Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Calendar Straddle Screener For BODY Report Date:

SCREENER   
Select Stock
 Symbol   
Selection Filters
LEG VOLUME
STRIKE RANGE
EXPIRATION
Additional Filters
SPREAD
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from September 29, 2021. 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 BODY 5.84 7.50 19 Nov '21 51 C
P
1.134
1.066
377
27
0.45
2.00
2.45 17 Dec '21 79 C
P
1.033
0.975
84
73
0.65
2.35
3.00 (0.55) 1.08 0.55 1.96 0.192
2 BODY 5.84 5.00 17 Dec '21 79 C
P
1.064
0.967
6
240
1.35
0.55
1.90 21 Jan '22 114 C
P
0.984
0.940
76
15
1.70
0.80
2.50 (0.60) 0.57 0.60 0.95 0.106
3 BODY 5.84 7.50 17 Dec '21 79 C
P
1.033
0.975
84
73
0.55
2.15
2.70 21 Jan '22 114 C
P
1.001
1.033
33
5
0.80
2.55
3.35 (0.65) 1.20 0.65 1.85 -0.027
4 BODY 5.84 5.00 19 Nov '21 51 C
P
1.012
0.964
58
47
1.25
0.40
1.65 17 Dec '21 79 C
P
1.064
0.967
6
240
1.55
0.65
2.20 (0.55) 0.55 0.55 1.00 -0.054
5 BODY 5.84 10.00 19 Nov '21 51 C
P
1.182
0.933
16
3
0.15
4.20
4.35 17 Dec '21 79 C
P
1.138
1.151
93
40
0.35
4.70
5.05 (0.70) 1.77 0.70 2.53 -0.174
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.