Calendar Straddle Screener for BA


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#	Stock	Stock Price	Strike	Short Leg							Long Leg							Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol
#	Stock	Stock Price	Strike	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol

1	BA	169.55	165.00	3 May '24	21	C P	0.439 0.401	6 80	9.40 4.35	13.75	21 Jun '24	70	C P	0.380 0.335	30 207	13.90 7.60	21.50	(7.75)	9.31	7.75	1.20	0.125
2	BA	169.55	175.00	3 May '24	21	C P	0.422 0.387	614 50	4.50 9.35	13.85	21 Jun '24	70	C P	0.368 0.320	103 166	8.75 12.50	21.25	(7.40)	10.01	7.40	1.35	0.122
3	BA	169.55	170.00	3 May '24	21	C P	0.430 0.393	459 534	6.70 6.55	13.25	21 Jun '24	70	C P	0.375 0.329	75 137	11.10 9.85	20.95	(7.70)	9.60	7.70	1.25	0.119
4	BA	169.55	165.00	10 May '24	28	C P	0.427 0.382	5 59	10.20 4.90	15.10	21 Jun '24	70	C P	0.380 0.335	30 207	13.90 7.60	21.50	(6.40)	9.36	6.40	1.46	0.094
5	BA	169.55	175.00	10 May '24	28	C P	0.405 0.369	70 35	5.15 9.85	15.00	21 Jun '24	70	C P	0.368 0.320	103 166	8.75 12.50	21.25	(6.25)	9.84	6.25	1.57	0.087
6	BA	169.55	170.00	10 May '24	28	C P	0.411 0.373	35 161	7.40 7.10	14.50	21 Jun '24	70	C P	0.375 0.329	75 137	11.10 9.85	20.95	(6.45)	9.54	6.45	1.48	0.080
7	BA	169.55	165.00	17 May '24	35	C P	0.411 0.370	261 2,576	10.85 5.50	16.35	21 Jun '24	70	C P	0.380 0.335	30 207	13.90 7.60	21.50	(5.15)	9.21	5.15	1.79	0.065
8	BA	169.55	170.00	17 May '24	35	C P	0.400 0.361	154 616	8.15 7.65	15.80	21 Jun '24	70	C P	0.375 0.329	75 137	11.10 9.85	20.95	(5.15)	9.42	5.15	1.83	0.057
9	BA	169.55	175.00	17 May '24	35	C P	0.392 0.351	255 806	5.85 10.40	16.25	21 Jun '24	70	C P	0.368 0.320	103 166	8.75 12.50	21.25	(5.00)	9.65	5.00	1.93	0.056
10	BA	169.55	165.00	24 May '24	42	C P	0.408 0.359	1 21	10.90 5.95	16.85	21 Jun '24	70	C P	0.380 0.335	30 207	13.90 7.60	21.50	(4.65)	8.15	4.65	1.75	0.052
11	BA	169.55	175.00	24 May '24	42	C P	0.392 0.342	42 38	6.40 10.55	16.95	21 Jun '24	70	C P	0.368 0.320	103 166	8.75 12.50	21.25	(4.30)	8.76	4.30	2.04	0.047
12	BA	169.55	170.00	24 May '24	42	C P	0.399 0.348	36 120	8.75 7.90	16.65	21 Jun '24	70	C P	0.375 0.329	75 137	11.10 9.85	20.95	(4.30)	8.68	4.30	2.02	0.043
13	BA	169.55	175.00	31 May '24	49	C P	0.382 0.340	11 61	6.95 11.25	18.20	21 Jun '24	70	C P	0.368 0.320	103 166	8.75 12.50	21.25	(3.05)	8.19	3.05	2.69	0.035
14	BA	169.55	170.00	31 May '24	49	C P	0.386 0.347	14 47	8.00 8.40	16.40	21 Jun '24	70	C P	0.375 0.329	75 137	11.10 9.85	20.95	(4.55)	6.62	4.55	1.45	0.029
15	BA	169.55	170.00	21 Jun '24	70	C P	0.375 0.329	75 137	11.00 9.70	20.70	19 Jul '24	98	C P	0.367 0.318	80 83	13.00 11.10	24.10	(3.40)	9.23	3.40	2.71	0.020
16	BA	169.55	165.00	21 Jun '24	70	C P	0.380 0.335	30 207	13.50 7.45	20.95	19 Jul '24	98	C P	0.376 0.323	13 122	15.80 8.85	24.65	(3.70)	8.81	3.70	2.38	0.016
17	BA	169.55	175.00	21 Jun '24	70	C P	0.368 0.320	103 166	8.60 12.35	20.95	19 Jul '24	98	C P	0.361 0.311	105 97	10.60 13.70	24.30	(3.35)	9.41	3.35	2.81	0.015

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