Short Straddles — BGC

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
BGC11.2911-20 10.003.2011-20 10.000.003.2028.341.71
BGC11.2910-16 11.001.2010-16 11.000.101.3011.521.35
BGC11.2912-18 11.001.9012-18 11.000.051.9517.271.10
BGC11.2912-18 10.001.8012-18 10.000.202.0017.720.87
BGC11.2910-16 12.000.1510-16 12.000.650.807.090.82
BGC11.2902-19 10.002.0002-19 10.000.002.0017.720.79
BGC11.2912-18 12.001.3012-18 12.000.551.8516.390.77
BGC11.2902-19 11.001.7502-19 11.000.702.4521.700.74
BGC11.2911-20 11.001.0011-20 11.000.101.109.740.73
BGC11.2902-19 12.001.0002-19 12.000.901.9016.830.66
BGC11.2905-21 12.001.9505-21 12.000.252.2019.490.66
BGC11.2902-19 13.000.7002-19 13.000.801.5013.290.57