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LEG VOLUME
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# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 RRGB 13.21 18 Dec '20 107 10.00 1.192 5.10 12 1.220 1.30 0 48.45 2.41 6.40
2 RRGB 13.21 16 Oct '20 44 10.00 1.141 4.00 29 1.189 0.55 2 34.44 2.33 4.55
3 RRGB 13.21 18 Dec '20 107 12.50 1.203 4.10 6 1.094 2.40 10 49.21 2.30 6.50
4 RRGB 13.21 15 Jan '21 135 10.00 1.061 5.40 18 1.169 1.50 0 52.23 2.23 6.90
5 RRGB 13.21 15 Jan '21 135 12.50 1.051 4.50 38 1.178 2.80 0 55.26 2.23 7.30
6 RRGB 13.21 15 Jan '21 135 15.00 1.143 3.40 9 1.068 4.30 0 58.29 2.21 7.70
7 RRGB 13.21 16 Oct '20 44 12.50 1.116 2.50 166 1.093 1.45 69 29.90 2.21 3.95
8 RRGB 13.21 18 Dec '20 107 15.00 1.107 2.70 31 1.093 4.00 0 50.72 2.20 6.70
9 RRGB 13.21 15 Jan '21 135 17.50 1.127 2.75 26 1.053 6.10 0 66.99 2.18 8.85
10 RRGB 13.21 18 Dec '20 107 17.50 1.100 2.45 40 1.076 5.80 0 62.45 2.18 8.25
11 RRGB 13.21 16 Oct '20 44 15.00 1.069 1.40 138 1.074 2.85 35 32.17 2.14 4.25
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