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Calendar Straddle Screener For MRNA Report Date:

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Data is delayed from May 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 MRNA 125.00 100.00 21 Jun '24 49 C
P
0.614
0.475
4
324
25.95
0.89
26.84 19 Jul '24 77 C
P
0.537
0.469
38
406
28.50
1.92
30.42 (3.58) 7.33 3.58 2.05 0.084
2 MRNA 125.00 140.00 7 Jun '24 35 C
P
0.456
0.412
24
41
1.49
16.25
17.74 19 Jul '24 77 C
P
0.451
0.394
133
1
5.25
18.95
24.20 (6.46) 9.34 6.46 1.45 0.023
3 MRNA 125.00 115.00 20 Sep '24 140 C
P
0.522
0.464
8
44
21.00
8.80
29.80 18 Oct '24 168 C
P
0.507
0.463
36
373
23.00
10.05
33.05 (3.25) 8.84 3.25 2.72 0.016
4 MRNA 125.00 105.00 21 Jun '24 49 C
P
0.517
0.460
4
69
21.65
1.46
23.11 19 Jul '24 77 C
P
0.516
0.451
8
23
24.50
2.68
27.18 (4.07) 6.94 4.07 1.71 0.010
5 MRNA 125.00 140.00 21 Jun '24 49 C
P
0.445
0.410
1,064
3
3.05
17.05
20.10 19 Jul '24 77 C
P
0.451
0.394
133
1
5.25
18.95
24.20 (4.10) 8.73 4.10 2.13 0.010
6 MRNA 125.00 135.00 20 Sep '24 140 C
P
0.493
0.445
22
18
11.55
18.95
30.50 18 Oct '24 168 C
P
0.487
0.443
3
2
13.40
20.30
33.70 (3.20) 10.41 3.20 3.25 0.008
7 MRNA 125.00 120.00 7 Jun '24 35 C
P
0.503
0.403
5
20
9.75
3.20
12.95 19 Jul '24 77 C
P
0.474
0.427
96
17
13.60
7.25
20.85 (7.90) 6.54 7.90 0.83 0.006
8 MRNA 125.00 120.00 20 Sep '24 140 C
P
0.508
0.459
39
73
17.95
10.95
28.90 18 Oct '24 168 C
P
0.495
0.468
5
5
20.15
12.80
32.95 (4.05) 8.48 4.05 2.09 0.004
9 MRNA 125.00 125.00 7 Jun '24 35 C
P
0.465
0.423
12
232
7.00
6.40
13.40 19 Jul '24 77 C
P
0.466
0.421
233
296
10.95
9.55
20.50 (7.10) 7.71 7.10 1.09 0.000
10 MRNA 125.00 130.00 20 Sep '24 140 C
P
0.497
0.449
60
12
13.55
16.05
29.60 18 Oct '24 168 C
P
0.489
0.458
79
1
15.40
18.05
33.45 (3.85) 9.50 3.85 2.47 -0.001
11 MRNA 125.00 150.00 21 Jun '24 49 C
P
0.444
0.392
189
1
1.43
25.20
26.63 19 Jul '24 77 C
P
0.434
0.402
19
55
3.05
27.30
30.35 (3.72) 9.88 3.72 2.66 -0.001
12 MRNA 125.00 115.00 21 Jun '24 49 C
P
0.473
0.435
70
334
14.25
3.55
17.80 19 Jul '24 77 C
P
0.478
0.433
98
48
16.75
5.35
22.10 (4.30) 7.06 4.30 1.64 -0.003
13 MRNA 125.00 145.00 21 Jun '24 49 C
P
0.444
0.408
53
3
2.11
21.10
23.21 19 Jul '24 77 C
P
0.451
0.404
181
2
4.00
23.15
27.15 (3.94) 9.50 3.94 2.41 -0.003
14 MRNA 125.00 120.00 21 Jun '24 49 C
P
0.470
0.427
801
91
11.15
5.30
16.45 19 Jul '24 77 C
P
0.474
0.427
96
17
13.60
7.25
20.85 (4.40) 7.32 4.40 1.66 -0.005
15 MRNA 125.00 125.00 21 Jun '24 49 C
P
0.460
0.423
199
2,270
8.40
7.50
15.90 19 Jul '24 77 C
P
0.466
0.421
233
296
10.95
9.55
20.50 (4.60) 7.42 4.60 1.61 -0.005
16 MRNA 125.00 140.00 20 Sep '24 140 C
P
0.477
0.447
46
7
9.40
22.05
31.45 18 Oct '24 168 C
P
0.482
0.451
16
1
11.55
24.15
35.70 (4.25) 9.91 4.25 2.33 -0.009
17 MRNA 125.00 130.00 21 Jun '24 49 C
P
0.454
0.415
352
48
6.15
10.30
16.45 19 Jul '24 77 C
P
0.461
0.417
52
61
8.60
12.30
20.90 (4.45) 7.93 4.45 1.78 -0.010
18 MRNA 125.00 130.00 7 Jun '24 35 C
P
0.427
0.425
39
1
3.40
9.15
12.55 19 Jul '24 77 C
P
0.461
0.417
52
61
8.60
12.30
20.90 (8.35) 6.90 8.35 0.83 -0.026
19 MRNA 125.00 110.00 21 Jun '24 49 C
P
0.458
0.447
31
161
17.50
2.28
19.78 19 Jul '24 77 C
P
0.504
0.443
40
54
20.25
3.80
24.05 (4.27) 7.02 4.27 1.64 -0.042
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