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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 NARI 38.07 871K 17 May '24 22 30.00 C 6.40 0 -4.39 1.176 -5.27%
2 NARI 38.07 871K 16 Aug '24 113 35.00 C 4.70 0 4.28 0.765 4.88%
3 NARI 38.07 871K 18 Oct '24 176 30.00 C 8.80 0 1.92 0.757 2.49%
4 NARI 38.07 871K 17 May '24 22 45.00 C 0.60 0 1.58 0.756 20.10%
5 NARI 38.07 871K 17 May '24 22 35.00 C 3.70 0 1.65 0.752 1.83%
6 NARI 38.07 871K 17 May '24 22 40.00 C 1.25 3 3.28 0.752 8.64%
7 NARI 38.07 871K 20 Dec '24 239 35.00 C 8.00 0 12.95 0.688 16.40%
8 NARI 38.07 871K 15 Nov '24 204 40.00 C 5.30 0 13.92 0.667 22.06%
9 NARI 38.07 871K 16 Aug '24 113 45.00 C 0.95 0 2.50 0.666 21.23%
10 NARI 38.07 871K 16 Aug '24 113 40.00 C 2.60 15 6.83 0.630 12.77%
11 NARI 38.07 871K 18 Oct '24 176 45.00 C 2.50 0 6.57 0.602 26.51%
12 NARI 38.07 871K 20 Dec '24 239 40.00 C 5.80 7 15.24 0.600 23.95%
13 NARI 38.07 871K 21 Jun '24 57 45.00 C 0.45 0 1.18 0.591 19.62%
14 NARI 38.07 871K 18 Oct '24 176 40.00 C 4.80 28 12.61 0.590 20.23%
15 NARI 38.07 871K 20 Dec '24 239 45.00 C 4.30 4 11.29 0.588 33.25%
16 NARI 38.07 871K 21 Jun '24 57 40.00 C 1.55 0 4.07 0.580 9.53%
17 NARI 38.07 871K 20 Dec '24 239 30.00 C 11.30 0 8.48 0.575 12.07%
18 NARI 38.07 871K 15 Nov '24 204 45.00 C 2.65 0 6.96 0.534 27.05%
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Data Provided by HistoricalOptionData.com
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