Short Straddles — IRON

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
IRON61.1810-16 55.0012.2010-16 55.003.9016.1026.323.74
IRON61.1810-16 65.007.2010-16 65.007.1014.3023.373.63
IRON61.1811-20 55.0018.5011-20 55.008.0026.5043.323.19
IRON61.1811-20 60.0015.0011-20 60.0011.1026.1042.663.06
IRON61.1811-20 65.0013.0011-20 65.0013.4026.4043.152.84
IRON61.1811-20 70.0010.1011-20 70.0016.4026.5043.322.78
IRON61.1812-18 55.0019.2012-18 55.009.5028.7046.912.70
IRON61.1812-18 65.0014.0012-18 65.0014.7028.7046.912.56
IRON61.1812-18 70.0011.5012-18 70.0017.7029.2047.732.43
IRON61.1801-15 70.0012.7001-15 70.0017.9030.6050.022.14
IRON61.1801-15 65.0013.8001-15 65.0014.1027.9045.602.08