Short Straddles — WMG
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| WMG | 28.16 | 10-16 27.00 | 3.20 | 10-16 27.00 | 0.00 | 3.20 | 11.36 | 1.78 |
| WMG | 28.16 | 10-16 30.00 | 0.75 | 10-16 30.00 | 0.65 | 1.40 | 4.97 | 1.23 |
| WMG | 28.16 | 10-16 28.00 | 2.80 | 10-16 28.00 | 0.05 | 2.85 | 10.12 | 0.96 |
| WMG | 28.16 | 01-15 28.00 | 3.70 | 01-15 28.00 | 0.50 | 4.20 | 14.92 | 0.86 |
| WMG | 28.16 | 01-15 27.00 | 3.70 | 01-15 27.00 | 0.10 | 3.80 | 13.49 | 0.85 |
| WMG | 28.16 | 11-20 27.00 | 3.70 | 11-20 27.00 | 0.65 | 4.35 | 15.45 | 0.78 |
| WMG | 28.16 | 11-20 29.00 | 2.00 | 11-20 29.00 | 0.50 | 2.50 | 8.88 | 0.75 |
| WMG | 28.16 | 01-15 29.00 | 2.40 | 01-15 29.00 | 1.00 | 3.40 | 12.07 | 0.73 |
| WMG | 28.16 | 11-20 28.00 | 2.60 | 11-20 28.00 | 0.00 | 2.60 | 9.23 | 0.71 |
| WMG | 28.16 | 10-16 29.00 | 0.40 | 10-16 29.00 | 0.90 | 1.30 | 4.62 | 0.66 |
| WMG | 28.16 | 01-15 30.00 | 2.75 | 01-15 30.00 | 2.80 | 5.55 | 19.71 | 0.66 |