Short Straddles — SLG

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
SLG48.6010-16 45.004.6010-16 45.000.054.659.571.16
SLG48.6010-16 52.501.7510-16 52.503.305.0510.391.13
SLG48.6001-15 45.008.4001-15 45.000.859.2519.030.94
SLG48.6010-16 47.503.1010-16 47.500.453.557.310.93
SLG48.6011-20 50.002.6011-20 50.002.354.9510.190.92
SLG48.6012-18 45.007.2012-18 45.000.808.0016.460.89
SLG48.6012-18 52.502.4512-18 52.505.207.6515.740.88
SLG48.6011-20 45.005.9011-20 45.000.656.5513.480.88
SLG48.6010-16 50.000.9010-16 50.001.152.054.220.88
SLG48.6002-19 45.008.5002-19 45.001.5010.0020.580.87
SLG48.6001-15 52.504.7001-15 52.504.909.6019.750.87
SLG48.6002-19 50.006.1002-19 50.004.2010.3021.190.86
SLG48.6011-20 47.504.1011-20 47.500.955.0510.390.85
SLG48.6002-19 47.507.3002-19 47.502.9510.2521.090.84
SLG48.6001-21 50.0010.2001-21 50.007.0017.2035.390.82
SLG48.6011-20 52.502.4511-20 52.504.106.5513.480.80
SLG48.6001-15 47.506.3001-15 47.502.008.3017.080.80
SLG48.6001-21 52.509.0001-21 52.508.2017.2035.390.79
SLG48.6012-18 50.003.5012-18 50.003.607.1014.610.79
SLG48.6012-18 47.505.3012-18 47.501.506.8013.990.79
SLG48.6001-21 47.5011.5001-21 47.505.5017.0034.980.79
SLG48.6001-15 50.005.1001-15 50.003.508.6017.700.72
SLG48.6002-19 52.505.0002-19 52.505.6010.6021.810.70
SLG48.6001-21 45.0012.5001-21 45.005.0017.5036.010.69