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Calendar Straddle Screener For FCX 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 FCX 11.16 10.00 27 Dec '19 42 C
P
0.437
0.391
5
63
1.32
0.15
1.47 17 Jan '20 63 C
P
0.396
0.396
966
215
1.44
0.29
1.73 (0.26) 0.48 0.26 1.85 0.037
2 FCX 11.16 10.00 6 Dec '19 21 C
P
0.411
0.403
34
100
1.20
0.06
1.26 17 Jan '20 63 C
P
0.396
0.396
966
215
1.44
0.29
1.73 (0.47) 0.59 0.47 1.26 0.022
3 FCX 11.16 10.00 20 Dec '19 35 C
P
0.416
0.395
246
332
1.29
0.12
1.41 17 Jan '20 63 C
P
0.396
0.396
966
215
1.44
0.29
1.73 (0.32) 0.54 0.32 1.69 0.020
4 FCX 11.16 12.00 20 Dec '19 35 C
P
0.398
0.370
3,512
323
0.24
1.04
1.28 17 Jan '20 63 C
P
0.385
0.383
5,566
104
0.41
1.26
1.67 (0.39) 0.61 0.39 1.56 -0.001
5 FCX 11.16 12.00 13 Dec '19 28 C
P
0.383
0.369
155
4
0.16
0.97
1.13 17 Jan '20 63 C
P
0.385
0.383
5,566
104
0.41
1.26
1.67 (0.54) 0.58 0.54 1.07 -0.017
6 FCX 11.16 11.00 13 Dec '19 28 C
P
0.397
0.385
28
1
0.55
0.38
0.93 17 Jan '20 63 C
P
0.401
0.398
701
4,647
0.83
0.66
1.49 (0.56) 0.51 0.56 0.91 -0.017
7 FCX 11.16 11.00 17 Jan '20 63 C
P
0.401
0.398
701
4,647
0.81
0.61
1.42 21 Feb '20 98 C
P
0.412
0.406
328
145
1.05
0.85
1.90 (0.48) 0.61 0.48 1.27 -0.020
8 FCX 11.16 11.00 20 Dec '19 35 C
P
0.395
0.378
4,041
1,099
0.62
0.43
1.05 17 Jan '20 63 C
P
0.401
0.398
701
4,647
0.83
0.66
1.49 (0.44) 0.51 0.44 1.16 -0.025
9 FCX 11.16 12.00 17 Jan '20 63 C
P
0.385
0.383
5,566
104
0.38
1.19
1.57 21 Feb '20 98 C
P
0.401
0.398
193
510
0.63
1.44
2.07 (0.50) 0.67 0.50 1.34 -0.031
10 FCX 11.16 11.00 27 Dec '19 42 C
P
0.391
0.372
514
91
0.65
0.46
1.11 17 Jan '20 63 C
P
0.401
0.398
701
4,647
0.83
0.66
1.49 (0.38) 0.44 0.38 1.16 -0.036
11 FCX 11.16 10.00 17 Jan '20 63 C
P
0.396
0.396
966
215
1.41
0.25
1.66 21 Feb '20 98 C
P
0.416
0.419
147
739
1.63
0.46
2.09 (0.43) 0.59 0.43 1.37 -0.044
12 FCX 11.16 11.00 6 Dec '19 21 C
P
0.382
0.368
185
277
0.48
0.31
0.79 17 Jan '20 63 C
P
0.401
0.398
701
4,647
0.83
0.66
1.49 (0.70) 0.47 0.70 0.67 -0.049
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