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Calendar Straddle Screener For BA 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 BA 184.92 185.00 3 May '24 30 C
P		 0.398
0.350		 41
51		 7.80
7.15		 14.95 21 Jun '24 79 C
P		 0.362
0.311		 51
73		 12.65
10.55		 23.20 (8.25) 9.75 8.25 1.18 0.074
2 BA 184.92 190.00 3 May '24 30 C
P		 0.389
0.344		 90
18		 5.45
10.05		 15.50 21 Jun '24 79 C
P		 0.356
0.306		 133
39		 10.25
13.20		 23.45 (7.95) 10.24 7.95 1.29 0.071
3 BA 184.92 190.00 10 May '24 37 C
P		 0.379
0.343		 10
4		 6.65
10.45		 17.10 21 Jun '24 79 C
P		 0.356
0.306		 133
39		 10.25
13.20		 23.45 (6.35) 10.46 6.35 1.65 0.061
4 BA 184.92 185.00 10 May '24 37 C
P		 0.387
0.346		 5
16		 8.65
3.85		 12.50 21 Jun '24 79 C
P		 0.362
0.311		 51
73		 12.65
10.55		 23.20 (10.70) 5.94 10.70 0.56 0.059
5 BA 184.92 180.00 10 May '24 37 C
P		 0.393
0.344		 6
16		 11.15
5.50		 16.65 21 Jun '24 79 C
P		 0.367
0.316		 19
74		 15.40
8.30		 23.70 (7.05) 9.38 7.05 1.33 0.053
6 BA 184.92 180.00 17 May '24 44 C
P		 0.392
0.342		 88
765		 12.55
6.30		 18.85 21 Jun '24 79 C
P		 0.367
0.316		 19
74		 15.40
8.30		 23.70 (4.85) 10.11 4.85 2.08 0.051
7 BA 184.92 190.00 17 May '24 44 C
P		 0.374
0.333		 189
129		 7.40
11.15		 18.55 21 Jun '24 79 C
P		 0.356
0.306		 133
39		 10.25
13.20		 23.45 (4.90) 10.41 4.90 2.12 0.044
8 BA 184.92 185.00 17 May '24 44 C
P		 0.380
0.335		 177
865		 8.30
8.50		 16.80 21 Jun '24 79 C
P		 0.362
0.311		 51
73		 12.65
10.55		 23.20 (6.40) 8.75 6.40 1.37 0.041
9 BA 184.92 185.00 21 Jun '24 79 C
P		 0.362
0.311		 51
73		 12.55
10.40		 22.95 19 Jul '24 107 C
P		 0.356
0.304		 75
5		 14.60
11.80		 26.40 (3.45) 9.79 3.45 2.84 0.014
10 BA 184.92 190.00 21 Jun '24 79 C
P		 0.356
0.306		 133
39		 10.10
13.00		 23.10 19 Jul '24 107 C
P		 0.350
0.300		 85
9		 12.20
14.40		 26.60 (3.50) 9.90 3.50 2.83 0.012
11 BA 184.92 180.00 21 Jun '24 79 C
P		 0.367
0.316		 19
74		 15.10
8.15		 23.25 19 Jul '24 107 C
P		 0.364
0.309		 20
16		 17.40
9.55		 26.95 (3.70) 9.44 3.70 2.55 0.011
12 BA 184.92 180.00 19 Jul '24 107 C
P		 0.364
0.309		 20
16		 17.25
9.40		 26.65 16 Aug '24 135 C
P		 0.373
0.318		 3
58		 19.80
11.20		 31.00 (4.35) 9.14 4.35 2.10 -0.018
13 BA 184.92 185.00 19 Jul '24 107 C
P		 0.356
0.304		 75
5		 14.50
11.65		 26.15 16 Aug '24 135 C
P		 0.364
0.314		 15
26		 17.05
13.45		 30.50 (4.35) 9.25 4.35 2.13 -0.019
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