Short Straddles — VG
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| VG | 13.29 | 10-09 13.00 | 0.45 | 10-09 13.00 | 0.00 | 0.45 | 3.39 | 1.50 |
| VG | 13.29 | 10-09 14.00 | 0.10 | 10-09 14.00 | 0.55 | 0.65 | 4.89 | 1.50 |
| VG | 13.29 | 10-09 12.50 | 0.95 | 10-09 12.50 | 0.00 | 0.95 | 7.15 | 1.50 |
| VG | 13.29 | 10-09 13.50 | 0.15 | 10-09 13.50 | 0.15 | 0.30 | 2.26 | 1.50 |
| VG | 13.29 | 11-13 13.50 | 1.05 | 11-13 13.50 | 1.00 | 2.05 | 15.43 | 1.29 |
| VG | 13.29 | 11-13 14.00 | 0.90 | 11-13 14.00 | 1.30 | 2.20 | 16.55 | 1.28 |
| VG | 13.29 | 11-20 12.50 | 1.70 | 11-20 12.50 | 0.65 | 2.35 | 17.68 | 1.27 |
| VG | 13.29 | 11-13 12.50 | 1.60 | 11-13 12.50 | 0.55 | 2.15 | 16.18 | 1.26 |
| VG | 13.29 | 10-16 14.00 | 0.25 | 10-16 14.00 | 0.80 | 1.05 | 7.90 | 1.24 |
| VG | 13.29 | 11-13 13.00 | 1.30 | 11-13 13.00 | 0.75 | 2.05 | 15.43 | 1.24 |
| VG | 13.29 | 03-19 12.50 | 2.75 | 03-19 12.50 | 1.40 | 4.15 | 31.23 | 1.22 |
| VG | 13.29 | 11-06 13.00 | 1.10 | 11-06 13.00 | 0.60 | 1.70 | 12.79 | 1.22 |
| VG | 13.29 | 12-18 12.50 | 2.00 | 12-18 12.50 | 0.90 | 2.90 | 21.82 | 1.21 |
| VG | 13.29 | 12-17 12.50 | 4.20 | 12-17 12.50 | 2.50 | 6.70 | 50.41 | 1.20 |
| VG | 13.29 | 01-19 12.50 | 5.50 | 01-19 12.50 | 3.30 | 8.80 | 66.22 | 1.20 |
| VG | 13.29 | 02-19 12.50 | 2.45 | 02-19 12.50 | 1.30 | 3.75 | 28.22 | 1.19 |
| VG | 13.29 | 09-17 12.50 | 3.70 | 09-17 12.50 | 2.15 | 5.85 | 44.02 | 1.19 |
| VG | 13.29 | 06-17 12.50 | 3.30 | 06-17 12.50 | 1.80 | 5.10 | 38.38 | 1.19 |
| VG | 13.29 | 01-21 12.50 | 4.30 | 01-21 12.50 | 2.55 | 6.85 | 51.54 | 1.19 |
| VG | 13.29 | 05-21 12.50 | 3.10 | 05-21 12.50 | 1.70 | 4.80 | 36.12 | 1.19 |
| VG | 13.29 | 01-15 12.50 | 2.20 | 01-15 12.50 | 1.10 | 3.30 | 24.83 | 1.17 |
| VG | 13.29 | 11-06 12.50 | 1.40 | 11-06 12.50 | 0.40 | 1.80 | 13.54 | 1.17 |
| VG | 13.29 | 10-30 14.00 | 0.50 | 10-30 14.00 | 1.05 | 1.55 | 11.66 | 1.12 |
| VG | 13.29 | 10-30 12.50 | 1.30 | 10-30 12.50 | 0.30 | 1.60 | 12.04 | 1.12 |
| VG | 13.29 | 11-06 14.00 | 0.65 | 11-06 14.00 | 1.15 | 1.80 | 13.54 | 1.12 |
| VG | 13.29 | 10-30 13.00 | 0.95 | 10-30 13.00 | 0.50 | 1.45 | 10.91 | 1.11 |
| VG | 13.29 | 10-23 13.00 | 0.80 | 10-23 13.00 | 0.35 | 1.15 | 8.65 | 1.11 |
| VG | 13.29 | 10-23 14.00 | 0.35 | 10-23 14.00 | 0.95 | 1.30 | 9.78 | 1.11 |
| VG | 13.29 | 10-23 12.50 | 1.15 | 10-23 12.50 | 0.20 | 1.35 | 10.16 | 1.08 |
| VG | 13.29 | 10-30 13.50 | 0.70 | 10-30 13.50 | 0.70 | 1.40 | 10.53 | 1.08 |
| VG | 13.29 | 10-23 13.50 | 0.55 | 10-23 13.50 | 0.60 | 1.15 | 8.65 | 1.06 |
| VG | 13.29 | 10-16 13.00 | 0.65 | 10-16 13.00 | 0.25 | 0.90 | 6.77 | 1.03 |
| VG | 13.29 | 10-16 13.50 | 0.35 | 10-16 13.50 | 0.35 | 0.70 | 5.27 | 0.99 |
| VG | 13.29 | 10-16 12.50 | 1.00 | 10-16 12.50 | 0.10 | 1.10 | 8.28 | 0.98 |