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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 7.25 6.00 2 Jul '20 20 C
P
0.949
0.925
12
136
1.09
0.14
1.23 21 Aug '20 70 C
P
0.690
0.753
226
275
1.65
0.39
2.04 (0.81) 0.45 0.81 0.56 0.431
2 GE 7.25 6.00 10 Jul '20 28 C
P
0.943
0.860
12
1,170
1.39
0.17
1.56 21 Aug '20 70 C
P
0.690
0.753
226
275
1.65
0.39
2.04 (0.48) 0.67 0.48 1.40 0.360
3 GE 7.25 8.00 2 Jul '20 20 C
P
0.848
0.832
340
162
0.27
1.03
1.30 21 Aug '20 70 C
P
0.683
0.691
6,435
128
0.61
1.36
1.97 (0.67) 0.93 0.67 1.39 0.305
4 GE 7.25 7.00 2 Jul '20 20 C
P
0.837
0.837
161
361
0.68
0.42
1.10 21 Aug '20 70 C
P
0.717
0.709
376
1,823
1.03
0.78
1.81 (0.71) 0.74 0.71 1.04 0.247
5 GE 7.25 8.00 10 Jul '20 28 C
P
0.770
0.797
411
4
0.33
1.08
1.41 21 Aug '20 70 C
P
0.683
0.691
6,435
128
0.61
1.36
1.97 (0.56) 0.91 0.56 1.62 0.192
6 GE 7.25 7.00 10 Jul '20 28 C
P
0.805
0.811
98
113
0.71
0.48
1.19 21 Aug '20 70 C
P
0.717
0.709
376
1,823
1.03
0.78
1.81 (0.62) 0.71 0.62 1.15 0.189
7 GE 7.25 6.00 31 Jul '20 49 C
P
0.792
0.799
35
47
1.48
0.28
1.76 21 Aug '20 70 C
P
0.690
0.753
226
275
1.65
0.39
2.04 (0.28) 0.53 0.28 1.89 0.148
8 GE 7.25 8.00 31 Jul '20 49 C
P
0.740
0.769
218
1
0.46
0.79
1.25 21 Aug '20 70 C
P
0.683
0.691
6,435
128
0.61
1.36
1.97 (0.72) 0.31 0.72 0.43 0.134
9 GE 7.25 6.00 17 Jul '20 35 C
P
0.769
0.795
123
1,838
1.42
0.19
1.61 21 Aug '20 70 C
P
0.690
0.753
226
275
1.65
0.39
2.04 (0.43) 0.62 0.43 1.44 0.121
10 GE 7.25 6.00 24 Jul '20 42 C
P
0.748
0.806
22
6
1.45
0.23
1.68 21 Aug '20 70 C
P
0.690
0.753
226
275
1.65
0.39
2.04 (0.36) 0.58 0.36 1.61 0.111
11 GE 7.25 8.00 17 Jul '20 35 C
P
0.736
0.748
3,530
163
0.37
1.12
1.49 21 Aug '20 70 C
P
0.683
0.691
6,435
128
0.61
1.36
1.97 (0.48) 0.86 0.48 1.79 0.109
12 GE 7.25 7.00 21 Aug '20 70 C
P
0.717
0.709
376
1,823
1.00
0.74
1.74 18 Sep '20 98 C
P
0.662
0.676
226
69
1.13
0.89
2.02 (0.28) 0.73 0.28 2.61 0.089
13 GE 7.25 8.00 24 Jul '20 42 C
P
0.704
0.757
165
128
0.38
1.14
1.52 21 Aug '20 70 C
P
0.683
0.691
6,435
128
0.61
1.36
1.97 (0.45) 0.74 0.45 1.64 0.086
14 GE 7.25 7.00 31 Jul '20 49 C
P
0.735
0.770
274
15
0.87
0.60
1.47 21 Aug '20 70 C
P
0.717
0.709
376
1,823
1.03
0.78
1.81 (0.34) 0.59 0.34 1.74 0.078
15 GE 7.25 8.00 21 Aug '20 70 C
P
0.683
0.691
6,435
128
0.56
1.32
1.88 18 Sep '20 98 C
P
0.652
0.655
1,226
375
0.72
1.48
2.20 (0.32) 0.81 0.32 2.53 0.068
16 GE 7.25 7.00 17 Jul '20 35 C
P
0.731
0.737
1,791
2,276
0.75
0.52
1.27 21 Aug '20 70 C
P
0.717
0.709
376
1,823
1.03
0.78
1.81 (0.54) 0.67 0.54 1.24 0.042
17 GE 7.25 7.00 24 Jul '20 42 C
P
0.731
0.736
101
48
0.80
0.56
1.36 21 Aug '20 70 C
P
0.717
0.709
376
1,823
1.03
0.78
1.81 (0.45) 0.63 0.45 1.40 0.040
18 GE 7.25 6.00 21 Aug '20 70 C
P
0.690
0.753
226
275
1.56
0.33
1.89 18 Sep '20 98 C
P
0.718
0.714
60
427
1.77
0.48
2.25 (0.36) 0.57 0.36 1.58 0.011
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