Short Straddles — DNN
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| DNN | 2.56 | 10-09 2.00 | 0.70 | 10-09 2.00 | 0.00 | 0.70 | 27.34 | 7.21 |
| DNN | 2.56 | 10-16 2.00 | 0.85 | 10-16 2.00 | 0.00 | 0.85 | 33.20 | 5.27 |
| DNN | 2.56 | 10-09 3.00 | 0.05 | 10-09 3.00 | 0.30 | 0.35 | 13.67 | 3.49 |
| DNN | 2.56 | 10-09 3.50 | 1.05 | 10-09 3.50 | 0.85 | 1.90 | 74.22 | 3.46 |
| DNN | 2.56 | 10-16 3.50 | 0.05 | 10-16 3.50 | 0.75 | 0.80 | 31.25 | 1.94 |
| DNN | 2.56 | 10-23 3.50 | 0.15 | 10-23 3.50 | 0.80 | 0.95 | 37.11 | 1.79 |
| DNN | 2.56 | 11-06 2.00 | 0.70 | 11-06 2.00 | 0.00 | 0.70 | 27.34 | 1.70 |
| DNN | 2.56 | 10-16 3.00 | 0.05 | 10-16 3.00 | 0.40 | 0.45 | 17.58 | 1.64 |
| DNN | 2.56 | 10-30 3.50 | 0.15 | 10-30 3.50 | 0.70 | 0.85 | 33.20 | 1.59 |
| DNN | 2.56 | 11-20 2.00 | 0.70 | 11-20 2.00 | 0.00 | 0.70 | 27.34 | 1.50 |
| DNN | 2.56 | 01-21 2.00 | 1.65 | 01-21 2.00 | 0.30 | 1.95 | 76.17 | 1.50 |
| DNN | 2.56 | 11-20 3.00 | 0.15 | 11-20 3.00 | 0.45 | 0.60 | 23.44 | 1.49 |
| DNN | 2.56 | 01-21 3.50 | 0.90 | 01-21 3.50 | 0.65 | 1.55 | 60.55 | 1.47 |
| DNN | 2.56 | 11-06 3.00 | 0.15 | 11-06 3.00 | 0.35 | 0.50 | 19.53 | 1.46 |
| DNN | 2.56 | 10-23 2.50 | 0.20 | 10-23 2.50 | 0.05 | 0.25 | 9.77 | 1.40 |
| DNN | 2.56 | 01-19 3.00 | 1.10 | 01-19 3.00 | 0.00 | 1.10 | 42.97 | 1.38 |
| DNN | 2.56 | 01-19 2.00 | 1.50 | 01-19 2.00 | 0.40 | 1.90 | 74.22 | 1.37 |
| DNN | 2.56 | 04-16 2.00 | 0.90 | 04-16 2.00 | 0.10 | 1.00 | 39.06 | 1.36 |
| DNN | 2.56 | 01-15 3.50 | 0.15 | 01-15 3.50 | 0.95 | 1.10 | 42.97 | 1.35 |
| DNN | 2.56 | 01-15 2.00 | 0.75 | 01-15 2.00 | 0.05 | 0.80 | 31.25 | 1.35 |
| DNN | 2.56 | 10-30 3.00 | 0.10 | 10-30 3.00 | 0.35 | 0.45 | 17.58 | 1.35 |
| DNN | 2.56 | 01-21 2.50 | 0.95 | 01-21 2.50 | 0.55 | 1.50 | 58.59 | 1.33 |
| DNN | 2.56 | 01-19 2.50 | 1.15 | 01-19 2.50 | 0.65 | 1.80 | 70.31 | 1.32 |
| DNN | 2.56 | 01-21 3.00 | 0.80 | 01-21 3.00 | 0.80 | 1.60 | 62.50 | 1.32 |
| DNN | 2.56 | 01-15 2.50 | 0.45 | 01-15 2.50 | 0.25 | 0.70 | 27.34 | 1.31 |
| DNN | 2.56 | 10-30 2.50 | 0.30 | 10-30 2.50 | 0.10 | 0.40 | 15.63 | 1.31 |
| DNN | 2.56 | 01-15 3.00 | 0.25 | 01-15 3.00 | 0.55 | 0.80 | 31.25 | 1.31 |
| DNN | 2.56 | 04-16 2.50 | 0.65 | 04-16 2.50 | 0.35 | 1.00 | 39.06 | 1.30 |
| DNN | 2.56 | 04-16 3.00 | 0.40 | 04-16 3.00 | 0.55 | 0.95 | 37.11 | 1.30 |
| DNN | 2.56 | 10-16 2.50 | 0.15 | 10-16 2.50 | 0.05 | 0.20 | 7.81 | 1.29 |
| DNN | 2.56 | 10-23 3.00 | 0.05 | 10-23 3.00 | 0.30 | 0.35 | 13.67 | 1.25 |
| DNN | 2.56 | 10-09 2.50 | 0.10 | 10-09 2.50 | 0.00 | 0.10 | 3.91 | 1.24 |
| DNN | 2.56 | 11-20 3.50 | 0.05 | 11-20 3.50 | 0.90 | 0.95 | 37.11 | 1.23 |
| DNN | 2.56 | 04-16 3.50 | 0.30 | 04-16 3.50 | 0.90 | 1.20 | 46.88 | 1.17 |
| DNN | 2.56 | 11-20 2.50 | 0.30 | 11-20 2.50 | 0.00 | 0.30 | 11.72 | 1.16 |
| DNN | 2.56 | 11-06 2.50 | 0.25 | 11-06 2.50 | 0.05 | 0.30 | 11.72 | 0.95 |