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Option Spread Screener Report Date:

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Short Leg
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 INDB 52.92 459K 17 May '24 23 60.00 C  0 0 0.00 0.682 13.38%
2 INDB 52.92 459K 17 May '24 23 45.00 C 6.00 0 -3.63 0.598 -4.09%
3 INDB 52.92 459K 16 Aug '24 114 60.00 C  0 0 0.00 0.397 13.38%
4 INDB 52.92 459K 17 May '24 23 50.00 C 1.65 0 -2.40 0.383 -2.48%
5 INDB 52.92 459K 17 May '24 23 55.00 C  0 0 0.00 0.333 3.93%
6 INDB 52.92 459K 15 Nov '24 205 55.00 C 2.50 0 4.72 0.329 9.08%
7 INDB 52.92 459K 16 Aug '24 114 45.00 C 7.60 0 -0.60 0.327 -0.71%
8 INDB 52.92 459K 16 Aug '24 114 55.00 C 2.45 0 4.63 0.310 8.98%
9 INDB 52.92 459K 21 Jun '24 58 55.00 C 1.00 0 1.89 0.301 5.93%
10 INDB 52.92 459K 15 Nov '24 205 60.00 C 0.60 7 1.13 0.289 14.68%
11 INDB 52.92 459K 21 Jun '24 58 50.00 C 2.85 0 -0.13 0.209 -0.14%
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