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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 VXX 13.37 200 5 Apr '24 2 14.00 P 0.49 1,069 -1.05 0.986 -1.09%
2 VXX 13.37 200 16 Jan '26 653 13.00 P 4.65 0 34.78 0.977 57.57%
3 VXX 13.37 200 16 Jan '26 653 14.00 P 4.30 0 27.45 0.971 40.46%
4 VXX 13.37 200 17 Jan '25 289 13.00 P 3.15 47 23.56 0.853 34.44%
5 VXX 13.37 200 17 Jan '25 289 14.00 P 3.60 0 22.21 0.836 30.40%
6 VXX 13.37 200 20 Sep '24 170 14.00 P 2.56 0 14.44 0.767 17.85%
7 VXX 13.37 200 20 Sep '24 170 13.00 P 2.00 57 14.96 0.751 20.84%
8 VXX 13.37 200 21 Jun '24 79 14.00 P 1.95 17 9.87 0.712 11.56%
9 VXX 13.37 200 5 Apr '24 2 13.50 P 0.26 2,114 0.97 0.706 0.99%
10 VXX 13.37 200 12 Apr '24 9 14.00 P 0.83 359 1.50 0.692 1.59%
11 VXX 13.37 200 17 May '24 44 14.00 P 1.53 418 6.73 0.686 7.60%
12 VXX 13.37 200 19 Apr '24 16 14.00 P 0.94 49 2.32 0.651 2.49%
13 VXX 13.37 200 21 Jun '24 79 13.00 P 1.30 94 9.72 0.634 13.84%
14 VXX 13.37 200 5 Apr '24 2 13.00 P 0.07 3,184 0.52 0.620 3.31%
15 VXX 13.37 200 26 Apr '24 23 13.50 P 0.80 12 5.01 0.614 5.33%
16 VXX 13.37 200 17 May '24 44 13.00 P 0.87 149 6.51 0.609 9.92%
17 VXX 13.37 200 26 Apr '24 23 14.00 P 1.16 0 3.96 0.606 4.34%
18 VXX 13.37 200 5 Apr '24 2 12.50 P 0.01 461 0.07 0.590 6.59%
19 VXX 13.37 200 19 Apr '24 16 13.50 P 0.65 110 3.89 0.583 4.09%
20 VXX 13.37 200 26 Apr '24 23 13.00 P 0.35 37 2.62 0.554 5.53%
21 VXX 13.37 200 12 Apr '24 9 13.50 P 0.50 1,350 2.77 0.538 2.87%
22 VXX 13.37 200 19 Apr '24 16 13.00 P 0.37 1,942 2.77 0.515 5.69%
23 VXX 13.37 200 12 Apr '24 9 13.00 P 0.20 603 1.50 0.508 4.33%
24 VXX 13.37 200 26 Apr '24 23 12.50 P 0.11 8 0.82 0.498 7.39%
25 VXX 13.37 200 19 Apr '24 16 12.50 P 0.16 312 1.20 0.474 7.80%
26 VXX 13.37 200 12 Apr '24 9 12.50 P 0.07 260 0.52 0.463 7.07%
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