Short Straddles — WSFS
Data as of
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| Stock | Stock Price | Call | Price 1 | Put | Price 2 | Premium | % of Stock | Net IVol |
|---|---|---|---|---|---|---|---|---|
| WSFS | 74.75 | 10-16 80.00 | 4.90 | 10-16 80.00 | 3.20 | 8.10 | 10.84 | 0.72 |
| WSFS | 74.75 | 11-20 80.00 | 3.10 | 11-20 80.00 | 3.50 | 6.60 | 8.83 | 0.56 |
| WSFS | 74.75 | 12-18 75.00 | 5.50 | 12-18 75.00 | 1.10 | 6.60 | 8.83 | 0.49 |
| WSFS | 74.75 | 12-18 80.00 | 4.20 | 12-18 80.00 | 3.70 | 7.90 | 10.57 | 0.48 |