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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 CIO 9.65 165K 15 Jan '21 16 5.00 C 4.20 0 -4.66 1.072 -8.26%
2 CIO 9.65 165K 15 Jan '21 16 12.50 C  0 0 0.00 0.885 29.53%
3 CIO 9.65 165K 15 Jan '21 16 7.50 C 2.00 0 -1.55 0.837 -1.96%
4 CIO 9.65 165K 16 Apr '21 107 7.50 C 1.60 0 -5.70 0.493 -6.83%
5 CIO 9.65 165K 16 Apr '21 107 12.50 C  0 0 0.00 0.413 29.53%
6 CIO 9.65 165K 16 Jul '21 198 12.50 C 0.10 1 1.04 0.358 30.89%
7 CIO 9.65 165K 16 Jul '21 198 7.50 C 1.30 0 -8.81 0.322 -10.18%
8 CIO 9.65 165K 16 Apr '21 107 10.00 C 0.40 0 4.15 0.311 8.11%
9 CIO 9.65 165K 19 Feb '21 51 10.00 C 0.20 0 2.07 0.310 5.82%
10 CIO 9.65 165K 16 Jul '21 198 10.00 C 0.65 1 6.74 0.303 11.11%
11 CIO 9.65 165K 15 Jan '21 16 10.00 C  0 0 0.00 0.286 3.63%
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