Short Straddles — CM

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
CM108.3312-18 100.0012.8012-18 100.000.9513.7512.690.60
CM108.3311-20 100.0011.2011-20 100.000.6511.8510.940.59
CM108.3301-15 100.0013.2001-15 100.001.8015.0013.850.56
CM108.3310-16 105.004.4010-16 105.000.404.804.430.56
CM108.3312-18 105.008.8012-18 105.002.4511.2510.390.56
CM108.3311-20 105.007.0011-20 105.001.558.557.890.51
CM108.3301-15 105.009.3001-15 105.003.2012.5011.540.50
CM108.3301-21 110.0013.2001-21 110.009.0022.2020.490.48
CM108.3303-19 105.009.7003-19 105.004.4014.1013.020.47
CM108.3301-21 115.0011.6001-21 115.0011.0022.6020.860.47
CM108.3303-19 110.007.2003-19 110.006.3013.5012.460.47
CM108.3312-18 110.004.5012-18 110.004.709.208.490.46
CM108.3301-21 105.0017.4001-21 105.006.5023.9022.060.45
CM108.3310-16 115.000.4510-16 115.004.805.254.850.45
CM108.3301-21 100.0019.3001-21 100.004.8024.1022.250.44
CM108.3303-19 115.004.8003-19 115.008.9013.7012.650.44
CM108.3301-15 110.005.0001-15 110.005.1010.109.320.44
CM108.3311-20 115.001.3511-20 115.005.506.856.320.43
CM108.3311-20 110.002.9511-20 110.003.706.656.140.43
CM108.3301-15 115.002.9001-15 115.007.3010.209.420.41
CM108.3310-16 110.001.0010-16 110.001.902.902.680.39
CM108.3312-18 115.002.5012-18 115.006.509.008.310.37