2 Oct '20 32 25.00 C 0.76 41 2.79 0.277 2.88%
15 XLF 25.06 51.5M 11 Sep '20 11 24.50 C 0.77 12 0.84 0.276 0.86%
16 XLF 25.06 51.5M 4 Sep '20 4 26.00 C 0.03 7,581 0.12 0.275 3.88%
17 XLF 25.06 51.5M 2 Oct '20 32 25.50 C 0.53 37 2.11 0.275 3.95%
18 XLF 25.06 51.5M 18 Sep '20 18 25.00 C 0.61 1,986 2.19 0.275 2.25%
19 XLF 25.06 51.5M 19 Mar '21 200 25.00 C 1.98 28 7.66 0.275 8.32%
20 XLF 25.06 51.5M 18 Sep '20 18 26.00 C 0.25 9,762 1.00 0.274 4.80%
21 XLF 25.06 51.5M 9 Oct '20 39 25.50 C 0.64 1 2.55 0.274 4.42%
22 XLF 25.06 51.5M 16 Oct '20 46 26.00 C 0.55 1,138 2.19 0.274 6.08%
23 XLF 25.06 51.5M 25 Sep '20 25 24.50 C 0.96 4 1.60 0.272 1.66%
24 XLF 25.06 51.5M 18 Sep '20 18 25.50 C 0.40 60,371 1.60 0.272 3.41%
25 XLF 25.06 51.5M 30 Jun '21 303 25.00 C 2.22 0 8.62 0.271 9.46%
26 XLF 25.06 51.5M 31 Mar '21 212 25.00 C 1.98 41 7.66 0.269 8.32%
27 XLF 25.06 51.5M 25 Sep '20 25 25.50 C 0.44 4,599 1.76 0.268 3.57%
28 XLF 25.06 51.5M 9 Oct '20 39 24.50 C 1.13 5 2.27 0.268 2.38%
29 XLF 25.06 51.5M 15 Jan '21 137 26.00 C 1.19 519 4.75 0.267 8.92%
30 XLF 25.06 51.5M 4 Sep '20 4 25.50 C 0.11 2,168 0.44 0.267 2.20%
31 XLF 25.06 51.5M 19 Mar '21 200 26.00 C 1.49 52 5.95 0.266 10.31%
32 XLF 25.06 51.5M 30 Jun '21 303 26.00 C 1.74 0 6.94 0.265 11.49%
33 XLF 25.06 51.5M 25 Sep '20 25 26.00 C 0.26 82 1.04 0.264 4.84%
34 XLF 25.06 51.5M 9 Oct '20 39 26.00 C 0.41 0 1.64 0.262 5.48%
35 XLF 25.06 51.5M 18 Jun '21 291 25.00 C 2.21 11 8.58 0.261 9.41%
36 XLF 25.06 51.5M 11 Sep '20 11 25.50 C 0.24 208 0.96 0.261 2.74%
37 XLF 25.06 51.5M 31 Mar '21 212 26.00 C 1.50 0 5.99 0.260 10.36%
38 XLF 25.06 51.5M 30 Sep '20 30 26.00 C 0.33 74 1.32 0.260 5.14%
39 XLF 25.06 51.5M 25 Sep '20 25 25.00 C 0.67 51 2.43 0.260 2.50%
40 XLF 25.06 51.5M 2 Oct '20 32 26.00 C 0.34 0 1.36 0.259 5.18%
41 XLF 25.06 51.5M 11 Sep '20 11 25.00 C 0.46 229 1.60 0.259 1.63%
42 XLF 25.06 51.5M 30 Sep '20 30 25.00 C 0.72 65 2.63 0.258 2.71%
43 XLF 25.06 51.5M 18 Jun '21 291 26.00 C 1.76 6 7.02 0.254 11.59%
44 XLF 25.06 51.5M 11 Sep '20 11 26.00 C 0.11 4,918 0.44 0.252 4.21%
45 XLF 25.06 51.5M 17 Dec '21 473 25.00 C 2.36 22 9.18 0.246 10.13%
46 XLF 25.06 51.5M 17 Dec '21 473 26.00 C 2.02 24 8.06 0.245 12.85%
47 XLF 25.06 51.5M 19 Nov '21 445 25.00 C 2.61 1 10.18 0.244 11.36%
48 XLF 25.06 51.5M 21 Jan '22 508 25.00 C 2.85 33 11.13 0.242 12.56%
49 XLF 25.06 51.5M 19 Nov '21 445 26.00 C 2.13 0 8.50 0.233 13.39%
50 XLF 25.06 51.5M 21 Jan '22 508 26.00 C 2.24 51 8.94 0.231 13.94%
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