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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 TSEM 31.15 503K 18 Oct '24 183 31.00 C 3.80 0 11.72 0.521 13.35%
2 TSEM 31.15 503K 17 May '24 29 31.00 C 1.75 14 5.14 0.492 5.44%
3 TSEM 31.15 503K 17 May '24 29 32.00 C 1.30 11 4.17 0.490 7.20%
4 TSEM 31.15 503K 17 Jan '25 274 30.00 C 5.20 0 13.00 0.480 15.61%
5 TSEM 31.15 503K 17 May '24 29 33.00 C 0.90 8 2.89 0.476 9.09%
6 TSEM 31.15 503K 19 Jul '24 92 30.00 C 3.30 0 6.90 0.447 7.72%
7 TSEM 31.15 503K 19 Jul '24 92 31.00 C 2.70 0 8.19 0.435 8.96%
8 TSEM 31.15 503K 19 Jul '24 92 32.00 C 2.25 1 7.22 0.429 10.73%
9 TSEM 31.15 503K 19 Jul '24 92 33.00 C 1.80 1 5.78 0.419 12.44%
10 TSEM 31.15 503K 18 Oct '24 183 30.00 C 4.10 0 9.47 0.418 10.91%
11 TSEM 31.15 503K 18 Oct '24 183 33.00 C 2.90 0 9.31 0.414 16.81%
12 TSEM 31.15 503K 17 Jan '25 274 32.00 C 4.30 56 13.80 0.407 19.18%
13 TSEM 31.15 503K 16 Jan '26 638 32.00 C 7.10 0 22.79 0.365 33.06%
14 TSEM 31.15 503K 17 May '24 29 30.00 C 1.35 0 0.64 0.359 0.67%
15 TSEM 31.15 503K 19 Apr '24 1 33.00 C  0 10 0.00 0.324 5.94%
16 TSEM 31.15 503K 19 Apr '24 1 32.00 C  0 13 0.00 0.324 2.73%
17 TSEM 31.15 503K 19 Apr '24 1 31.00 C 0.30 20 0.48 0.324 0.49%
18 TSEM 31.15 503K 19 Apr '24 1 30.00 C 0.30 2 -2.73 0.324 -2.76%
19 TSEM 31.15 503K 16 Jan '26 638 30.00 C 6.00 0 15.57 0.254 19.28%
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Data Provided by HistoricalOptionData.com
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