Short Straddles — NVAX
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NVAX | 11.22 | 11-06 10.50 | 3.30 | 11-06 10.50 | 0.16 | 3.46 | 30.84 | 2.40 |
| NVAX | 11.22 | 10-09 10.50 | 1.07 | 10-09 10.50 | 0.04 | 1.11 | 9.89 | 2.32 |
| NVAX | 11.22 | 10-09 12.00 | 0.15 | 10-09 12.00 | 0.70 | 0.85 | 7.58 | 2.21 |
| NVAX | 11.22 | 10-09 11.50 | 0.32 | 10-09 11.50 | 0.25 | 0.57 | 5.08 | 2.04 |
| NVAX | 11.22 | 10-16 11.00 | 1.18 | 10-16 11.00 | 0.30 | 1.48 | 13.19 | 2.01 |
| NVAX | 11.22 | 10-09 11.00 | 0.53 | 10-09 11.00 | 0.11 | 0.64 | 5.70 | 1.92 |
| NVAX | 11.22 | 10-16 12.00 | 0.43 | 10-16 12.00 | 0.68 | 1.11 | 9.89 | 1.90 |
| NVAX | 11.22 | 11-20 11.00 | 1.95 | 11-20 11.00 | 1.12 | 3.07 | 27.36 | 1.87 |
| NVAX | 11.22 | 11-20 12.00 | 1.30 | 11-20 12.00 | 1.85 | 3.15 | 28.08 | 1.86 |
| NVAX | 11.22 | 10-16 10.50 | 1.57 | 10-16 10.50 | 0.18 | 1.75 | 15.60 | 1.86 |
| NVAX | 11.22 | 11-06 11.00 | 1.56 | 11-06 11.00 | 0.67 | 2.23 | 19.88 | 1.83 |
| NVAX | 11.22 | 11-06 11.50 | 1.46 | 11-06 11.50 | 0.86 | 2.32 | 20.68 | 1.81 |
| NVAX | 11.22 | 04-16 11.00 | 3.00 | 04-16 11.00 | 0.48 | 3.48 | 31.02 | 1.81 |
| NVAX | 11.22 | 10-30 11.50 | 2.13 | 10-30 11.50 | 0.62 | 2.75 | 24.51 | 1.80 |
| NVAX | 11.22 | 11-06 12.00 | 1.09 | 11-06 12.00 | 1.14 | 2.23 | 19.88 | 1.73 |
| NVAX | 11.22 | 10-23 10.50 | 1.76 | 10-23 10.50 | 0.10 | 1.86 | 16.58 | 1.71 |
| NVAX | 11.22 | 10-16 11.50 | 0.52 | 10-16 11.50 | 0.34 | 0.86 | 7.67 | 1.67 |
| NVAX | 11.22 | 01-19 12.00 | 6.40 | 01-19 12.00 | 2.00 | 8.40 | 74.87 | 1.66 |
| NVAX | 11.22 | 10-30 10.50 | 1.76 | 10-30 10.50 | 0.01 | 1.77 | 15.78 | 1.60 |
| NVAX | 11.22 | 04-16 12.00 | 2.70 | 04-16 12.00 | 2.05 | 4.75 | 42.34 | 1.57 |
| NVAX | 11.22 | 10-23 11.00 | 1.09 | 10-23 11.00 | 0.53 | 1.62 | 14.44 | 1.56 |
| NVAX | 11.22 | 10-30 12.00 | 0.84 | 10-30 12.00 | 0.34 | 1.18 | 10.52 | 1.55 |
| NVAX | 11.22 | 01-15 11.00 | 2.30 | 01-15 11.00 | 1.25 | 3.55 | 31.64 | 1.52 |
| NVAX | 11.22 | 10-30 11.00 | 1.07 | 10-30 11.00 | 0.48 | 1.55 | 13.82 | 1.52 |
| NVAX | 11.22 | 01-21 12.00 | 4.40 | 01-21 12.00 | 1.25 | 5.65 | 50.36 | 1.41 |
| NVAX | 11.22 | 12-17 12.00 | 3.65 | 12-17 12.00 | 1.02 | 4.67 | 41.62 | 1.39 |
| NVAX | 11.22 | 10-23 12.00 | 0.65 | 10-23 12.00 | 0.75 | 1.40 | 12.48 | 1.32 |