Short Straddles — PUSA

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
PUSA2.5401-15 7.500.3501-15 7.504.104.45175.544.74
PUSA2.5410-16 7.500.0510-16 7.504.304.35171.604.54
PUSA2.5410-16 5.000.0510-16 5.002.252.3090.733.47
PUSA2.5401-15 5.000.5501-15 5.002.503.05120.323.10
PUSA2.5411-20 2.500.7011-20 2.500.401.1043.392.78
PUSA2.5411-20 5.000.5011-20 5.001.802.3090.732.38
PUSA2.5410-16 2.500.2510-16 2.500.100.3513.812.28
PUSA2.5404-16 5.000.5504-16 5.002.202.75108.482.18
PUSA2.5401-15 2.500.8001-15 2.500.000.8031.562.12