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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 11.06 10.00 20 Sep '19 51 C
P
0.410
0.377
21
274
1.29
0.20
1.49 18 Oct '19 79 C
P
0.391
0.377
30
43
1.43
0.33
1.76 (0.27) 0.56 0.27 2.07 0.018
2 FCX 11.06 11.00 20 Sep '19 51 C
P
0.378
0.354
812
661
0.65
0.54
1.19 18 Oct '19 79 C
P
0.364
0.358
179
61
0.79
0.70
1.49 (0.30) 0.56 0.30 1.87 0.011
3 FCX 11.06 12.00 20 Sep '19 51 C
P
0.357
0.339
1,702
166
0.25
1.16
1.41 18 Oct '19 79 C
P
0.351
0.350
194
33
0.39
1.32
1.71 (0.30) 0.61 0.30 2.03 -0.005
4 FCX 11.06 10.00 18 Oct '19 79 C
P
0.391
0.377
30
43
1.40
0.31
1.71 15 Nov '19 107 C
P
0.399
0.397
81
1
1.58
0.47
2.05 (0.34) 0.52 0.34 1.53 -0.027
5 FCX 11.06 12.00 18 Oct '19 79 C
P
0.351
0.350
194
33
0.36
1.28
1.64 15 Nov '19 107 C
P
0.373
0.364
2,019
32
0.56
1.46
2.02 (0.38) 0.58 0.38 1.53 -0.037
6 FCX 11.06 11.00 18 Oct '19 79 C
P
0.364
0.358
179
61
0.77
0.69
1.46 15 Nov '19 107 C
P
0.382
0.377
104
87
0.98
0.87
1.85 (0.39) 0.52 0.39 1.33 -0.038
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