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LEG VOLUME
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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 DAL 46.65 11.8M 19 Apr '24 4 46.00 C 1.19 409 1.16 0.440 1.19%
2 DAL 46.65 11.8M 19 Apr '24 4 46.50 C 0.88 200 1.56 0.423 1.59%
3 DAL 46.65 11.8M 19 Apr '24 4 47.00 C 0.62 1,764 1.33 0.411 2.11%
4 DAL 46.65 11.8M 19 Apr '24 4 47.50 C 0.43 769 0.92 0.404 2.77%
5 DAL 46.65 11.8M 26 Apr '24 11 46.00 C 1.55 119 1.93 0.382 2.00%
6 DAL 46.65 11.8M 26 Apr '24 11 47.00 C 1.01 693 2.17 0.375 2.98%
7 DAL 46.65 11.8M 10 May '24 25 46.00 C 2.10 445 3.11 0.366 3.25%
8 DAL 46.65 11.8M 3 May '24 18 46.00 C 1.59 58 2.02 0.363 2.09%
9 DAL 46.65 11.8M 17 May '24 32 46.00 C 2.30 250 3.54 0.358 3.72%
10 DAL 46.65 11.8M 3 May '24 18 47.00 C 1.24 74 2.66 0.357 3.50%
11 DAL 46.65 11.8M 31 May '24 46 46.00 C 2.62 1 4.22 0.352 4.47%
12 DAL 46.65 11.8M 10 May '24 25 47.00 C 1.49 1 3.19 0.352 4.07%
13 DAL 46.65 11.8M 17 May '24 32 47.00 C 1.76 267 3.77 0.351 4.70%
14 DAL 46.65 11.8M 20 Sep '24 158 47.00 C 4.20 4 9.00 0.348 10.72%
15 DAL 46.65 11.8M 21 Jun '24 67 47.00 C 2.57 210 5.51 0.341 6.62%
16 DAL 46.65 11.8M 31 May '24 46 47.00 C 2.01 1 4.31 0.338 5.29%
17 DAL 46.65 11.8M 17 Jan '25 277 47.00 C 5.90 46 12.65 0.338 15.34%
18 DAL 46.65 11.8M 24 May '24 39 47.00 C 1.88 12 4.03 0.337 4.98%
19 DAL 46.65 11.8M 20 Jun '25 431 47.00 C 6.30 1 13.50 0.301 16.48%
20 DAL 46.65 11.8M 24 May '24 39 46.00 C 1.77 0 2.40 0.301 2.50%
21 DAL 46.65 11.8M 19 Dec '25 613 47.00 C 8.45 0 18.11 0.233 23.04%
22 DAL 46.65 11.8M 16 Jan '26 641 47.00 C 8.45 11 18.11 0.216 23.04%
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