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Short Leg
LEG VOLUME
STRIKE RANGE
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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 CNC 72.78 2.7M 12 Apr '24 7 74.00 C 0.95 235 1.31 0.409 3.02%
2 CNC 72.78 2.7M 26 Apr '24 21 72.00 C 3.00 0 3.05 0.395 3.18%
3 CNC 72.78 2.7M 12 Apr '24 7 72.00 C 1.95 7 1.61 0.395 1.65%
4 CNC 72.78 2.7M 26 Apr '24 21 73.00 C 2.50 0 3.44 0.388 3.87%
5 CNC 72.78 2.7M 26 Apr '24 21 74.00 C 2.05 0 2.82 0.383 4.62%
6 CNC 72.78 2.7M 12 Apr '24 7 73.00 C 1.40 189 1.92 0.377 2.27%
7 CNC 72.78 2.7M 3 May '24 28 72.00 C 3.20 0 3.33 0.360 3.48%
8 CNC 72.78 2.7M 19 Apr '24 14 72.00 C 2.35 1 2.16 0.360 2.23%
9 CNC 72.78 2.7M 3 May '24 28 73.00 C 2.65 0 3.64 0.354 4.09%
10 CNC 72.78 2.7M 19 Apr '24 14 72.50 C 2.05 1 2.43 0.353 2.50%
11 CNC 72.78 2.7M 19 Apr '24 14 73.00 C 1.80 25 2.47 0.352 2.85%
12 CNC 72.78 2.7M 3 May '24 28 74.00 C 2.15 0 2.95 0.346 4.77%
13 CNC 72.78 2.7M 19 Apr '24 14 74.00 C 1.35 13 1.85 0.344 3.60%
14 CNC 72.78 2.7M 10 May '24 35 72.00 C 3.30 0 3.46 0.338 3.63%
15 CNC 72.78 2.7M 17 May '24 42 72.50 C 3.30 1 4.15 0.329 4.35%
16 CNC 72.78 2.7M 15 Nov '24 224 72.50 C 7.90 0 10.47 0.319 11.74%
17 CNC 72.78 2.7M 17 Jan '25 287 72.50 C 9.00 1 11.98 0.310 13.67%
18 CNC 72.78 2.7M 20 Sep '24 168 72.50 C 5.80 1 7.58 0.309 8.24%
19 CNC 72.78 2.7M 21 Jun '24 77 72.50 C 4.20 87 5.39 0.306 5.72%
20 CNC 72.78 2.7M 5 Apr '24 0 72.00 C 0.35 0 -0.59 0.254 -0.59%
21 CNC 72.78 2.7M 5 Apr '24 0 74.00 C  0 14 0.00 0.254 1.68%
22 CNC 72.78 2.7M 5 Apr '24 0 73.00 C  0 0 0.00 0.254 0.30%
23 CNC 72.78 2.7M 16 Jan '26 651 72.50 C 12.40 2 16.65 0.202 20.07%
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