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Calendar Straddle Screener For GE 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 GE 9.73 10.00 7 Jun '19 39 C
P
0.478
0.472
514
8
0.46
0.72
1.18 19 Jul '19 81 C
P
0.423
0.402
426
200
0.68
0.93
1.61 (0.43) 0.67 0.43 1.56 0.126
2 GE 9.73 9.00 7 Jun '19 39 C
P
0.514
0.512
141
265
1.01
0.31
1.32 19 Jul '19 81 C
P
0.453
0.448
163
7,493
1.27
0.48
1.75 (0.43) 0.65 0.43 1.51 0.125
3 GE 9.73 11.00 21 Jun '19 53 C
P
0.427
0.432
14,609
40
0.21
1.43
1.64 19 Jul '19 81 C
P
0.397
0.393
699
318
0.32
1.58
1.90 (0.26) 0.68 0.26 2.62 0.069
4 GE 9.73 9.00 21 Jun '19 53 C
P
0.471
0.483
495
4,264
1.08
0.36
1.44 19 Jul '19 81 C
P
0.453
0.448
163
7,493
1.27
0.48
1.75 (0.31) 0.57 0.31 1.84 0.053
5 GE 9.73 10.00 21 Jun '19 53 C
P
0.450
0.427
6,158
1,612
0.54
0.75
1.29 19 Jul '19 81 C
P
0.423
0.402
426
200
0.68
0.93
1.61 (0.32) 0.57 0.32 1.78 0.052
6 GE 9.73 9.00 19 Jul '19 81 C
P
0.453
0.448
163
7,493
1.18
0.43
1.61 16 Aug '19 109 C
P
0.451
0.440
175
120
1.39
0.60
1.99 (0.38) 0.49 0.38 1.29 0.010
7 GE 9.73 10.00 19 Jul '19 81 C
P
0.423
0.402
426
200
0.64
0.85
1.49 16 Aug '19 109 C
P
0.433
0.415
460
169
0.86
1.04
1.90 (0.41) 0.51 0.41 1.24 -0.024
8 GE 9.73 11.00 19 Jul '19 81 C
P
0.397
0.393
699
318
0.29
1.51
1.80 16 Aug '19 109 C
P
0.415
0.399
2,291
101
0.47
1.68
2.15 (0.35) 0.62 0.35 1.77 -0.024
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