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Calendar Straddle Screener For AAPL 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 AAPL 262.64 270.00 27 Dec '19 43 C
P
0.194
0.179
90
9
3.80
10.60
14.40 17 Jan '20 64 C
P
0.205
0.180
772
119
6.05
12.45
18.50 (4.10) 5.61 4.10 1.37 -0.012
2 AAPL 262.64 270.00 20 Dec '19 36 C
P
0.194
0.178
3,454
296
3.35
10.20
13.55 17 Jan '20 64 C
P
0.205
0.180
772
119
6.05
12.45
18.50 (4.95) 6.33 4.95 1.28 -0.013
3 AAPL 262.64 260.00 20 Dec '19 36 C
P
0.207
0.192
2,198
3,363
8.10
5.00
13.10 17 Jan '20 64 C
P
0.217
0.200
1,911
1,439
11.30
7.50
18.80 (5.70) 6.06 5.70 1.06 -0.017
4 AAPL 262.64 260.00 27 Dec '19 43 C
P
0.208
0.192
64
119
8.45
4.70
13.15 17 Jan '20 64 C
P
0.217
0.200
1,911
1,439
11.30
7.50
18.80 (5.65) 4.47 5.65 0.79 -0.017
5 AAPL 262.64 265.00 20 Dec '19 36 C
P
0.198
0.185
2,627
1,307
5.30
7.25
12.55 17 Jan '20 64 C
P
0.213
0.194
6,623
2,615
8.35
9.75
18.10 (5.55) 6.15 5.55 1.11 -0.023
6 AAPL 262.64 270.00 13 Dec '19 29 C
P
0.188
0.172
95
13
2.67
9.50
12.17 17 Jan '20 64 C
P
0.205
0.180
772
119
6.05
12.45
18.50 (6.33) 6.33 6.33 1.00 -0.025
7 AAPL 262.64 260.00 13 Dec '19 29 C
P
0.198
0.187
147
448
7.05
4.20
11.25 17 Jan '20 64 C
P
0.217
0.200
1,911
1,439
11.30
7.50
18.80 (7.55) 5.65 7.55 0.75 -0.031
8 AAPL 262.64 265.00 27 Dec '19 43 C
P
0.194
0.179
500
69
5.90
6.65
12.55 17 Jan '20 64 C
P
0.213
0.194
6,623
2,615
8.35
9.75
18.10 (5.55) 4.52 5.55 0.81 -0.033
9 AAPL 262.64 270.00 6 Dec '19 22 C
P
0.182
0.168
382
96
1.84
8.95
10.79 17 Jan '20 64 C
P
0.205
0.180
772
119
6.05
12.45
18.50 (7.71) 6.19 7.71 0.80 -0.035
10 AAPL 262.64 265.00 13 Dec '19 29 C
P
0.190
0.180
544
100
4.55
6.50
11.05 17 Jan '20 64 C
P
0.213
0.194
6,623
2,615
8.35
9.75
18.10 (7.05) 6.08 7.05 0.86 -0.037
11 AAPL 262.64 260.00 6 Dec '19 22 C
P
0.196
0.182
645
593
6.40
3.40
9.80 17 Jan '20 64 C
P
0.217
0.200
1,911
1,439
11.30
7.50
18.80 (9.00) 5.49 9.00 0.61 -0.039
12 AAPL 262.64 265.00 6 Dec '19 22 C
P
0.186
0.171
662
225
3.65
4.85
8.50 17 Jan '20 64 C
P
0.213
0.194
6,623
2,615
8.35
9.75
18.10 (9.60) 4.82 9.60 0.50 -0.050
13 AAPL 262.64 265.00 17 Jan '20 64 C
P
0.213
0.194
6,623
2,615
8.20
9.60
17.80 21 Feb '20 99 C
P
0.236
0.227
228
113
12.05
13.90
25.95 (8.15) 6.79 8.15 0.83 -0.056
14 AAPL 262.64 260.00 17 Jan '20 64 C
P
0.217
0.200
1,911
1,439
10.90
7.20
18.10 21 Feb '20 99 C
P
0.242
0.234
111
231
14.95
11.35
26.30 (8.20) 6.87 8.20 0.84 -0.059
15 AAPL 262.64 270.00 17 Jan '20 64 C
P
0.205
0.180
772
119
5.90
11.85
17.75 21 Feb '20 99 C
P
0.232
0.222
61
78
9.70
16.55
26.25 (8.50) 6.42 8.50 0.76 -0.069
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