Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Calendar Straddle Screener For M Report Date:

SCREENER   
Select Stock
 Symbol   
Selection Filters
LEG VOLUME
STRIKE RANGE
EXPIRATION
Additional Filters
SPREAD
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from August 26, 2019. You must subscribe to get the latest data.
# 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 M 14.71 14.00 18 Oct '19 53 C
P
0.333
0.477
65
99
1.11
0.71
1.82 15 Nov '19 81 C
P
0.347
0.464
20
42
1.36
0.94
2.30 (0.48) 0.75 0.48 1.56 -0.001
2 M 14.71 16.00 18 Oct '19 53 C
P
0.345
0.487
166
44
0.31
1.87
2.18 15 Nov '19 81 C
P
0.355
0.478
77
34
0.53
2.14
2.67 (0.49) 0.96 0.49 1.96 -0.001
3 M 14.71 15.00 18 Oct '19 53 C
P
0.338
0.480
157
100
0.61
1.22
1.83 15 Nov '19 81 C
P
0.352
0.468
77
61
0.88
1.48
2.36 (0.53) 0.80 0.53 1.51 -0.002
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.