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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 184.31 180.00 16 Aug '19 80 C
P
0.327
0.305
362
50
13.30
8.15
21.45 20 Sep '19 115 C
P
0.314
0.289
128
200
15.55
9.80
25.35 (3.90) 9.31 3.90 2.39 0.029
2 FB 184.31 185.00 16 Aug '19 80 C
P
0.315
0.295
58
94
10.55
10.30
20.85 20 Sep '19 115 C
P
0.305
0.285
109
328
12.65
12.10
24.75 (3.90) 9.39 3.90 2.41 0.020
3 FB 184.31 190.00 16 Aug '19 80 C
P
0.309
0.287
1,271
22
8.15
12.80
20.95 20 Sep '19 115 C
P
0.300
0.278
109
15
10.30
14.60
24.90 (3.95) 9.42 3.95 2.38 0.017
4 FB 184.31 180.00 19 Jul '19 52 C
P
0.281
0.264
134
134
9.95
5.15
15.10 16 Aug '19 80 C
P
0.327
0.305
362
50
13.70
8.40
22.10 (7.00) 5.34 7.00 0.76 -0.087
5 FB 184.31 185.00 19 Jul '19 52 C
P
0.272
0.250
696
104
7.05
7.15
14.20 16 Aug '19 80 C
P
0.315
0.295
58
94
10.90
10.60
21.50 (7.30) 4.94 7.30 0.68 -0.088
6 FB 184.31 185.00 5 Jul '19 38 C
P
0.266
0.254
131
8
5.85
6.20
12.05 16 Aug '19 80 C
P
0.315
0.295
58
94
10.90
10.60
21.50 (9.45) 5.63 9.45 0.60 -0.090
7 FB 184.31 180.00 5 Jul '19 38 C
P
0.279
0.262
45
35
8.80
4.15
12.95 16 Aug '19 80 C
P
0.327
0.305
362
50
13.70
8.40
22.10 (9.15) 6.05 9.15 0.66 -0.091
8 FB 184.31 190.00 19 Jul '19 52 C
P
0.261
0.239
2,819
98
4.70
9.70
14.40 16 Aug '19 80 C
P
0.309
0.287
1,271
22
8.40
13.15
21.55 (7.15) 5.13 7.15 0.72 -0.095
9 FB 184.31 190.00 5 Jul '19 38 C
P
0.254
0.241
36
9
3.60
8.85
12.45 16 Aug '19 80 C
P
0.309
0.287
1,271
22
8.40
13.15
21.55 (9.10) 6.03 9.10 0.66 -0.101
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