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Short Leg
LEG VOLUME
STRIKE RANGE
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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 VRNA 16.09 309K 20 Sep '24 176 12.50 C 6.00 0 14.98 1.751 23.89%
2 VRNA 16.09 309K 19 Jul '24 113 12.50 C 4.30 0 4.41 1.411 6.02%
3 VRNA 16.09 309K 19 Jul '24 113 17.50 C 2.00 0 12.43 1.388 24.20%
4 VRNA 16.09 309K 19 Jul '24 113 15.00 C 3.00 0 11.87 1.336 14.59%
5 VRNA 16.09 309K 19 Jul '24 113 20.00 C 3.00 0 18.65 1.215 52.79%
6 VRNA 16.09 309K 20 Sep '24 176 20.00 C 2.50 0 15.54 1.059 47.17%
7 VRNA 16.09 309K 20 Sep '24 176 17.50 C 2.50 0 15.54 1.056 28.77%
8 VRNA 16.09 309K 20 Sep '24 176 15.00 C 4.50 0 21.19 1.035 29.42%
9 VRNA 16.09 309K 21 Jun '24 85 12.50 C 3.90 0 1.93 1.001 2.54%
10 VRNA 16.09 309K 19 Apr '24 22 12.50 C 2.00 0 -9.88 0.916 -11.28%
11 VRNA 16.09 309K 21 Jun '24 85 20.00 C 0.75 0 4.66 0.821 30.38%
12 VRNA 16.09 309K 21 Jun '24 85 17.50 C 1.25 1 7.77 0.799 17.92%
13 VRNA 16.09 309K 21 Jun '24 85 15.00 C 2.25 8 7.21 0.771 8.38%
14 VRNA 16.09 309K 19 Apr '24 22 17.50 C 0.25 4 1.55 0.679 10.48%
15 VRNA 16.09 309K 19 Apr '24 22 15.00 C 0.30 2 -4.91 0.643 -5.00%
16 VRNA 16.09 309K 19 Apr '24 22 20.00 C 0.05 0 0.31 0.630 24.69%
17 VRNA 16.09 309K 17 May '24 50 17.50 C 0.85 3 5.28 0.626 14.83%
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