Short Straddles — LULU

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
LULU91.8812-15 90.0033.0012-15 90.0019.4052.4057.031.07
LULU91.8809-17 90.0022.8009-17 90.0013.0035.8038.961.05
LULU91.8801-19 90.0033.1001-19 90.0019.9553.0557.741.04
LULU91.8812-17 90.0024.2512-17 90.0015.5039.7543.261.03
LULU91.8806-17 90.0018.3506-17 90.0012.1030.4533.141.03
LULU91.8801-21 90.0026.5001-21 90.0016.4542.9546.751.03
LULU91.8812-18 90.009.9012-18 90.006.7016.6018.071.02
LULU91.8801-15 90.0011.3001-15 90.007.8519.1520.841.00
LULU91.8803-19 90.0014.1503-19 90.0010.0024.1526.281.00
LULU91.8810-09 93.000.7710-09 93.001.572.342.550.90
LULU91.8810-09 90.002.5410-09 90.000.432.973.230.89
LULU91.8810-16 90.004.4510-16 90.001.285.736.240.87
LULU91.8811-20 90.006.8011-20 90.004.0010.8011.750.86
LULU91.8810-30 92.004.2510-30 92.002.656.907.510.85
LULU91.8810-09 92.001.1510-09 92.001.052.202.390.84
LULU91.8810-09 91.001.7810-09 91.000.652.432.650.84
LULU91.8811-13 93.004.8011-13 93.005.059.8510.720.83
LULU91.8811-06 92.005.0011-06 92.003.858.859.630.83
LULU91.8811-06 90.005.7511-06 90.003.008.759.520.82
LULU91.8810-30 93.003.8010-30 93.004.007.808.490.82
LULU91.8810-23 92.003.5010-23 92.002.906.406.970.81
LULU91.8811-06 93.004.2511-06 93.004.508.759.520.81
LULU91.8810-30 90.005.0010-30 90.002.487.488.140.81
LULU91.8810-16 93.001.9110-16 93.002.734.645.050.81
LULU91.8810-23 93.002.8710-23 93.003.256.126.660.80
LULU91.8810-30 91.004.5510-30 91.003.007.558.220.80
LULU91.8810-16 91.002.9410-16 91.001.684.625.030.80
LULU91.8810-23 90.004.6010-23 90.001.976.577.150.79
LULU91.8810-23 91.003.8510-23 91.002.486.336.890.78
LULU91.8810-16 92.002.3010-16 92.002.184.484.880.78