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Calendar Straddle Screener For ROKU 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 ROKU 108.07 110.00 21 Aug '20 70 C
P
0.746
0.743
150
132
13.10
14.95
28.05 18 Sep '20 98 C
P
0.708
0.708
22
19
15.20
17.05
32.25 (4.20) 12.67 4.20 3.02 0.072
2 ROKU 108.07 110.00 2 Jul '20 20 C
P
0.700
0.692
286
25
6.05
7.90
13.95 21 Aug '20 70 C
P
0.746
0.743
150
132
13.35
15.20
28.55 (14.60) 9.27 14.60 0.63 -0.096
3 ROKU 108.07 110.00 31 Jul '20 49 C
P
0.680
0.705
23
8
9.65
10.10
19.75 21 Aug '20 70 C
P
0.746
0.743
150
132
13.35
15.20
28.55 (8.80) 6.48 8.80 0.74 -0.103
4 ROKU 108.07 110.00 10 Jul '20 28 C
P
0.678
0.690
130
16
7.10
8.90
16.00 21 Aug '20 70 C
P
0.746
0.743
150
132
13.35
15.20
28.55 (12.55) 9.29 12.55 0.74 -0.121
5 ROKU 108.07 110.00 24 Jul '20 42 C
P
0.682
0.680
16
11
8.80
10.65
19.45 21 Aug '20 70 C
P
0.746
0.743
150
132
13.35
15.20
28.55 (9.10) 8.64 9.10 0.95 -0.127
6 ROKU 108.07 110.00 17 Jul '20 35 C
P
0.676
0.679
4,462
3,199
8.10
9.95
18.05 21 Aug '20 70 C
P
0.746
0.743
150
132
13.35
15.20
28.55 (10.50) 9.40 10.50 0.90 -0.133
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