Short Straddles — GOLD

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
GOLD40.6809-17 44.009.9009-17 44.009.0018.9046.461.15
GOLD40.6811-20 40.003.8011-20 40.002.406.2015.241.14
GOLD40.6811-20 39.005.2011-20 39.002.057.2517.821.14
GOLD40.6811-20 45.001.7011-20 45.005.707.4018.191.14
GOLD40.6801-21 40.0013.0001-21 40.006.7019.7048.431.12
GOLD40.6811-20 44.002.0511-20 44.005.007.0517.331.12
GOLD40.6801-21 44.0011.1001-21 44.009.1020.2049.661.11
GOLD40.6803-19 39.007.6003-19 39.003.9011.5028.271.10
GOLD40.6801-21 39.0013.5001-21 39.006.3019.8048.671.09
GOLD40.6810-16 44.000.2510-16 44.003.103.358.241.07
GOLD40.6812-18 39.005.4012-18 39.002.307.7018.931.07
GOLD40.6801-15 45.003.7001-15 45.006.3010.0024.581.06
GOLD40.6803-19 44.005.4003-19 44.006.9012.3030.241.04
GOLD40.6801-15 44.003.3001-15 44.005.608.9021.881.03
GOLD40.6803-19 40.007.4003-19 40.004.6012.0029.501.02
GOLD40.6810-16 39.003.5010-16 39.000.153.658.971.00
GOLD40.6801-15 39.006.0001-15 39.002.858.8521.760.99
GOLD40.6812-18 44.003.6012-18 44.004.708.3020.400.95
GOLD40.6810-16 40.001.6510-16 40.000.702.355.780.87
GOLD40.6810-16 45.000.2010-16 45.003.403.608.850.86