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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 17.39 32.7M 19 Mar '21 86 18.00 P 3.70 27 17.77 1.013 22.57%
2 VXX 17.39 32.7M 18 Jun '21 177 18.00 P 5.05 37 25.53 1.000 35.98%
3 VXX 17.39 32.7M 19 Feb '21 58 18.00 P 3.05 291 14.03 0.996 17.02%
4 VXX 17.39 32.7M 29 Jan '21 37 18.00 P 2.52 14 10.98 0.995 12.84%
5 VXX 17.39 32.7M 21 Jan '22 394 18.00 P 7.10 1 37.32 0.994 63.07%
6 VXX 17.39 32.7M 20 Jan '23 758 17.00 P 8.50 10 48.88 0.994 100.00%
7 VXX 17.39 32.7M 15 Jan '21 23 18.00 P 2.05 333 8.28 0.983 9.39%
8 VXX 17.39 32.7M 21 Jan '22 394 17.00 P 6.05 5,278 34.79 0.982 56.79%
9 VXX 17.39 32.7M 22 Jan '21 30 18.00 P 2.27 7 9.55 0.977 10.98%
10 VXX 17.39 32.7M 18 Jun '21 177 17.00 P 4.30 208 24.73 0.975 35.83%
11 VXX 17.39 32.7M 19 Mar '21 86 17.00 P 2.99 177 17.19 0.967 23.47%
12 VXX 17.39 32.7M 29 Jan '21 37 17.50 P 2.16 423 11.79 0.965 13.46%
13 VXX 17.39 32.7M 20 Jan '23 758 18.00 P 8.95 0 47.96 0.959 98.82%
14 VXX 17.39 32.7M 17 Jun '22 541 18.00 P 7.70 0 40.77 0.954 73.17%
15 VXX 17.39 32.7M 19 Feb '21 58 17.00 P 2.37 538 13.63 0.949 18.38%
16 VXX 17.39 32.7M 8 Jan '21 16 18.00 P 1.70 3,148 6.27 0.948 6.95%
17 VXX 17.39 32.7M 15 Jan '21 23 17.50 P 1.69 212 9.09 0.946 10.06%
18 VXX 17.39 32.7M 22 Jan '21 30 17.50 P 1.91 351 10.35 0.942 11.63%
19 VXX 17.39 32.7M 29 Jan '21 37 17.00 P 1.82 45 10.47 0.935 14.19%
20 VXX 17.39 32.7M 17 Jun '22 541 17.00 P 6.90 0 39.68 0.932 69.49%
21 VXX 17.39 32.7M 22 Jan '21 30 17.00 P 1.58 26 9.09 0.912 12.46%
22 VXX 17.39 32.7M 15 Jan '21 23 17.00 P 1.36 1,026 7.82 0.909 10.92%
23 VXX 17.39 32.7M 29 Jan '21 37 16.50 P 1.50 528 8.63 0.904 15.04%
24 VXX 17.39 32.7M 8 Jan '21 16 17.50 P 1.34 2,045 7.07 0.900 7.66%
25 VXX 17.39 32.7M 22 Jan '21 30 16.50 P 1.26 37 7.25 0.873 13.33%
26 VXX 17.39 32.7M 15 Jan '21 23 16.50 P 1.06 535 6.10 0.870 11.94%
27 VXX 17.39 32.7M 8 Jan '21 16 17.00 P 1.02 346 5.87 0.854 8.61%
28 VXX 17.39 32.7M 8 Jan '21 16 16.50 P 0.73 707 4.20 0.803 9.72%
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