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LEG VOLUME
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Data is delayed from January 12, 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 REGN 714.57 538K 13 Jan '23 1 710.00 C 6.20 49 0.23 0.336 0.23%
2 REGN 714.57 538K 13 Jan '23 1 717.50 C 2.40 36 0.34 0.336 0.75%
3 REGN 714.57 538K 13 Jan '23 1 715.00 C 3.40 3 0.48 0.336 0.54%
4 REGN 714.57 538K 13 Jan '23 1 712.50 C 4.60 7 0.35 0.336 0.36%
5 REGN 714.57 538K 19 May '23 127 715.00 C 50.50 0 7.07 0.314 7.67%
6 REGN 714.57 538K 17 Feb '23 36 710.00 C 29.30 5 3.46 0.312 3.61%
7 REGN 714.57 538K 3 Feb '23 22 710.00 C 20.40 2 2.22 0.309 2.28%
8 REGN 714.57 538K 17 Feb '23 36 715.00 C 26.80 3 3.75 0.308 3.96%
9 REGN 714.57 538K 19 Jan '24 372 710.00 C 100.00 0 13.35 0.308 15.53%
10 REGN 714.57 538K 19 May '23 127 710.00 C 53.00 1 6.78 0.304 7.32%
11 REGN 714.57 538K 10 Feb '23 29 710.00 C 24.30 0 2.76 0.287 2.86%
12 REGN 714.57 538K 24 Feb '23 43 710.00 C 27.30 0 3.18 0.261 3.31%
13 REGN 714.57 538K 20 Jan '23 8 717.50 C 7.70 7 1.08 0.248 1.50%
14 REGN 714.57 538K 20 Jan '23 8 715.00 C 8.90 14 1.25 0.235 1.32%
15 REGN 714.57 538K 27 Jan '23 15 715.00 C 10.00 1 1.40 0.225 1.48%
16 REGN 714.57 538K 20 Jan '23 8 710.00 C 11.60 28 0.98 0.219 1.00%
17 REGN 714.57 538K 17 Jan '25 736 710.00 C 142.00 0 19.23 0.195 24.00%
18 REGN 714.57 538K 27 Jan '23 15 717.50 C 9.20 0 1.29 0.191 1.72%
19 REGN 714.57 538K 27 Jan '23 15 710.00 C 13.10 0 1.19 0.186 1.22%
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Data Provided by HistoricalOptionData.com
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