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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 178.23 175.00 16 Aug '19 80 C
P
0.317
0.312
77
764
12.15
8.55
20.70 20 Sep '19 115 C
P
0.296
0.295
58
186
13.70
10.00
23.70 (3.00) 9.59 3.00 3.20 0.038
2 AAPL 178.23 180.00 16 Aug '19 80 C
P
0.307
0.302
120
462
9.40
10.80
20.20 20 Sep '19 115 C
P
0.289
0.288
165
131
11.05
12.35
23.40 (3.20) 9.44 3.20 2.95 0.032
3 AAPL 178.23 185.00 16 Aug '19 80 C
P
0.298
0.295
528
70
7.10
13.50
20.60 20 Sep '19 115 C
P
0.283
0.280
235
64
8.70
14.85
23.55 (2.95) 9.73 2.95 3.30 0.030
4 AAPL 178.23 175.00 5 Jul '19 38 C
P
0.313
0.299
6
29
8.80
5.15
13.95 16 Aug '19 80 C
P
0.317
0.312
77
764
12.35
8.75
21.10 (7.15) 7.56 7.15 1.06 -0.017
5 AAPL 178.23 175.00 19 Jul '19 52 C
P
0.309
0.290
623
1,093
9.90
6.10
16.00 16 Aug '19 80 C
P
0.317
0.312
77
764
12.35
8.75
21.10 (5.10) 6.84 5.10 1.34 -0.030
6 AAPL 178.23 180.00 5 Jul '19 38 C
P
0.296
0.283
63
523
5.90
7.30
13.20 16 Aug '19 80 C
P
0.307
0.302
120
462
9.60
11.00
20.60 (7.40) 7.25 7.40 0.98 -0.030
7 AAPL 178.23 180.00 19 Jul '19 52 C
P
0.295
0.278
555
1,149
7.05
8.30
15.35 16 Aug '19 80 C
P
0.307
0.302
120
462
9.60
11.00
20.60 (5.25) 6.64 5.25 1.26 -0.036
8 AAPL 178.23 185.00 5 Jul '19 38 C
P
0.282
0.270
121
14
3.70
10.10
13.80 16 Aug '19 80 C
P
0.298
0.295
528
70
7.25
13.75
21.00 (7.20) 7.46 7.20 1.04 -0.041
9 AAPL 178.23 185.00 19 Jul '19 52 C
P
0.283
0.265
475
391
4.80
11.00
15.80 16 Aug '19 80 C
P
0.298
0.295
528
70
7.25
13.75
21.00 (5.20) 6.70 5.20 1.29 -0.045
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