Short Straddles — EVH
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| EVH | 4.14 | 10-16 5.00 | 0.70 | 10-16 5.00 | 0.80 | 1.50 | 36.23 | 4.36 |
| EVH | 4.14 | 01-15 2.00 | 2.30 | 01-15 2.00 | 0.00 | 2.30 | 55.56 | 3.85 |
| EVH | 4.14 | 10-16 2.50 | 1.70 | 10-16 2.50 | 0.00 | 1.70 | 41.06 | 3.75 |
| EVH | 4.14 | 01-15 2.50 | 1.95 | 01-15 2.50 | 0.05 | 2.00 | 48.31 | 2.99 |
| EVH | 4.14 | 12-18 2.50 | 1.85 | 12-18 2.50 | 0.00 | 1.85 | 44.69 | 2.89 |
| EVH | 4.14 | 12-18 7.50 | 0.75 | 12-18 7.50 | 3.30 | 4.05 | 97.83 | 2.62 |
| EVH | 4.14 | 12-17 2.00 | 2.90 | 12-17 2.00 | 0.00 | 2.90 | 70.05 | 2.39 |
| EVH | 4.14 | 01-15 7.50 | 1.90 | 01-15 7.50 | 3.30 | 5.20 | 125.60 | 2.30 |
| EVH | 4.14 | 03-19 7.50 | 0.30 | 03-19 7.50 | 3.10 | 3.40 | 82.13 | 2.13 |
| EVH | 4.14 | 03-19 5.00 | 0.80 | 03-19 5.00 | 1.35 | 2.15 | 51.93 | 1.83 |
| EVH | 4.14 | 12-17 5.00 | 1.35 | 12-17 5.00 | 1.50 | 2.85 | 68.84 | 1.79 |
| EVH | 4.14 | 12-17 7.50 | 1.15 | 12-17 7.50 | 3.60 | 4.75 | 114.73 | 1.58 |
| EVH | 4.14 | 03-19 2.50 | 2.10 | 03-19 2.50 | 0.05 | 2.15 | 51.93 | 1.55 |
| EVH | 4.14 | 12-17 2.50 | 2.45 | 12-17 2.50 | 0.35 | 2.80 | 67.63 | 1.52 |
| EVH | 4.14 | 01-15 5.00 | 0.45 | 01-15 5.00 | 1.10 | 1.55 | 37.44 | 1.50 |
| EVH | 4.14 | 12-18 5.00 | 0.35 | 12-18 5.00 | 1.00 | 1.35 | 32.61 | 1.50 |