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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 VXX 14.12 10.3M 17 Jan '25 316 14.00 C 3.60 0 24.65 1.037 33.08%
2 VXX 14.12 10.3M 17 Jan '25 316 15.00 C 3.50 0 24.79 0.955 41.24%
3 VXX 14.12 10.3M 16 Jan '26 680 15.00 C 3.00 0 21.25 0.772 34.89%
4 VXX 14.12 10.3M 21 Jun '24 106 15.00 C 1.30 20 9.21 0.766 17.00%
5 VXX 14.12 10.3M 17 May '24 71 15.00 C 1.44 153 10.20 0.764 18.30%
6 VXX 14.12 10.3M 20 Sep '24 197 15.00 C 1.86 0 13.17 0.745 22.35%
7 VXX 14.12 10.3M 20 Sep '24 197 14.00 C 2.50 0 16.86 0.737 20.48%
8 VXX 14.12 10.3M 21 Jun '24 106 14.00 C 1.78 9 11.76 0.727 13.45%
9 VXX 14.12 10.3M 17 May '24 71 14.00 C 1.65 109 10.84 0.721 12.27%
10 VXX 14.12 10.3M 19 Apr '24 43 15.00 C 0.98 185 6.94 0.708 14.16%
11 VXX 14.12 10.3M 15 Mar '24 8 15.00 C 0.24 1,614 1.70 0.698 8.07%
12 VXX 14.12 10.3M 22 Mar '24 15 15.00 C 0.28 216 1.98 0.684 8.38%
13 VXX 14.12 10.3M 28 Mar '24 21 15.00 C 0.40 53 2.83 0.671 9.33%
14 VXX 14.12 10.3M 5 Apr '24 29 15.00 C 0.55 21 3.90 0.668 10.54%
15 VXX 14.12 10.3M 19 Apr '24 43 14.00 C 1.25 1,000 8.00 0.648 8.78%
16 VXX 14.12 10.3M 28 Mar '24 21 14.50 C 0.23 127 1.63 0.633 4.39%
17 VXX 14.12 10.3M 5 Apr '24 29 14.50 C 0.82 17 5.81 0.633 9.02%
18 VXX 14.12 10.3M 22 Mar '24 15 14.50 C 0.46 28 3.26 0.626 6.15%
19 VXX 14.12 10.3M 15 Mar '24 8 14.50 C 0.27 1,765 1.91 0.625 4.69%
20 VXX 14.12 10.3M 5 Apr '24 29 14.00 C 0.87 31 5.31 0.580 5.66%
21 VXX 14.12 10.3M 28 Mar '24 21 14.00 C 0.67 311 3.90 0.563 4.09%
22 VXX 14.12 10.3M 22 Mar '24 15 14.00 C 0.49 1,123 2.62 0.561 2.71%
23 VXX 14.12 10.3M 16 Jan '26 680 14.00 C 3.55 0 24.29 0.558 32.45%
24 VXX 14.12 10.3M 5 Apr '24 29 13.50 C 1.15 13 3.75 0.529 4.09%
25 VXX 14.12 10.3M 15 Mar '24 8 14.00 C 0.48 3,867 2.55 0.527 2.64%
26 VXX 14.12 10.3M 8 Mar '24 1 13.50 C 0.47 1,099 -1.06 0.525 -1.10%
27 VXX 14.12 10.3M 8 Mar '24 1 14.00 C 0.20 1,888 0.57 0.525 0.57%
28 VXX 14.12 10.3M 8 Mar '24 1 14.50 C 0.07 7,509 0.50 0.525 3.20%
29 VXX 14.12 10.3M 8 Mar '24 1 15.00 C 0.03 6,762 0.21 0.525 6.46%
30 VXX 14.12 10.3M 28 Mar '24 21 13.50 C 0.99 9 2.62 0.502 2.82%
31 VXX 14.12 10.3M 22 Mar '24 15 13.50 C 0.85 15 1.63 0.467 1.73%
32 VXX 14.12 10.3M 15 Mar '24 8 13.50 C 0.44 420 -1.27 0.438 -1.32%
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