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 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
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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 VRNA 16.27 252K 20 Sep '24 163 12.50 C 6.00 0 13.71 1.775 21.71%
2 VRNA 16.27 252K 19 Jul '24 100 12.50 C 5.30 0 9.40 1.642 13.95%
3 VRNA 16.27 252K 19 Jul '24 100 15.00 C 4.20 0 18.01 1.548 24.28%
4 VRNA 16.27 252K 19 Jul '24 100 17.50 C 3.20 0 19.67 1.443 33.89%
5 VRNA 16.27 252K 20 Sep '24 163 20.00 C 3.50 0 21.51 1.373 56.62%
6 VRNA 16.27 252K 19 Jul '24 100 20.00 C 2.95 0 18.13 1.308 50.15%
7 VRNA 16.27 252K 19 Apr '24 9 15.00 C 1.25 0 -0.12 1.294 -0.13%
8 VRNA 16.27 252K 20 Sep '24 163 15.00 C 3.00 0 10.63 1.282 13.04%
9 VRNA 16.27 252K 19 Apr '24 9 20.00 C  0 0 0.00 1.224 22.93%
10 VRNA 16.27 252K 21 Jun '24 72 12.50 C 4.40 0 3.87 1.212 5.31%
11 VRNA 16.27 252K 17 May '24 37 20.00 C 0.10 0 0.61 1.117 23.69%
12 VRNA 16.27 252K 20 Sep '24 163 17.50 C 4.00 0 24.59 1.074 42.62%
13 VRNA 16.27 252K 17 May '24 37 15.00 C 1.60 0 2.03 0.984 2.25%
14 VRNA 16.27 252K 19 Apr '24 9 12.50 C 3.30 0 -2.89 0.932 -3.62%
15 VRNA 16.27 252K 21 Jun '24 72 20.00 C 0.90 0 5.53 0.905 30.12%
16 VRNA 16.27 252K 21 Jun '24 72 17.50 C 1.45 0 8.91 0.877 18.08%
17 VRNA 16.27 252K 17 May '24 37 17.50 C 0.70 0 4.30 0.825 12.40%
18 VRNA 16.27 252K 21 Jun '24 72 15.00 C 2.20 0 5.72 0.795 6.61%
19 VRNA 16.27 252K 19 Apr '24 9 17.50 C 0.10 0 0.61 0.567 8.23%
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Data Provided by HistoricalOptionData.com
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