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Calendar Straddle Screener For WBA Report Date:

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Data is delayed from April 3, 2024. You can get started for free 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 WBA 18.50 20.00 10 May '24 37 C
P
0.369
0.471
90
4
0.30
1.73
2.03 21 Jun '24 79 C
P
0.369
0.383
704
128
0.72
2.26
2.98 (0.95) 1.06 0.95 1.12 0.088
2 WBA 18.50 17.50 17 May '24 44 C
P
0.420
0.378
208
1,725
1.60
0.51
2.11 21 Jun '24 79 C
P
0.388
0.392
147
2,990
1.96
0.86
2.82 (0.71) 0.95 0.71 1.34 0.018
3 WBA 18.50 20.00 3 May '24 30 C
P
0.387
0.380
253
52
0.28
1.68
1.96 21 Jun '24 79 C
P
0.369
0.383
704
128
0.72
2.26
2.98 (1.02) 1.15 1.02 1.13 0.015
4 WBA 18.50 20.00 17 May '24 44 C
P
0.379
0.383
1,274
423
0.42
1.88
2.30 21 Jun '24 79 C
P
0.369
0.383
704
128
0.72
2.26
2.98 (0.68) 1.15 0.68 1.69 0.010
5 WBA 18.50 17.50 21 Jun '24 79 C
P
0.388
0.392
147
2,990
1.80
0.84
2.64 19 Jul '24 107 C
P
0.392
0.419
40
674
2.23
1.16
3.39 (0.75) 0.79 0.75 1.05 -0.032
6 WBA 18.50 20.00 21 Jun '24 79 C
P
0.369
0.383
704
128
0.71
2.19
2.90 19 Jul '24 107 C
P
0.400
0.409
722
73
1.06
2.52
3.58 (0.68) 1.07 0.68 1.57 -0.057
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