Short Straddles — WNC

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
WNC13.7110-16 10.004.2010-16 10.000.004.2030.641.97
WNC13.7101-15 10.004.8001-15 10.000.154.9536.111.82
WNC13.7111-20 12.502.4011-20 12.500.603.0021.881.71
WNC13.7111-20 17.5020.0011-20 17.503.6023.60172.141.50
WNC13.7110-16 12.501.5010-16 12.500.101.6011.671.45
WNC13.7101-15 12.502.9001-15 12.500.803.7026.991.45
WNC13.7104-16 10.005.1004-16 10.000.505.6040.851.16
WNC13.7110-16 15.000.4010-16 15.001.051.4510.580.94