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Calendar Straddle Screener For CRM 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 CRM 151.57 155.00 4 Oct '19 42 C
P
0.305
0.291
95
40
4.70
7.45
12.15 15 Nov '19 84 C
P
0.301
0.282
634
338
7.40
10.10
17.50 (5.35) 6.73 5.35 1.26 0.013
2 CRM 151.57 150.00 4 Oct '19 42 C
P
0.307
0.308
3
26
6.75
5.20
11.95 15 Nov '19 84 C
P
0.311
0.291
441
195
10.00
7.65
17.65 (5.70) 6.37 5.70 1.12 0.013
3 CRM 151.57 150.00 18 Oct '19 56 C
P
0.308
0.292
985
1,008
8.00
6.00
14.00 15 Nov '19 84 C
P
0.311
0.291
441
195
10.00
7.65
17.65 (3.65) 6.15 3.65 1.68 -0.002
4 CRM 151.57 155.00 18 Oct '19 56 C
P
0.299
0.280
777
511
5.45
8.40
13.85 15 Nov '19 84 C
P
0.301
0.282
634
338
7.40
10.10
17.50 (3.65) 6.15 3.65 1.68 -0.005
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