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straddle screener vs


Straddle Screener vs. Straddle By $$

The Straddle Screener, like the spread screener, searches option chains and ranks straddles by the sum of the implied volatility of both option legs. The sum of the total straddle premium is reported.

The Straddle Screener by $$ searches option chains and ranks straddles by the total time premium in dollars. Straddles are ranked by the percentage of time value as a percentage of the underlying stock price.

The actual premium of a straddle is effected by the implied volatility and the amount that one straddle leg is in the money. Ranking a straddle by time premium typically shows straddles with a lot of time premium on both legs. Such straddles will generate more profit from time decay than from changes in the underlying stock price.

Data Provided by HistoricalOptionData.com
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