Calendar Straddle Screener for JPM


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#	Stock	Stock Price	Strike	Short Leg							Long Leg							Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol
#	Stock	Stock Price	Strike	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol

1	JPM	195.65	190.00	3 May '24	29	C P	0.292 0.239	4 104	8.85 2.70	11.55	21 Jun '24	78	C P	0.248 0.206	26 108	12.55 4.75	17.30	(5.75)	6.73	5.75	1.17	0.078
2	JPM	195.65	195.00	3 May '24	29	C P	0.259 0.231	65 138	5.95 4.50	10.45	21 Jun '24	78	C P	0.243 0.197	480 319	9.35 6.60	15.95	(5.50)	6.91	5.50	1.26	0.050
3	JPM	195.65	200.00	3 May '24	29	C P	0.246 0.219	232 52	3.50 7.15	10.65	21 Jun '24	78	C P	0.232 0.189	671 281	6.70 9.05	15.75	(5.10)	7.08	5.10	1.39	0.045
4	JPM	195.65	190.00	17 May '24	43	C P	0.265 0.224	2,060 2,201	10.25 3.35	13.60	21 Jun '24	78	C P	0.248 0.206	26 108	12.55 4.75	17.30	(3.70)	6.80	3.70	1.84	0.035
5	JPM	195.65	200.00	10 May '24	36	C P	0.241 0.209	31 6	3.95 7.40	11.35	21 Jun '24	78	C P	0.232 0.189	671 281	6.70 9.05	15.75	(4.40)	6.86	4.40	1.56	0.029
6	JPM	195.65	195.00	10 May '24	36	C P	0.252 0.216	61 1	6.45 4.80	11.25	21 Jun '24	78	C P	0.243 0.197	480 319	9.35 6.60	15.95	(4.70)	6.77	4.70	1.44	0.028
7	JPM	195.65	195.00	17 May '24	43	C P	0.250 0.211	519 161	7.00 5.15	12.15	21 Jun '24	78	C P	0.243 0.197	480 319	9.35 6.60	15.95	(3.80)	6.64	3.80	1.75	0.020
8	JPM	195.65	200.00	17 May '24	43	C P	0.236 0.197	849 402	4.45 7.65	12.10	21 Jun '24	78	C P	0.232 0.189	671 281	6.70 9.05	15.75	(3.65)	6.60	3.65	1.81	0.013
9	JPM	195.65	195.00	19 Jul '24	106	C P	0.239 0.212	28 66	10.70 8.05	18.75	16 Aug '24	134	C P	0.233 0.210	10 13	12.10 8.95	21.05	(2.30)	7.07	2.30	3.07	0.008
10	JPM	195.65	200.00	19 Jul '24	106	C P	0.231 0.204	114 109	8.10 10.45	18.55	16 Aug '24	134	C P	0.227 0.204	132 41	9.50 11.35	20.85	(2.30)	7.05	2.30	3.07	0.003
11	JPM	195.65	195.00	21 Jun '24	78	C P	0.243 0.197	480 319	9.25 6.50	15.75	19 Jul '24	106	C P	0.239 0.212	28 66	10.85 8.20	19.05	(3.30)	6.24	3.30	1.89	-0.010
12	JPM	195.65	200.00	21 Jun '24	78	C P	0.232 0.189	671 281	6.60 8.90	15.50	19 Jul '24	106	C P	0.231 0.204	114 109	8.20 10.55	18.75	(3.25)	6.19	3.25	1.90	-0.014
13	JPM	195.65	190.00	21 Jun '24	78	C P	0.248 0.206	26 108	11.85 4.60	16.45	19 Jul '24	106	C P	0.250 0.218	1 103	14.40 6.25	20.65	(4.20)	5.45	4.20	1.30	-0.015

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Calendar Straddle Screener For JPM Report Date: 04-04 04-03 04-02 04-01 03-29 03-28

Calendar Straddle Screener For JPM Report Date: