Short Straddles — RXRX
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| RXRX | 4.27 | 10-09 3.50 | 1.35 | 10-09 3.50 | 0.00 | 1.35 | 31.62 | 5.75 |
| RXRX | 4.27 | 10-09 5.00 | 0.01 | 10-09 5.00 | 0.58 | 0.59 | 13.82 | 3.44 |
| RXRX | 4.27 | 10-16 3.50 | 1.08 | 10-16 3.50 | 0.01 | 1.09 | 25.53 | 3.43 |
| RXRX | 4.27 | 11-06 3.50 | 3.00 | 11-06 3.50 | 0.09 | 3.09 | 72.37 | 2.79 |
| RXRX | 4.27 | 10-09 4.00 | 0.50 | 10-09 4.00 | 0.01 | 0.51 | 11.94 | 2.75 |
| RXRX | 4.27 | 10-30 5.00 | 0.27 | 10-30 5.00 | 0.90 | 1.17 | 27.40 | 2.75 |
| RXRX | 4.27 | 10-23 3.50 | 2.14 | 10-23 3.50 | 0.01 | 2.15 | 50.35 | 2.65 |
| RXRX | 4.27 | 10-30 3.50 | 1.36 | 10-30 3.50 | 0.05 | 1.41 | 33.02 | 2.43 |
| RXRX | 4.27 | 12-18 5.00 | 0.53 | 12-18 5.00 | 1.05 | 1.58 | 37.00 | 2.13 |
| RXRX | 4.27 | 10-09 4.50 | 0.10 | 10-09 4.50 | 0.26 | 0.36 | 8.43 | 2.09 |
| RXRX | 4.27 | 10-23 4.00 | 0.57 | 10-23 4.00 | 0.00 | 0.57 | 13.35 | 2.02 |
| RXRX | 4.27 | 01-15 3.50 | 1.39 | 01-15 3.50 | 0.28 | 1.67 | 39.11 | 2.01 |
| RXRX | 4.27 | 11-06 4.00 | 0.98 | 11-06 4.00 | 0.15 | 1.13 | 26.46 | 1.94 |
| RXRX | 4.27 | 11-20 5.00 | 0.38 | 11-20 5.00 | 0.93 | 1.31 | 30.68 | 1.94 |
| RXRX | 4.27 | 10-16 4.00 | 0.50 | 10-16 4.00 | 0.10 | 0.60 | 14.05 | 1.93 |
| RXRX | 4.27 | 10-30 4.50 | 0.39 | 10-30 4.50 | 0.33 | 0.72 | 16.86 | 1.92 |
| RXRX | 4.27 | 12-18 3.50 | 1.28 | 12-18 3.50 | 0.20 | 1.48 | 34.66 | 1.92 |
| RXRX | 4.27 | 11-13 4.50 | 0.57 | 11-13 4.50 | 0.18 | 0.75 | 17.56 | 1.90 |
| RXRX | 4.27 | 11-20 4.00 | 0.76 | 11-20 4.00 | 0.30 | 1.06 | 24.82 | 1.86 |
| RXRX | 4.27 | 10-30 4.00 | 0.84 | 10-30 4.00 | 0.07 | 0.91 | 21.31 | 1.84 |
| RXRX | 4.27 | 10-16 5.00 | 0.09 | 10-16 5.00 | 0.58 | 0.67 | 15.69 | 1.84 |
| RXRX | 4.27 | 11-20 3.50 | 1.16 | 11-20 3.50 | 0.11 | 1.27 | 29.74 | 1.84 |
| RXRX | 4.27 | 01-15 5.00 | 0.65 | 01-15 5.00 | 1.05 | 1.70 | 39.81 | 1.82 |
| RXRX | 4.27 | 01-21 3.50 | 2.20 | 01-21 3.50 | 0.38 | 2.58 | 60.42 | 1.81 |
| RXRX | 4.27 | 11-06 5.00 | 0.45 | 11-06 5.00 | 0.48 | 0.93 | 21.78 | 1.80 |
| RXRX | 4.27 | 01-15 4.00 | 1.04 | 01-15 4.00 | 0.52 | 1.56 | 36.53 | 1.80 |
| RXRX | 4.27 | 11-20 4.50 | 0.52 | 11-20 4.50 | 0.58 | 1.10 | 25.76 | 1.79 |
| RXRX | 4.27 | 01-21 5.00 | 1.60 | 01-21 5.00 | 0.05 | 1.65 | 38.64 | 1.79 |
| RXRX | 4.27 | 01-19 5.00 | 3.00 | 01-19 5.00 | 0.00 | 3.00 | 70.26 | 1.78 |
| RXRX | 4.27 | 12-18 4.00 | 0.86 | 12-18 4.00 | 0.24 | 1.10 | 25.76 | 1.77 |
| RXRX | 4.27 | 11-06 4.50 | 0.51 | 11-06 4.50 | 0.05 | 0.56 | 13.12 | 1.76 |
| RXRX | 4.27 | 12-18 4.50 | 0.71 | 12-18 4.50 | 0.50 | 1.21 | 28.34 | 1.74 |
| RXRX | 4.27 | 01-19 4.00 | 2.71 | 01-19 4.00 | 1.09 | 3.80 | 88.99 | 1.73 |
| RXRX | 4.27 | 10-16 4.50 | 0.22 | 10-16 4.50 | 0.30 | 0.52 | 12.18 | 1.73 |
| RXRX | 4.27 | 01-19 3.50 | 5.00 | 01-19 3.50 | 0.00 | 5.00 | 117.10 | 1.69 |
| RXRX | 4.27 | 03-19 3.50 | 1.68 | 03-19 3.50 | 0.13 | 1.81 | 42.39 | 1.67 |
| RXRX | 4.27 | 01-21 4.50 | 1.81 | 01-21 4.50 | 0.00 | 1.81 | 42.39 | 1.65 |
| RXRX | 4.27 | 10-23 5.00 | 0.17 | 10-23 5.00 | 0.00 | 0.17 | 3.98 | 1.62 |
| RXRX | 4.27 | 01-15 4.50 | 0.79 | 01-15 4.50 | 0.59 | 1.38 | 32.32 | 1.62 |
| RXRX | 4.27 | 01-21 4.00 | 2.34 | 01-21 4.00 | 0.05 | 2.39 | 55.97 | 1.58 |
| RXRX | 4.27 | 03-19 5.00 | 0.83 | 03-19 5.00 | 0.62 | 1.45 | 33.96 | 1.57 |
| RXRX | 4.27 | 03-19 4.00 | 1.26 | 03-19 4.00 | 0.00 | 1.26 | 29.51 | 1.52 |
| RXRX | 4.27 | 03-19 4.50 | 1.40 | 03-19 4.50 | 0.00 | 1.40 | 32.79 | 1.51 |
| RXRX | 4.27 | 10-23 4.50 | 0.30 | 10-23 4.50 | 0.00 | 0.30 | 7.03 | 1.23 |