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Short Leg
LEG VOLUME
STRIKE RANGE
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Data is delayed from April 22, 2024. You can get started for free to get the latest data.
# Stock Stock
Price		 Stock
Volume		 Short Leg Time Value
% of Stock		 Implied
Volatility		 ROI
(If called)
Expiry Days Strike P/C Price Volume
1 CNC 75.58 2.4M 3 May '24 11 74.00 C 2.65 0 1.42 0.347 1.47%
2 CNC 75.58 2.4M 3 May '24 11 75.00 C 2.00 4 1.88 0.339 1.93%
3 CNC 75.58 2.4M 3 May '24 11 76.00 C 1.50 5 1.98 0.334 2.59%
4 CNC 75.58 2.4M 3 May '24 11 77.00 C 1.05 0 1.39 0.330 3.31%
5 CNC 75.58 2.4M 10 May '24 18 74.00 C 2.80 0 1.61 0.311 1.68%
6 CNC 75.58 2.4M 15 Nov '24 207 75.00 C 7.70 9 9.42 0.310 10.49%
7 CNC 75.58 2.4M 10 May '24 18 77.00 C 1.30 4 1.72 0.308 3.66%
8 CNC 75.58 2.4M 10 May '24 18 75.00 C 2.25 4 2.21 0.306 2.28%
9 CNC 75.58 2.4M 17 Jan '25 270 75.00 C 8.90 0 11.01 0.301 12.48%
10 CNC 75.58 2.4M 20 Sep '24 151 75.00 C 6.10 0 7.30 0.291 7.94%
11 CNC 75.58 2.4M 17 May '24 25 75.00 C 2.55 35 2.61 0.291 2.70%
12 CNC 75.58 2.4M 20 Jun '25 424 75.00 C 11.60 0 14.58 0.290 17.22%
13 CNC 75.58 2.4M 24 May '24 32 75.00 C 2.70 0 2.80 0.285 2.91%
14 CNC 75.58 2.4M 21 Jun '24 60 75.00 C 3.70 0 4.13 0.283 4.34%
15 CNC 75.58 2.4M 19 Jul '24 88 75.00 C 4.40 0 5.05 0.277 5.37%
16 CNC 75.58 2.4M 31 May '24 39 77.00 C 1.95 0 2.58 0.270 4.58%
17 CNC 75.58 2.4M 31 May '24 39 76.00 C 2.40 0 3.18 0.267 3.85%
18 CNC 75.58 2.4M 16 Jan '26 634 75.00 C 14.00 0 17.76 0.238 21.79%
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