Short Straddles — CMRE
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| CMRE | 15.04 | 10-16 15.00 | 0.80 | 10-16 15.00 | 0.00 | 0.80 | 5.32 | 0.75 |
| CMRE | 15.04 | 11-20 15.00 | 1.30 | 11-20 15.00 | 0.40 | 1.70 | 11.30 | 0.75 |
| CMRE | 15.04 | 12-18 16.00 | 0.85 | 12-18 16.00 | 1.35 | 2.20 | 14.63 | 0.72 |
| CMRE | 15.04 | 11-20 16.00 | 0.50 | 11-20 16.00 | 1.25 | 1.75 | 11.64 | 0.68 |
| CMRE | 15.04 | 03-19 17.00 | 0.80 | 03-19 17.00 | 2.00 | 2.80 | 18.62 | 0.66 |
| CMRE | 15.04 | 12-18 14.00 | 2.10 | 12-18 14.00 | 0.30 | 2.40 | 15.96 | 0.63 |
| CMRE | 15.04 | 03-19 15.00 | 1.95 | 03-19 15.00 | 1.15 | 3.10 | 20.61 | 0.62 |
| CMRE | 15.04 | 12-18 15.00 | 1.20 | 12-18 15.00 | 0.65 | 1.85 | 12.30 | 0.60 |
| CMRE | 15.04 | 03-19 14.00 | 2.55 | 03-19 14.00 | 0.55 | 3.10 | 20.61 | 0.60 |
| CMRE | 15.04 | 12-18 17.00 | 0.45 | 12-18 17.00 | 1.95 | 2.40 | 15.96 | 0.59 |
| CMRE | 15.04 | 03-19 16.00 | 1.50 | 03-19 16.00 | 1.50 | 3.00 | 19.95 | 0.56 |
| CMRE | 15.04 | 10-16 16.00 | 0.30 | 10-16 16.00 | 0.85 | 1.15 | 7.65 | 0.51 |