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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 14.90 14.00 17 May '24 71 C
P
0.452
0.403
50
127
1.65
0.62
2.27 21 Jun '24 106 C
P
0.431
0.385
168
43
1.89
0.78
2.67 (0.40) 0.99 0.40 2.47 0.040
2 AAL 14.90 15.00 17 May '24 71 C
P
0.429
0.389
1,013
79
1.08
1.05
2.13 21 Jun '24 106 C
P
0.414
0.373
110
162
1.32
1.22
2.54 (0.41) 1.03 0.41 2.51 0.030
3 AAL 14.90 14.00 19 Apr '24 43 C
P
0.454
0.407
15
30
1.41
0.42
1.83 17 May '24 71 C
P
0.452
0.403
50
127
1.69
0.63
2.32 (0.49) 0.81 0.49 1.65 0.006
4 AAL 14.90 15.00 19 Apr '24 43 C
P
0.427
0.394
685
34
0.82
0.84
1.66 17 May '24 71 C
P
0.429
0.389
1,013
79
1.11
1.06
2.17 (0.51) 0.82 0.51 1.61 0.004
5 AAL 14.90 15.00 12 Apr '24 36 C
P
0.414
0.386
121
9
0.72
0.75
1.47 17 May '24 71 C
P
0.429
0.389
1,013
79
1.11
1.06
2.17 (0.70) 0.79 0.70 1.13 -0.017
6 AAL 14.90 14.00 12 Apr '24 36 C
P
0.440
0.395
7
14
1.29
0.34
1.63 17 May '24 71 C
P
0.452
0.403
50
127
1.69
0.63
2.32 (0.69) 0.77 0.69 1.12 -0.021
7 AAL 14.90 14.00 5 Apr '24 29 C
P
0.436
0.382
10
60
1.22
0.26
1.48 17 May '24 71 C
P
0.452
0.403
50
127
1.69
0.63
2.32 (0.84) 0.76 0.84 0.90 -0.038
8 AAL 14.90 15.00 5 Apr '24 29 C
P
0.403
0.376
1,582
2
0.62
0.65
1.27 17 May '24 71 C
P
0.429
0.389
1,013
79
1.11
1.06
2.17 (0.90) 0.74 0.90 0.82 -0.039
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