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Calendar Straddle Screener For FB 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 FB 197.04 190.00 20 Sep '19 52 C
P
0.272
0.253
197
660
11.95
4.25
16.20 18 Oct '19 80 C
P
0.276
0.253
46
145
14.10
6.05
20.15 (3.95) 6.95 3.95 1.76 -0.003
2 FB 197.04 190.00 6 Sep '19 38 C
P
0.271
0.253
12
15
10.80
3.30
14.10 18 Oct '19 80 C
P
0.276
0.253
46
145
14.10
6.05
20.15 (6.05) 7.38 6.05 1.22 -0.005
3 FB 197.04 195.00 20 Sep '19 52 C
P
0.262
0.244
393
418
8.80
6.05
14.85 18 Oct '19 80 C
P
0.268
0.246
130
383
11.05
8.00
19.05 (4.20) 6.67 4.20 1.59 -0.009
4 FB 197.04 200.00 20 Sep '19 52 C
P
0.253
0.233
1,218
220
6.15
8.40
14.55 18 Oct '19 80 C
P
0.259
0.239
661
72
8.40
10.40
18.80 (4.25) 6.55 4.25 1.54 -0.012
5 FB 197.04 195.00 6 Sep '19 38 C
P
0.258
0.240
23
55
7.55
5.00
12.55 18 Oct '19 80 C
P
0.268
0.246
130
383
11.05
8.00
19.05 (6.50) 6.90 6.50 1.06 -0.016
6 FB 197.04 200.00 6 Sep '19 38 C
P
0.249
0.231
63
27
4.95
7.40
12.35 18 Oct '19 80 C
P
0.259
0.239
661
72
8.40
10.40
18.80 (6.45) 6.86 6.45 1.06 -0.019
7 FB 197.04 190.00 18 Oct '19 80 C
P
0.276
0.253
46
145
13.90
5.90
19.80 15 Nov '19 108 C
P
0.311
0.288
1
3
17.20
8.80
26.00 (6.20) 6.15 6.20 0.99 -0.071
8 FB 197.04 195.00 18 Oct '19 80 C
P
0.268
0.246
130
383
10.90
7.85
18.75 15 Nov '19 108 C
P
0.304
0.282
44
71
14.25
10.90
25.15 (6.40) 6.00 6.40 0.94 -0.072
9 FB 197.04 200.00 18 Oct '19 80 C
P
0.259
0.239
661
72
8.25
10.20
18.45 15 Nov '19 108 C
P
0.298
0.276
161
41
11.70
13.30
25.00 (6.55) 5.90 6.55 0.90 -0.076
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