Short Straddles — CZR

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
CZR29.4910-09 29.002.8010-09 29.000.012.819.530.98
CZR29.4911-06 30.002.4011-06 30.000.002.408.140.73
CZR29.4901-19 30.0010.0001-19 30.000.2210.2234.660.59
CZR29.4912-15 30.004.8012-15 30.000.555.3518.140.58
CZR29.4909-15 30.004.7509-15 30.000.004.7516.110.58
CZR29.4906-16 30.004.7006-16 30.000.074.7716.180.58
CZR29.4910-16 29.002.8410-16 29.000.002.849.630.55
CZR29.4901-21 30.001.4001-21 30.000.001.404.750.55
CZR29.4906-17 30.003.1006-17 30.000.283.3811.460.55
CZR29.4910-23 30.000.1310-23 30.000.100.230.780.51
CZR29.4912-18 29.003.2012-18 29.000.013.2110.890.50
CZR29.4910-16 30.000.0810-16 30.000.000.080.270.47
CZR29.4910-30 30.000.1710-30 30.000.100.270.920.47
CZR29.4911-20 29.003.1011-20 29.000.003.1010.510.36
CZR29.4911-20 30.005.0011-20 30.000.015.0116.990.33
CZR29.4903-19 29.003.7503-19 29.000.003.7512.720.30
CZR29.4901-15 29.002.2601-15 29.000.052.317.830.29
CZR29.4910-16 29.501.3110-16 29.500.001.314.440.21
CZR29.4901-15 30.000.9001-15 30.000.050.953.220.17
CZR29.4908-20 30.001.4008-20 30.000.081.485.020.16
CZR29.4903-19 30.001.4003-19 30.000.001.404.750.12
CZR29.4912-18 30.000.8012-18 30.000.000.802.710.10