I have the following options data. This is just a snippet but this data is available every day Period 30 to 720 and Out of the Money : 0 to 60 in increments of 5 I would like to compute short straddle return for each day. Its been a while since I used options and was wondering if someone could guide me

    ID  Symbol  TradeDate Period Strike_Price     Call_Put  Out_of_the_Money    IV  Delta
2631442 A   17-Jul-17   30  12591.56            P        0             0.10793-0.49383
2631443 A   17-Jul-17   30  12591.56            C        0             0.10738 0.50614
2629567 A   14-Jul-17   30  12616.31            P        0             0.10864-0.49379
2629568 A   14-Jul-17   30  12616.31            C        0             0.1074  0.50614


## closed as unclear what you're asking by amdopt, JejeBelfort, LocalVolatility, Bob Jansen♦Jul 26 '17 at 18:13

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