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

Calendar Straddle Screener For FANG 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 24, 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 FANG 88.72 75.00 19 Nov '21 56 C
P
0.555
0.552
14
17
15.70
2.15
17.85 17 Dec '21 84 C
P
0.524
0.527
93
48
17.00
3.40
20.40 (2.55) 6.00 2.55 2.35 0.056
2 FANG 88.72 80.00 19 Nov '21 56 C
P
0.545
0.542
39
41
12.00
3.50
15.50 17 Dec '21 84 C
P
0.510
0.526
7
57
13.50
4.90
18.40 (2.90) 6.09 2.90 2.10 0.051
3 FANG 88.72 85.00 19 Nov '21 56 C
P
0.529
0.528
68
93
8.70
5.30
14.00 17 Dec '21 84 C
P
0.498
0.518
172
12
10.50
7.20
17.70 (3.70) 5.66 3.70 1.53 0.041
4 FANG 88.72 80.00 17 Dec '21 84 C
P
0.510
0.526
7
57
13.10
4.70
17.80 21 Jan '22 119 C
P
0.497
0.507
9
79
14.80
6.10
20.90 (3.10) 6.67 3.10 2.15 0.032
5 FANG 88.72 85.00 17 Dec '21 84 C
P
0.498
0.518
172
12
10.10
6.50
16.60 21 Jan '22 119 C
P
0.488
0.500
18
42
11.90
8.30
20.20 (3.60) 6.62 3.60 1.84 0.029
6 FANG 88.72 95.00 17 Dec '21 84 C
P
0.495
0.511
43
4
5.70
12.20
17.90 21 Jan '22 119 C
P
0.486
0.495
58
25
7.50
13.90
21.40 (3.50) 7.84 3.50 2.24 0.026
7 FANG 88.72 75.00 17 Dec '21 84 C
P
0.524
0.527
93
48
16.60
3.10
19.70 21 Jan '22 119 C
P
0.519
0.515
1
64
18.10
4.60
22.70 (3.00) 6.43 3.00 2.14 0.017
8 FANG 88.72 90.00 19 Nov '21 56 C
P
0.511
0.512
114
27
6.30
7.70
14.00 17 Dec '21 84 C
P
0.500
0.510
43
9
8.00
9.50
17.50 (3.50) 6.36 3.50 1.82 0.014
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.