Short Straddles — RELL

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
RELL20.0010-16 20.001.7510-16 20.001.253.0015.002.36
RELL20.0010-16 17.503.2010-16 17.500.353.5517.752.24
RELL20.0010-16 15.005.6010-16 15.000.005.6028.001.77
RELL20.0012-18 22.502.0012-18 22.503.105.1025.501.73
RELL20.0012-18 17.504.4012-18 17.501.005.4027.001.54
RELL20.0003-19 20.004.2003-19 20.002.756.9534.751.51
RELL20.0011-20 20.002.2511-20 20.001.603.8519.251.50
RELL20.0003-19 15.007.0003-19 15.000.307.3036.501.42
RELL20.0012-18 15.006.8012-18 15.000.357.1535.751.42
RELL20.0012-18 20.002.8012-18 20.002.004.8024.001.39
RELL20.0003-19 17.505.8003-19 17.501.457.2536.251.24