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Quote for VRNA (VERONA PHARMA PLC AMERICAN DEP)

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 VRNA  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

6.76 

 VERONA PHARMA PLC AMERICAN DEP       CHANGE

-0.15 

 HIGH 7.00   LOW 6.63   DIVIDEND DATE  
 OPEN 6.98   CLOSE 6.91   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME 55,585   SPLIT DATE     DATE/TIME: 2021-06-21 
 OPTION VOLUME 31   IMPLIED VOLATILITY 0.65   HISTORICAL VOL  0.96 
Data used in the screeners below are delayed from May 28, 2021.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 VRNA  6.05    VRNA  Jun 18 '21  7.50  0.40  0.40  6.61%    1.49  0
 VRNA  6.05    VRNA  Sep 17 '21  7.50  1.50  1.50  24.79%    1.48  3
 VRNA  6.05    VRNA  Jun 18 '21  5.00  1.40  0.35  5.79%    1.45  0
 VRNA  6.05    VRNA  Dec 17 '21  7.50  2.00  2.00  33.06%    1.38  6
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 VRNA  Jun 18 '21  5.00   C  1.40    VRNA  Jun 18 '21  5.00   P  0.50    1.90  1.05
 VRNA  Sep 17 '21  5.00   C  1.98    VRNA  Sep 17 '21  5.00   P  1.25    3.23  1.05
 VRNA  Jun 18 '21  7.50   C  0.40    VRNA  Jun 18 '21  7.50   P  1.59    1.99  1.45
 VRNA  Sep 17 '21  7.50   C  1.50    VRNA  Sep 17 '21  7.50   P  1.55    3.05  1.45
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VRNA  Sep 17 '21  10.00   P  4.90    VRNA  Sep 17 '21  7.50   P  1.55    3.35  2.50
 VRNA  Jun 18 '21  10.00   P  4.20    VRNA  Jun 18 '21  7.50   P  1.59    2.61  2.50
 VRNA  Jun 18 '21  10.00   P  4.20    VRNA  Jun 18 '21  5.00   P  0.50    3.70  5.00
 VRNA  Sep 17 '21  10.00   P  4.90    VRNA  Sep 17 '21  5.00   P  1.25    3.65  5.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 VRNA  Jun 18 '21  5.00   C  1.40    VRNA  Jun 18 '21  7.50   C  0.40    1.00  2.50
 VRNA  Sep 17 '21  5.00   C  1.98    VRNA  Sep 17 '21  7.50   C  1.50    0.48  2.50
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VRNA  Jun 18 '21  10.00   C  0.20    VRNA  Jun 18 '21  5.00   C  1.40    -1.20  5.00
 VRNA  Sep 17 '21  7.50   C  1.50    VRNA  Sep 17 '21  5.00   C  1.98    -0.48  2.50
 VRNA  Jun 18 '21  7.50   C  0.40    VRNA  Jun 18 '21  5.00   C  1.40    -1.00  2.50
 VRNA  Dec 17 '21  10.00   C  0.60    VRNA  Dec 17 '21  5.00   C  2.00    -1.40  5.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 VRNA  Sep 17 '21  5.00   P  1.25    VRNA  Sep 17 '21  7.50   P  1.55    -0.30  2.50
 VRNA  Jun 18 '21  5.00   P  0.50    VRNA  Jun 18 '21  7.50   P  1.59    -1.09  2.50
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VRNA  Jun 18 '21  5.00   C  1.40    VRNA  Dec 17 '21  5.00   C  2.00    -0.60  6
 VRNA  Jun 18 '21  5.00   C  1.40    VRNA  Sep 17 '21  5.00   C  1.98    -0.58  3
 VRNA  Sep 17 '21  5.00   C  1.98    VRNA  Dec 17 '21  5.00   C  2.00    -0.02  3
 VRNA  Jun 18 '21  7.50   C  0.40    VRNA  Dec 17 '21  7.50   C  2.00    -1.60  6
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 VRNA  Jun 18 '21  7.50   P  1.59    VRNA  Sep 17 '21  7.50   P  1.55    0.04  3
 VRNA  Jun 18 '21  5.00   P  0.50    VRNA  Sep 17 '21  5.00   P  1.25    -0.75  3
Data Provided by HistoricalOptionData.com
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