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Calendar Straddle Screener For NFLX Report Date:

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Data is delayed from July 19, 2022. 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 NFLX 201.63 200.00 21 Oct '22 94 C
P
0.703
0.688
115
207
28.95
26.00
54.95 18 Nov '22 122 C
P
0.659
0.636
31
27
32.60
28.85
61.45 (6.50) 21.57 6.50 3.32 0.096
2 NFLX 201.63 195.00 16 Sep '22 59 C
P
0.742
0.711
351
1,110
26.35
19.10
45.45 21 Oct '22 94 C
P
0.692
0.681
59
31
33.15
24.65
57.80 (12.35) 20.19 12.35 1.63 0.081
3 NFLX 201.63 205.00 21 Oct '22 94 C
P
0.698
0.681
49
58
26.45
28.55
55.00 18 Nov '22 122 C
P
0.666
0.640
6
2
30.30
31.50
61.80 (6.80) 22.21 6.80 3.27 0.074
4 NFLX 201.63 195.00 21 Oct '22 94 C
P
0.692
0.681
59
31
30.80
23.55
54.35 18 Nov '22 122 C
P
0.680
0.639
5
6
35.30
26.40
61.70 (7.35) 20.52 7.35 2.79 0.055
5 NFLX 201.63 200.00 16 Sep '22 59 C
P
0.732
0.710
1,169
4,217
23.75
21.80
45.55 21 Oct '22 94 C
P
0.703
0.688
115
207
30.35
27.00
57.35 (11.80) 22.01 11.80 1.87 0.052
6 NFLX 201.63 205.00 16 Sep '22 59 C
P
0.722
0.704
400
52
21.30
23.85
45.15 21 Oct '22 94 C
P
0.698
0.681
49
58
27.95
29.75
57.70 (12.55) 21.81 12.55 1.74 0.047
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