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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 VIPS 14.50 5.8M 17 Mar '23 18 13.00 C 1.60 0 0.69 0.555 0.78%
2 VIPS 14.50 5.8M 19 May '23 81 13.00 C 2.25 0 5.17 0.546 6.12%
3 VIPS 14.50 5.8M 18 Aug '23 172 13.00 C 2.85 0 9.31 0.539 11.59%
4 VIPS 14.50 5.8M 18 Aug '23 172 14.00 C 2.30 0 12.41 0.528 14.75%
5 VIPS 14.50 5.8M 19 May '23 81 14.00 C 1.60 1 7.59 0.522 8.53%
6 VIPS 14.50 5.8M 21 Apr '23 53 13.00 C 1.95 10 3.10 0.518 3.59%
7 VIPS 14.50 5.8M 18 Aug '23 172 15.00 C 1.85 37 12.76 0.518 18.58%
8 VIPS 14.50 5.8M 18 Aug '23 172 16.00 C 1.45 15 10.00 0.499 22.61%
9 VIPS 14.50 5.8M 19 May '23 81 15.00 C 1.10 85 7.59 0.496 11.94%
10 VIPS 14.50 5.8M 19 Jan '24 326 15.00 C 2.65 0 18.28 0.496 26.58%
11 VIPS 14.50 5.8M 19 May '23 81 16.00 C 0.75 15 5.17 0.495 16.36%
12 VIPS 14.50 5.8M 21 Apr '23 53 14.00 C 1.25 28 5.17 0.483 5.66%
13 VIPS 14.50 5.8M 17 Mar '23 18 16.00 C 0.10 1,305 0.69 0.473 11.11%
14 VIPS 14.50 5.8M 17 Mar '23 18 14.00 C 0.85 74 2.41 0.464 2.56%
15 VIPS 14.50 5.8M 21 Apr '23 53 16.00 C 0.45 59 3.10 0.456 13.88%
16 VIPS 14.50 5.8M 21 Apr '23 53 15.00 C 0.75 25 5.17 0.453 9.09%
17 VIPS 14.50 5.8M 17 Mar '23 18 15.00 C 0.35 102 2.41 0.453 6.01%
18 VIPS 14.50 5.8M 17 Jan '25 690 15.00 C 3.70 0 25.52 0.420 38.89%
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Data Provided by HistoricalOptionData.com
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