Short Straddles — IVA

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
IVA3.3712-18 2.505.0012-18 2.500.605.60166.427.43
IVA3.3711-20 2.505.0011-20 2.500.305.30157.506.86
IVA3.3701-15 2.502.7501-15 2.500.903.65108.476.41
IVA3.3711-20 7.504.2011-20 7.504.408.60255.576.11
IVA3.3701-15 5.001.9001-15 5.000.702.6077.275.91
IVA3.3711-20 5.001.5011-20 5.000.201.7050.525.65
IVA3.3702-19 2.504.8002-19 2.500.705.50163.455.13
IVA3.3705-21 2.502.7505-21 2.501.003.75111.444.21
IVA3.3710-16 2.501.3010-16 2.500.001.3038.633.66
IVA3.3702-19 7.505.0002-19 7.502.807.80231.803.59
IVA3.3710-16 5.000.2510-16 5.000.000.257.432.74