Short Straddles — NN

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
NN12.7110-09 13.500.6510-09 13.500.401.058.263.98
NN12.7110-09 12.002.0010-09 12.000.052.0516.133.57
NN12.7110-09 13.000.4010-09 13.000.601.007.872.69
NN12.7112-18 13.002.9012-18 13.002.405.3041.702.35
NN12.7111-20 13.002.6011-20 13.001.804.4034.622.32
NN12.7112-18 12.003.2012-18 12.001.805.0039.342.30
NN12.7101-15 13.003.3001-15 13.002.605.9046.422.18
NN12.7110-30 13.002.0510-30 13.001.003.0524.002.11
NN12.7101-15 12.003.6001-15 12.002.005.6044.062.06
NN12.7111-20 12.002.7511-20 12.001.203.9531.082.06
NN12.7103-19 12.004.5003-19 12.002.306.8053.502.04
NN12.7110-16 13.000.7510-16 13.000.751.5011.801.97
NN12.7110-16 12.001.6510-16 12.000.301.9515.341.97
NN12.7103-19 13.003.7003-19 13.002.856.5551.531.96
NN12.7101-19 13.007.3001-19 13.004.9012.2095.991.93
NN12.7101-21 13.006.1001-21 13.004.3010.4081.831.93
NN12.7110-16 12.501.0010-16 12.500.551.5512.201.92
NN12.7110-23 13.501.0510-23 13.501.352.4018.881.74
NN12.7110-16 13.500.8010-16 13.500.701.5011.801.69
NN12.7110-23 13.001.1510-23 13.000.701.8514.561.64
NN12.7110-30 13.501.2510-30 13.501.002.2517.701.59