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 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
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Data is delayed from January 10, 2023. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 ITT 85.00 635K 20 Jan '23 10 95.00 C  0 0 0.00 0.407 11.76%
2 ITT 85.00 635K 17 Feb '23 38 80.00 C 6.90 0 2.24 0.381 2.43%
3 ITT 85.00 635K 20 Jan '23 10 80.00 C 5.30 0 0.35 0.376 0.38%
4 ITT 85.00 635K 21 Apr '23 101 75.00 C 12.50 0 2.94 0.373 3.45%
5 ITT 85.00 635K 21 Jul '23 192 75.00 C 14.50 0 5.29 0.352 6.38%
6 ITT 85.00 635K 20 Jan '23 10 75.00 C 7.80 0 -2.59 0.340 -2.85%
7 ITT 85.00 635K 16 Jun '23 157 80.00 C 10.30 0 6.24 0.340 7.10%
8 ITT 85.00 635K 21 Apr '23 101 80.00 C 8.70 0 4.35 0.339 4.85%
9 ITT 85.00 635K 17 Feb '23 38 85.00 C 3.60 0 4.24 0.337 4.42%
10 ITT 85.00 635K 16 Jun '23 157 85.00 C 7.30 0 8.59 0.321 9.40%
11 ITT 85.00 635K 17 Feb '23 38 90.00 C 1.55 0 1.82 0.317 7.85%
12 ITT 85.00 635K 21 Apr '23 101 85.00 C 5.60 0 6.59 0.315 7.05%
13 ITT 85.00 635K 20 Jan '23 10 85.00 C 1.65 0 1.94 0.307 1.98%
14 ITT 85.00 635K 16 Jun '23 157 90.00 C 4.90 0 5.76 0.307 12.36%
15 ITT 85.00 635K 17 Feb '23 38 95.00 C 0.50 0 0.59 0.305 12.43%
16 ITT 85.00 635K 21 Jul '23 192 90.00 C 5.60 0 6.59 0.301 13.35%
17 ITT 85.00 635K 21 Apr '23 101 90.00 C 3.30 0 3.88 0.300 10.16%
18 ITT 85.00 635K 16 Jun '23 157 95.00 C 3.10 0 3.65 0.295 16.00%
19 ITT 85.00 635K 20 Jan '23 10 90.00 C 0.20 0 0.24 0.290 6.13%
20 ITT 85.00 635K 21 Apr '23 101 95.00 C 1.80 0 2.12 0.285 14.18%
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Data Provided by HistoricalOptionData.com
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