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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 AN 163.27 316K 18 Oct '24 169 155.00 C 20.20 0 7.31 0.372 8.34%
2 AN 163.27 316K 17 Jan '25 260 155.00 C 25.60 0 10.61 0.365 12.59%
3 AN 163.27 316K 17 Jan '25 260 160.00 C 22.30 0 11.66 0.355 13.50%
4 AN 163.27 316K 17 Jan '25 260 165.00 C 20.20 0 12.37 0.351 15.33%
5 AN 163.27 316K 18 Oct '24 169 160.00 C 17.60 0 8.78 0.350 9.84%
6 AN 163.27 316K 17 Jan '25 260 170.00 C 17.70 0 10.84 0.348 16.78%
7 AN 163.27 316K 18 Oct '24 169 165.00 C 15.10 0 9.25 0.345 11.36%
8 AN 163.27 316K 17 May '24 15 155.00 C 9.50 40 0.75 0.344 0.80%
9 AN 163.27 316K 18 Oct '24 169 170.00 C 12.70 0 7.78 0.339 12.90%
10 AN 163.27 316K 19 Jul '24 78 155.00 C 14.10 0 3.57 0.336 3.91%
11 AN 163.27 316K 19 Jul '24 78 165.00 C 9.00 8 5.51 0.328 6.96%
12 AN 163.27 316K 21 Jun '24 50 155.00 C 11.40 0 1.92 0.324 2.06%
13 AN 163.27 316K 19 Jul '24 78 170.00 C 6.80 0 4.16 0.323 8.65%
14 AN 163.27 316K 17 May '24 15 160.00 C 5.90 7 1.61 0.322 1.67%
15 AN 163.27 316K 19 Jul '24 78 160.00 C 10.10 7 4.18 0.321 4.46%
16 AN 163.27 316K 21 Jun '24 50 160.00 C 9.20 2 3.63 0.317 3.85%
17 AN 163.27 316K 17 May '24 15 165.00 C 3.20 10 1.96 0.309 3.08%
18 AN 163.27 316K 21 Jun '24 50 165.00 C 6.50 0 3.98 0.308 5.25%
19 AN 163.27 316K 17 May '24 15 170.00 C 1.50 0 0.92 0.303 5.09%
20 AN 163.27 316K 21 Jun '24 50 170.00 C 4.40 4 2.69 0.295 7.01%
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Data Provided by HistoricalOptionData.com
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