Short Straddles — F
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| F | 12.12 | 10-09 13.00 | 0.02 | 10-09 13.00 | 0.82 | 0.84 | 6.93 | 1.27 |
| F | 12.12 | 10-30 12.50 | 0.39 | 10-30 12.50 | 0.69 | 1.08 | 8.91 | 0.86 |
| F | 12.12 | 10-30 13.00 | 0.24 | 10-30 13.00 | 1.03 | 1.27 | 10.48 | 0.85 |
| F | 12.12 | 10-30 12.00 | 0.65 | 10-30 12.00 | 0.42 | 1.07 | 8.83 | 0.85 |
| F | 12.12 | 11-06 12.50 | 0.43 | 11-06 12.50 | 0.73 | 1.16 | 9.57 | 0.83 |
| F | 12.12 | 11-13 12.00 | 0.73 | 11-13 12.00 | 0.49 | 1.22 | 10.07 | 0.82 |
| F | 12.12 | 11-06 13.00 | 0.26 | 11-06 13.00 | 0.97 | 1.23 | 10.15 | 0.82 |
| F | 12.12 | 11-13 12.50 | 0.48 | 11-13 12.50 | 0.78 | 1.26 | 10.40 | 0.82 |
| F | 12.12 | 11-13 13.00 | 0.32 | 11-13 13.00 | 1.10 | 1.42 | 11.72 | 0.81 |
| F | 12.12 | 11-06 12.00 | 0.70 | 11-06 12.00 | 0.42 | 1.12 | 9.24 | 0.79 |
| F | 12.12 | 11-20 13.00 | 0.32 | 11-20 13.00 | 1.20 | 1.52 | 12.54 | 0.79 |
| F | 12.12 | 11-20 12.00 | 0.71 | 11-20 12.00 | 0.60 | 1.31 | 10.81 | 0.78 |
| F | 12.12 | 12-18 13.00 | 0.46 | 12-18 13.00 | 1.27 | 1.73 | 14.27 | 0.74 |
| F | 12.12 | 06-17 13.00 | 1.13 | 06-17 13.00 | 1.94 | 3.07 | 25.33 | 0.73 |
| F | 12.12 | 03-19 12.00 | 1.24 | 03-19 12.00 | 1.05 | 2.29 | 18.89 | 0.73 |
| F | 12.12 | 03-19 13.00 | 0.82 | 03-19 13.00 | 1.65 | 2.47 | 20.38 | 0.73 |
| F | 12.12 | 12-18 12.00 | 0.87 | 12-18 12.00 | 0.70 | 1.57 | 12.95 | 0.73 |
| F | 12.12 | 01-21 12.00 | 2.06 | 01-21 12.00 | 1.84 | 3.90 | 32.18 | 0.73 |
| F | 12.12 | 12-17 12.00 | 1.99 | 12-17 12.00 | 1.79 | 3.78 | 31.19 | 0.73 |
| F | 12.12 | 01-15 13.00 | 0.57 | 01-15 13.00 | 1.37 | 1.94 | 16.01 | 0.72 |
| F | 12.12 | 06-17 12.00 | 1.53 | 06-17 12.00 | 1.36 | 2.89 | 23.85 | 0.72 |
| F | 12.12 | 09-17 12.00 | 1.79 | 09-17 12.00 | 1.40 | 3.19 | 26.32 | 0.72 |
| F | 12.12 | 01-15 11.85 | 1.04 | 01-15 11.85 | 0.72 | 1.76 | 14.52 | 0.70 |
| F | 12.12 | 01-19 12.00 | 2.69 | 01-19 12.00 | 2.34 | 5.03 | 41.50 | 0.70 |
| F | 12.12 | 01-15 12.00 | 0.96 | 01-15 12.00 | 0.77 | 1.73 | 14.27 | 0.70 |
| F | 12.12 | 12-15 12.00 | 2.65 | 12-15 12.00 | 2.30 | 4.95 | 40.84 | 0.70 |
| F | 12.12 | 10-09 12.00 | 0.20 | 10-09 12.00 | 0.05 | 0.25 | 2.06 | 0.66 |
| F | 12.12 | 10-09 12.50 | 0.03 | 10-09 12.50 | 0.37 | 0.40 | 3.30 | 0.64 |
| F | 12.12 | 10-16 13.00 | 0.03 | 10-16 13.00 | 0.87 | 0.90 | 7.43 | 0.64 |
| F | 12.12 | 10-23 12.00 | 0.43 | 10-23 12.00 | 0.20 | 0.63 | 5.20 | 0.62 |
| F | 12.12 | 10-16 12.00 | 0.33 | 10-16 12.00 | 0.15 | 0.48 | 3.96 | 0.62 |
| F | 12.12 | 10-23 12.50 | 0.19 | 10-23 12.50 | 0.45 | 0.64 | 5.28 | 0.60 |
| F | 12.12 | 10-23 13.00 | 0.07 | 10-23 13.00 | 0.91 | 0.98 | 8.09 | 0.60 |
| F | 12.12 | 10-16 12.50 | 0.10 | 10-16 12.50 | 0.41 | 0.51 | 4.21 | 0.58 |