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Calendar Straddle Screener For NIO Report Date:

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Data is delayed from November 7, 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 NIO 10.98 10.00 9 Dec '22 32 C
P
1.029
0.945
63
55
1.72
0.73
2.45 20 Jan '23 74 C
P
0.925
0.899
720
826
2.33
1.24
3.57 (1.12) 1.31 1.12 1.17 0.150
2 NIO 10.98 10.00 2 Dec '22 25 C
P
0.999
0.961
300
77
1.61
0.61
2.22 20 Jan '23 74 C
P
0.925
0.899
720
826
2.33
1.24
3.57 (1.35) 1.28 1.35 0.95 0.135
3 NIO 10.98 10.00 23 Dec '22 46 C
P
0.978
0.946
10
12
1.93
0.93
2.86 20 Jan '23 74 C
P
0.925
0.899
720
826
2.33
1.24
3.57 (0.71) 1.26 0.71 1.77 0.100
4 NIO 10.98 10.00 16 Dec '22 39 C
P
0.978
0.946
977
868
1.87
0.84
2.71 20 Jan '23 74 C
P
0.925
0.899
720
826
2.33
1.24
3.57 (0.86) 1.35 0.86 1.57 0.100
5 NIO 10.98 10.00 17 Feb '23 102 C
P
0.942
0.887
98
68
2.56
1.46
4.02 17 Mar '23 130 C
P
0.933
0.873
212
107
2.86
1.72
4.58 (0.56) 1.39 0.56 2.48 0.023
6 NIO 10.98 10.00 20 Jan '23 74 C
P
0.925
0.899
720
826
2.26
1.21
3.47 17 Feb '23 102 C
P
0.942
0.887
98
68
2.61
1.50
4.11 (0.64) 1.34 0.64 2.09 -0.005
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