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Calendar Straddle Screener For AAL Report Date:

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# Stock Stock
Price
Strike Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days P/C IVol Volume Price Leg Price Expiry Days P/C IVol Volume Price Leg Price
1 AAL 29.12 29.00 16 Aug '19 73 C
P
0.399
0.390
298
22
2.11
1.94
4.05 20 Sep '19 108 C
P
0.387
0.378
18
3,501
2.55
2.31
4.86 (0.81) 1.89 0.81 2.33 0.024
2 AAL 29.12 28.00 16 Aug '19 73 C
P
0.406
0.397
47
51
2.67
1.48
4.15 20 Sep '19 108 C
P
0.399
0.384
423
29
3.15
1.85
5.00 (0.85) 1.82 0.85 2.14 0.020
3 AAL 29.12 30.00 16 Aug '19 73 C
P
0.390
0.380
303
1,576
1.64
2.44
4.08 20 Sep '19 108 C
P
0.379
0.371
23
7
2.08
2.83
4.91 (0.83) 1.91 0.83 2.30 0.019
4 AAL 29.12 28.00 5 Jul '19 31 C
P
0.408
0.386
23
18
1.97
0.78
2.75 16 Aug '19 73 C
P
0.406
0.397
47
51
2.71
1.51
4.22 (1.47) 1.53 1.47 1.04 -0.009
5 AAL 29.12 28.00 19 Jul '19 45 C
P
0.406
0.383
419
193
2.22
1.01
3.23 16 Aug '19 73 C
P
0.406
0.397
47
51
2.71
1.51
4.22 (0.99) 1.45 0.99 1.46 -0.014
6 AAL 29.12 28.00 12 Jul '19 38 C
P
0.403
0.380
30
19
2.09
0.89
2.98 16 Aug '19 73 C
P
0.406
0.397
47
51
2.71
1.51
4.22 (1.24) 1.50 1.24 1.21 -0.020
7 AAL 29.12 29.00 5 Jul '19 31 C
P
0.390
0.374
30
43
1.36
1.18
2.54 16 Aug '19 73 C
P
0.399
0.390
298
22
2.15
1.95
4.10 (1.56) 1.50 1.56 0.96 -0.025
8 AAL 29.12 29.00 19 Jul '19 45 C
P
0.391
0.371
322
78
1.63
1.42
3.05 16 Aug '19 73 C
P
0.399
0.390
298
22
2.15
1.95
4.10 (1.05) 1.43 1.05 1.36 -0.027
9 AAL 29.12 30.00 19 Jul '19 45 C
P
0.381
0.360
367
36
1.15
1.94
3.09 16 Aug '19 73 C
P
0.390
0.380
303
1,576
1.67
2.47
4.14 (1.05) 1.46 1.05 1.39 -0.029
10 AAL 29.12 30.00 5 Jul '19 31 C
P
0.380
0.361
34
2
0.90
1.71
2.61 16 Aug '19 73 C
P
0.390
0.380
303
1,576
1.67
2.47
4.14 (1.53) 1.56 1.53 1.02 -0.029
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