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Calendar Straddle Screener For GPRO Report Date:

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Data is delayed from November 15, 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 GPRO 11.62 12.00 3 Dec '21 18 C
P
0.575
0.624
185
8
0.41
0.80
1.21 21 Jan '22 67 C
P
0.536
0.533
377
3
0.91
1.30
2.21 (1.00) 0.85 1.00 0.85 0.130
2 GPRO 11.62 12.00 17 Dec '21 32 C
P
0.549
0.560
497
12
0.57
0.93
1.50 21 Jan '22 67 C
P
0.536
0.533
377
3
0.91
1.30
2.21 (0.71) 0.85 0.71 1.20 0.040
3 GPRO 11.62 11.00 3 Dec '21 18 C
P
0.511
0.561
300
29
0.83
0.27
1.10 21 Jan '22 67 C
P
0.534
0.529
257
55
1.40
0.77
2.17 (1.07) 0.62 1.07 0.58 0.008
4 GPRO 11.62 11.00 10 Dec '21 25 C
P
0.518
0.545
30
5
0.93
0.35
1.28 21 Jan '22 67 C
P
0.534
0.529
257
55
1.40
0.77
2.17 (0.89) 0.67 0.89 0.75 -0.001
5 GPRO 11.62 11.00 17 Dec '21 32 C
P
0.522
0.530
471
105
1.04
0.41
1.45 21 Jan '22 67 C
P
0.534
0.529
257
55
1.40
0.77
2.17 (0.72) 0.70 0.72 0.97 -0.011
6 GPRO 11.62 12.00 31 Dec '21 46 C
P
0.525
0.525
87
2
0.61
1.02
1.63 21 Jan '22 67 C
P
0.536
0.533
377
3
0.91
1.30
2.21 (0.58) 0.62 0.58 1.07 -0.019
7 GPRO 11.62 11.00 23 Dec '21 38 C
P
0.457
0.559
61
172
0.82
0.39
1.21 21 Jan '22 67 C
P
0.534
0.529
257
55
1.40
0.77
2.17 (0.96) 0.33 0.96 0.34 -0.047
8 GPRO 11.62 11.00 31 Dec '21 46 C
P
0.382
0.534
5
15
0.80
0.55
1.35 21 Jan '22 67 C
P
0.534
0.529
257
55
1.40
0.77
2.17 (0.82) 0.27 0.82 0.33 -0.147
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