Short Straddles — BBD

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
BBD4.3410-16 3.500.9010-16 3.500.000.9020.741.82
BBD4.3401-21 5.001.7501-21 5.000.001.7540.321.20
BBD4.3401-21 3.501.7501-21 3.500.001.7540.321.12
BBD4.3410-16 5.000.0510-16 5.000.200.255.761.09
BBD4.3410-16 4.500.1510-16 4.500.200.358.071.08
BBD4.3411-20 3.500.9011-20 3.500.050.9521.891.00
BBD4.3401-21 4.502.0001-21 4.500.052.0547.240.99
BBD4.3411-20 4.000.5011-20 4.000.150.6514.980.97
BBD4.3401-21 4.001.7001-21 4.000.001.7039.170.92
BBD4.3410-16 4.000.4010-16 4.000.000.409.220.88
BBD4.3412-18 3.500.9512-18 3.500.051.0023.040.88
BBD4.3401-15 5.000.1501-15 5.000.650.8018.430.87
BBD4.3411-20 5.000.1011-20 5.000.100.204.610.87
BBD4.3411-20 4.500.2011-20 4.500.300.5011.520.83
BBD4.3412-18 4.000.5512-18 4.000.150.7016.130.83
BBD4.3412-18 4.500.2512-18 4.500.400.6514.980.82
BBD4.3401-15 3.500.9501-15 3.500.051.0023.040.80
BBD4.3401-15 4.500.3001-15 4.500.450.7517.280.78
BBD4.3401-15 4.000.5501-15 4.000.200.7517.280.77
BBD4.3402-19 3.500.9502-19 3.500.101.0524.190.75
BBD4.3402-19 4.500.3502-19 4.500.450.8018.430.74
BBD4.3402-19 4.000.6002-19 4.000.200.8018.430.74
BBD4.3403-19 4.000.6003-19 4.000.250.8519.590.73
BBD4.3403-19 3.501.0003-19 3.500.101.1025.350.72
BBD4.3403-19 4.500.3503-19 4.500.500.8519.590.72
BBD4.3406-17 3.501.0506-17 3.500.151.2027.650.69
BBD4.3412-18 5.000.1012-18 5.000.300.409.220.60