Advanced Screener — Calendar Straddles

Data as of Oct 7, 2026

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Rows

Stock	Stock Price	Short Leg	Long Leg	Cr/(Debit)	Max Profit	Max Loss	P&L Ratio	Net IVol
RIG	5.39	11-06 6.00C @ 0.10 / 6.00P @ 0.65	11-20 6.00C @ 0.18 / 6.00P @ 0.82	(0.25)	0.18	0.25	0.72	0.199
PTON	4.85	11-13 5.00C @ 0.28 / 5.00P @ 0.42	11-20 5.00C @ 0.44 / 5.00P @ 0.60	(0.34)	-0.02	0.34	-0.07	0.160
NVTS	11.30	11-06 11.00C @ 1.23 / 11.00P @ 0.91	11-20 11.00C @ 1.68 / 11.00P @ 1.25	(0.79)	0.67	0.79	0.85	0.150
HTZ	2.07	11-13 2.00C @ 0.33 / 2.00P @ 0.27	11-20 2.00C @ 0.42 / 2.00P @ 0.37	(0.19)	0.06	0.19	0.34	0.146
SNAP	5.81	11-13 6.00C @ 0.39 / 6.00P @ 0.57	11-20 6.00C @ 0.56 / 6.00P @ 0.72	(0.32)	0.13	0.32	0.39	0.138
CLOV	4.56	11-13 4.50C @ 0.38 / 4.50P @ 0.32	11-20 4.50C @ 0.53 / 4.50P @ 0.49	(0.32)	-0.01	0.32	-0.04	0.138
POET	7.42	11-06 8.00C @ 0.39 / 8.00P @ 0.95	11-13 8.00C @ 0.58 / 8.00P @ 1.21	(0.45)	0.16	0.45	0.37	0.136
AMC	2.88	11-06 3.00C @ 0.19 / 3.00P @ 0.26	11-20 3.00C @ 0.35 / 3.00P @ 0.47	(0.37)	0.02	0.37	0.04	0.118
RIVN	14.34	11-06 15.00C @ 0.77 / 15.00P @ 1.28	11-20 15.00C @ 1.00 / 15.00P @ 1.59	(0.54)	0.83	0.54	1.53	0.117
RIG	5.39	11-06 6.00C @ 0.10 / 6.00P @ 0.65	11-13 6.00C @ 0.24 / 6.00P @ 0.85	(0.34)	-0.02	0.34	-0.06	0.113
BTG	5.00	11-13 5.50C @ 0.10 / 5.50P @ 0.60	11-20 5.50C @ 0.25 / 5.50P @ 0.65	(0.20)	0.07	0.20	0.33	0.112
EOSE	3.10	11-13 4.00C @ 0.17 / 4.00P @ 0.98	11-20 4.00C @ 0.23 / 4.00P @ 1.15	(0.23)	0.21	0.23	0.93	0.109
HTZ	2.07	11-06 2.00C @ 0.30 / 2.00P @ 0.25	11-20 2.00C @ 0.42 / 2.00P @ 0.37	(0.24)	0.13	0.24	0.56	0.108
TE	3.73	11-06 4.00C @ 0.25 / 4.00P @ 0.50	11-13 4.00C @ 0.40 / 4.00P @ 0.70	(0.35)	0.03	0.35	0.07	0.097
T	24.47	11-06 25.00C @ 0.30 / 25.00P @ 1.12	11-13 25.00C @ 0.68 / 25.00P @ 1.38	(0.64)	0.02	0.64	0.04	0.097
PFE	28.00	11-06 27.50C @ 1.00 / 27.50P @ 0.64	11-13 27.50C @ 1.19 / 27.50P @ 0.86	(0.41)	0.28	0.41	0.69	0.097
SMR	7.67	11-13 8.00C @ 0.59 / 8.00P @ 0.91	11-20 8.00C @ 0.76 / 8.00P @ 1.04	(0.30)	0.35	0.30	1.16	0.097
AAL	12.85	11-06 13.00C @ 0.58 / 13.00P @ 0.71	11-20 13.00C @ 0.83 / 13.00P @ 0.90	(0.44)	0.47	0.44	1.06	0.093
TSLL	10.15	11-06 10.50C @ 0.77 / 10.50P @ 1.09	11-13 10.50C @ 1.06 / 10.50P @ 1.34	(0.54)	0.34	0.54	0.63	0.090
BTG	5.00	11-06 5.50C @ 0.10 / 5.50P @ 0.55	11-20 5.50C @ 0.25 / 5.50P @ 0.65	(0.25)	0.14	0.25	0.57	0.090
UUUU	10.26	11-06 10.00C @ 0.94 / 10.00P @ 0.58	11-13 10.00C @ 1.12 / 10.00P @ 0.76	(0.36)	0.33	0.36	0.92	0.088
RIG	5.39	11-13 6.00C @ 0.12 / 6.00P @ 0.67	11-20 6.00C @ 0.18 / 6.00P @ 0.82	(0.21)	0.08	0.21	0.39	0.086
SMR	7.67	11-06 8.00C @ 0.43 / 8.00P @ 0.83	11-20 8.00C @ 0.76 / 8.00P @ 1.04	(0.54)	0.41	0.54	0.76	0.082
UUUU	10.26	11-06 10.00C @ 0.94 / 10.00P @ 0.58	11-20 10.00C @ 1.22 / 10.00P @ 0.81	(0.51)	0.51	0.51	1.01	0.081
VG	13.05	11-13 12.50C @ 1.25 / 12.50P @ 0.65	11-20 12.50C @ 1.55 / 12.50P @ 0.90	(0.55)	0.26	0.55	0.47	0.079
CLSK	11.52	11-13 11.00C @ 1.31 / 11.00P @ 0.55	11-20 11.00C @ 1.61 / 11.00P @ 0.96	(0.71)	0.14	0.71	0.19	0.079
JBLU	3.97	11-06 4.00C @ 0.25 / 4.00P @ 0.30	11-20 4.00C @ 0.37 / 4.00P @ 0.38	(0.20)	0.18	0.20	0.90	0.078
WEN	6.11	11-06 6.00C @ 0.35 / 6.00P @ 0.20	11-13 6.00C @ 0.55 / 6.00P @ 0.40	(0.40)	-0.10	0.40	-0.26	0.078
AMC	2.88	11-13 3.00C @ 0.25 / 3.00P @ 0.31	11-20 3.00C @ 0.35 / 3.00P @ 0.47	(0.26)	0.00	0.26	0.01	0.072
PFE	28.00	11-06 27.00C @ 1.38 / 27.00P @ 0.48	11-20 27.00C @ 1.56 / 27.00P @ 0.67	(0.37)	0.68	0.37	1.83	0.072
SMCI	44.94	11-06 44.00C @ 4.55 / 44.00P @ 3.40	11-20 44.00C @ 5.55 / 44.00P @ 4.35	(1.95)	3.26	1.95	1.67	0.070
CMG	30.77	11-06 30.00C @ 2.17 / 30.00P @ 1.27	11-20 30.00C @ 2.55 / 30.00P @ 1.57	(0.68)	1.45	0.68	2.13	0.069
JOBY	5.75	11-06 6.00C @ 0.28 / 6.00P @ 0.52	11-20 6.00C @ 0.44 / 6.00P @ 0.66	(0.30)	0.27	0.30	0.91	0.069
PL	17.75	11-06 18.00C @ 1.20 / 18.00P @ 1.40	11-20 18.00C @ 1.75 / 18.00P @ 1.85	(1.00)	0.81	1.00	0.81	0.068
ET	20.48	11-06 20.00C @ 0.60 / 20.00P @ 0.28	11-20 20.00C @ 0.87 / 20.00P @ 0.66	(0.65)	-0.03	0.65	-0.04	0.062
PLTR	194.12	11-06 195.00C @ 12.35 / 195.00P @ 12.60	11-20 195.00C @ 14.65 / 195.00P @ 14.60	(4.30)	11.51	4.30	2.68	0.061
TSLL	10.15	11-13 10.00C @ 1.00 / 10.00P @ 0.90	11-20 10.00C @ 1.22 / 10.00P @ 1.10	(0.42)	0.41	0.42	0.98	0.060
JOBY	5.75	11-13 6.00C @ 0.32 / 6.00P @ 0.57	11-20 6.00C @ 0.44 / 6.00P @ 0.66	(0.21)	0.18	0.21	0.86	0.060
SMCI	44.94	11-06 44.00C @ 4.55 / 44.00P @ 3.40	11-13 44.00C @ 5.25 / 44.00P @ 4.05	(1.35)	2.22	1.35	1.64	0.059
SNAP	5.81	11-06 6.00C @ 0.41 / 6.00P @ 0.52	11-20 6.00C @ 0.56 / 6.00P @ 0.72	(0.35)	0.31	0.35	0.87	0.058