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Calendar Straddle Screener For NIO 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 NIO 4.49 5.00 21 Jun '24 79 C
P
0.778
0.727
599
82
0.45
0.90
1.35 19 Jul '24 107 C
P
0.758
0.704
101
9
0.57
1.00
1.57 (0.22) 0.57 0.22 2.59 0.042
2 NIO 4.49 4.00 21 Jun '24 79 C
P
0.832
0.763
123
966
0.91
0.37
1.28 19 Jul '24 107 C
P
0.803
0.754
54
32
1.03
0.47
1.50 (0.22) 0.45 0.22 2.05 0.038
3 NIO 4.49 4.00 19 Jul '24 107 C
P
0.803
0.754
54
32
1.00
0.45
1.45 16 Aug '24 135 C
P
0.792
0.780
8
174
1.30
0.57
1.87 (0.42) 0.26 0.42 0.62 -0.016
4 NIO 4.49 4.00 17 May '24 44 C
P
0.790
0.739
328
361
0.74
0.22
0.96 21 Jun '24 79 C
P
0.832
0.763
123
966
0.94
0.39
1.33 (0.37) 0.40 0.37 1.08 -0.067
5 NIO 4.49 5.00 17 May '24 44 C
P
0.744
0.691
2,571
337
0.26
0.74
1.00 21 Jun '24 79 C
P
0.778
0.727
599
82
0.48
0.93
1.41 (0.41) 0.50 0.41 1.22 -0.070
6 NIO 4.49 5.00 10 May '24 37 C
P
0.719
0.715
341
206
0.21
0.49
0.70 21 Jun '24 79 C
P
0.778
0.727
599
82
0.48
0.93
1.41 (0.71) 0.29 0.71 0.41 -0.070
7 NIO 4.49 4.00 3 May '24 30 C
P
0.749
0.741
130
60
0.65
0.16
0.81 21 Jun '24 79 C
P
0.832
0.763
123
966
0.94
0.39
1.33 (0.52) 0.40 0.52 0.77 -0.105
8 NIO 4.49 5.00 3 May '24 30 C
P
0.705
0.687
1,124
6
0.17
0.65
0.82 21 Jun '24 79 C
P
0.778
0.727
599
82
0.48
0.93
1.41 (0.59) 0.50 0.59 0.85 -0.112
9 NIO 4.49 4.00 10 May '24 37 C
P
0.759
0.721
94
74
0.69
0.18
0.87 21 Jun '24 79 C
P
0.832
0.763
123
966
0.94
0.39
1.33 (0.46) 0.39 0.46 0.85 -0.115
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