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Stock Option Straddles Help

The Straddle Screener will generate a list of straddles which can be filtered by selecting values using the drop down menus and clicking GO.

  • Expiration - only stocks expiring in the selected month will be reported.
  • Minimum Price - only stocks trading above this price will be reported.
  • Maximum Price - only stocks trading below this price will be reported.
  • Minimum Open Interest - stocks with accumulative open interest higher than the sum of open interest for all contracts for the corresponding expiration date will be reported
  • Number of Results - the number of straddles to include in the report.

The Straddle Screener displays the following fields:

  • # - the row number
  • Symbol - the underlying stock symbol
  • Call - the call symbol
  • Call Price - the price of the call leg
  • Put - the put symbol
  • Put Price - the price of the put leg
  • Straddle Price - the put price + the call price
  • Time Value - the straddle price less the intrinsic value
  • Straddle Open Int - the open interest of the ccall + the open interest of the put
  • Stock Open Int - the sum of open interest for all contracts for the stock with the same expiration as the straddle.
  • Under Price - the price of the underlying security
  • % Premium - the percentage of premium relative to the underlying stock price
  • Moneyness - see Moneyness

Data Provided by HistoricalOptionData.com
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