Calendar Straddle Screener for BABA


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Data is delayed from March 28, 2024. You can get started for free to get the latest data.

#	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	BABA	72.36	70.00	21 Jun '24	85	C P	0.362 0.316	111 209	6.25 3.15	9.40	19 Jul '24	113	C P	0.349 0.320	247 126	7.00 3.85	10.85	(1.45)	3.63	1.45	2.50	0.009
2	BABA	72.36	75.00	21 Jun '24	85	C P	0.356 0.310	384 65	3.85 5.65	9.50	19 Jul '24	113	C P	0.341 0.317	206 5	4.55 6.45	11.00	(1.50)	3.85	1.50	2.57	0.008
3	BABA	72.36	75.00	17 May '24	50	C P	0.348 0.300	1,665 292	2.62 4.65	7.27	21 Jun '24	85	C P	0.356 0.310	384 65	3.95 5.80	9.75	(2.48)	3.60	2.48	1.45	-0.018
4	BABA	72.36	70.00	17 May '24	50	C P	0.352 0.306	270 352	5.00 2.11	7.11	21 Jun '24	85	C P	0.362 0.316	111 209	6.40 3.20	9.60	(2.49)	3.29	2.49	1.32	-0.020
5	BABA	72.36	70.00	10 May '24	43	C P	0.323 0.267	1 5	4.10 1.50	5.60	21 Jun '24	85	C P	0.362 0.316	111 209	6.40 3.20	9.60	(4.00)	2.34	4.00	0.58	-0.088
6	BABA	72.36	75.00	3 May '24	36	C P	0.298 0.258	568 14	1.50 3.85	5.35	21 Jun '24	85	C P	0.356 0.310	384 65	3.95 5.80	9.75	(4.40)	2.82	4.40	0.64	-0.111
7	BABA	72.36	70.00	3 May '24	36	C P	0.307 0.260	6 52	3.95 0.95	4.90	21 Jun '24	85	C P	0.362 0.316	111 209	6.40 3.20	9.60	(4.70)	2.16	4.70	0.46	-0.111

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