Calendar Straddle Screener for NFLX


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Data is delayed from March 28, 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
#	Stock	Stock Price	Strike	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol

1	NFLX	607.33	600.00	3 May '24	36	C P	0.456 0.421	21 5	37.30 26.60	63.90	21 Jun '24	85	C P	0.386 0.340	28 27	49.80 35.45	85.25	(21.35)	41.62	21.35	1.95	0.150
2	NFLX	607.33	605.00	3 May '24	36	C P	0.458 0.413	5 2	34.65 28.85	63.50	21 Jun '24	85	C P	0.385 0.338	18 39	47.15 37.85	85.00	(21.50)	41.74	21.50	1.94	0.147
3	NFLX	607.33	610.00	3 May '24	36	C P	0.442 0.419	8 10	32.40 31.35	63.75	21 Jun '24	85	C P	0.383 0.338	182 109	44.60 40.35	84.95	(21.20)	42.38	21.20	2.00	0.139
4	NFLX	607.33	600.00	10 May '24	43	C P	0.441 0.383	3 3	37.40 26.45	63.85	21 Jun '24	85	C P	0.386 0.340	28 27	49.80 35.45	85.25	(21.40)	36.81	21.40	1.72	0.098
5	NFLX	607.33	605.00	10 May '24	43	C P	0.424 0.386	13 1	35.00 29.60	64.60	21 Jun '24	85	C P	0.385 0.338	18 39	47.15 37.85	85.00	(20.40)	38.05	20.40	1.87	0.087
6	NFLX	607.33	605.00	17 May '24	50	C P	0.421 0.381	113 7	38.75 32.25	71.00	21 Jun '24	85	C P	0.385 0.338	18 39	47.15 37.85	85.00	(14.00)	39.23	14.00	2.80	0.078
7	NFLX	607.33	600.00	17 May '24	50	C P	0.422 0.382	43 16	41.40 29.85	71.25	21 Jun '24	85	C P	0.386 0.340	28 27	49.80 35.45	85.25	(14.00)	39.01	14.00	2.79	0.078
8	NFLX	607.33	610.00	17 May '24	50	C P	0.418 0.378	62 32	36.20 34.80	71.00	21 Jun '24	85	C P	0.383 0.338	182 109	44.60 40.35	84.95	(13.95)	39.57	13.95	2.84	0.075
9	NFLX	607.33	605.00	21 Jun '24	85	C P	0.385 0.338	18 39	46.35 37.00	83.35	19 Jul '24	113	C P	0.401 0.353	13 7	57.15 45.05	102.20	(18.85)	30.62	18.85	1.62	-0.030
10	NFLX	607.33	610.00	21 Jun '24	85	C P	0.383 0.338	182 109	43.90 39.50	83.40	19 Jul '24	113	C P	0.402 0.352	14 3	54.75 47.50	102.25	(18.85)	31.03	18.85	1.65	-0.033
11	NFLX	607.33	600.00	21 Jun '24	85	C P	0.386 0.340	28 27	49.00 34.65	83.65	19 Jul '24	113	C P	0.405 0.354	16 2	59.90 42.65	102.55	(18.90)	30.49	18.90	1.61	-0.033

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