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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 9.37 8.00 4 Oct '19 14 C
P
0.552
0.477
4
65
1.34
0.01
1.35 1 Nov '19 42 C
P
0.472
0.461
10
16
1.53
0.12
1.65 (0.30) 0.51 0.30 1.70 0.095
2 GE 9.37 8.00 1 Nov '19 42 C
P
0.472
0.461
10
16
1.45
0.10
1.55 20 Dec '19 91 C
P
0.440
0.422
44
376
1.68
0.24
1.92 (0.37) 0.63 0.37 1.70 0.072
3 GE 9.37 9.00 1 Nov '19 42 C
P
0.429
0.406
232
304
0.70
0.33
1.03 20 Dec '19 91 C
P
0.396
0.383
552
1,681
0.95
0.53
1.48 (0.45) 0.56 0.45 1.24 0.056
4 GE 9.37 8.00 20 Dec '19 91 C
P
0.440
0.422
44
376
1.61
0.23
1.84 17 Jan '20 119 C
P
0.423
0.403
1,064
277
1.74
0.29
2.03 (0.19) 0.53 0.19 2.79 0.035
5 GE 9.37 10.00 1 Nov '19 42 C
P
0.384
0.365
394
25
0.24
0.82
1.06 20 Dec '19 91 C
P
0.367
0.352
3,158
528
0.45
1.05
1.50 (0.44) 0.60 0.44 1.36 0.030
6 GE 9.37 9.00 20 Dec '19 91 C
P
0.396
0.383
552
1,681
0.92
0.52
1.44 17 Jan '20 119 C
P
0.388
0.367
802
2,552
1.04
0.60
1.64 (0.20) 0.54 0.20 2.70 0.024
7 GE 9.37 10.00 20 Dec '19 91 C
P
0.367
0.352
3,158
528
0.43
1.01
1.44 17 Jan '20 119 C
P
0.362
0.345
1,047
4,311
0.54
1.12
1.66 (0.22) 0.55 0.22 2.50 0.012
8 GE 9.37 8.50 4 Oct '19 14 C
P
0.467
0.398
16
167
0.89
0.03
0.92 1 Nov '19 42 C
P
0.432
0.425
123
60
1.11
0.20
1.31 (0.39) 0.40 0.39 1.03 0.008
9 GE 9.37 8.00 18 Oct '19 28 C
P
0.442
0.456
678
5,648
1.36
0.05
1.41 1 Nov '19 42 C
P
0.472
0.461
10
16
1.53
0.12
1.65 (0.24) 0.32 0.24 1.33 -0.035
10 GE 9.37 8.50 11 Oct '19 21 C
P
0.420
0.402
85
155
0.92
0.06
0.98 1 Nov '19 42 C
P
0.432
0.425
123
60
1.11
0.20
1.31 (0.33) 0.35 0.33 1.06 -0.035
11 GE 9.37 10.00 4 Oct '19 14 C
P
0.338
0.349
307
274
0.05
0.65
0.70 1 Nov '19 42 C
P
0.384
0.365
394
25
0.26
0.89
1.15 (0.45) 0.36 0.45 0.80 -0.062
12 GE 9.37 8.00 25 Oct '19 35 C
P
0.453
0.418
5
45
1.41
0.05
1.46 1 Nov '19 42 C
P
0.472
0.461
10
16
1.53
0.12
1.65 (0.19) 0.19 0.19 1.00 -0.062
13 GE 9.37 8.50 25 Oct '19 35 C
P
0.410
0.381
7
609
0.98
0.10
1.08 1 Nov '19 42 C
P
0.432
0.425
123
60
1.11
0.20
1.31 (0.23) 0.14 0.23 0.61 -0.067
14 GE 9.37 9.00 18 Oct '19 28 C
P
0.370
0.356
3,379
2,936
0.58
0.20
0.78 1 Nov '19 42 C
P
0.429
0.406
232
304
0.77
0.35
1.12 (0.34) 0.23 0.34 0.68 -0.110
15 GE 9.37 10.00 18 Oct '19 28 C
P
0.319
0.308
4,001
179
0.11
0.72
0.83 1 Nov '19 42 C
P
0.384
0.365
394
25
0.26
0.89
1.15 (0.32) 0.24 0.32 0.75 -0.121
16 GE 9.37 9.00 4 Oct '19 14 C
P
0.353
0.361
175
1,172
0.47
0.11
0.58 1 Nov '19 42 C
P
0.429
0.406
232
304
0.77
0.35
1.12 (0.54) 0.27 0.54 0.50 -0.122
17 GE 9.37 10.00 11 Oct '19 21 C
P
0.317
0.310
1,280
8
0.07
0.70
0.77 1 Nov '19 42 C
P
0.384
0.365
394
25
0.26
0.89
1.15 (0.38) 0.32 0.38 0.84 -0.122
18 GE 9.37 10.00 25 Oct '19 35 C
P
0.333
0.293
178
57
0.15
0.73
0.88 1 Nov '19 42 C
P
0.384
0.365
394
25
0.26
0.89
1.15 (0.27) 0.11 0.27 0.41 -0.123
19 GE 9.37 9.50 4 Oct '19 14 C
P
0.332
0.325
2,199
1,329
0.18
0.30
0.48 1 Nov '19 42 C
P
0.401
0.387
162
157
0.46
0.58
1.04 (0.56) 0.25 0.56 0.45 -0.131
20 GE 9.37 9.50 25 Oct '19 35 C
P
0.335
0.320
274
291
0.32
0.42
0.74 1 Nov '19 42 C
P
0.401
0.387
162
157
0.46
0.58
1.04 (0.30) 0.08 0.30 0.27 -0.133
21 GE 9.37 9.00 25 Oct '19 35 C
P
0.350
0.352
27
112
0.59
0.22
0.81 1 Nov '19 42 C
P
0.429
0.406
232
304
0.77
0.35
1.12 (0.31) 0.07 0.31 0.23 -0.134
22 GE 9.37 9.00 11 Oct '19 21 C
P
0.353
0.347
119
47
0.52
0.15
0.67 1 Nov '19 42 C
P
0.429
0.406
232
304
0.77
0.35
1.12 (0.45) 0.25 0.45 0.56 -0.135
23 GE 9.37 9.50 11 Oct '19 21 C
P
0.327
0.322
214
650
0.23
0.35
0.58 1 Nov '19 42 C
P
0.401
0.387
162
157
0.46
0.58
1.04 (0.46) 0.24 0.46 0.52 -0.139
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