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Calendar Straddle Screener For NIO Report Date:

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Data is delayed from April 29, 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 NIO 4.60 4.00 21 Jun '24 53 C
P
0.840
0.813
329
1,480
0.88
0.27
1.15 19 Jul '24 81 C
P
0.811
0.785
51
130
1.04
0.38
1.42 (0.27) 0.42 0.27 1.56 0.057
2 NIO 4.60 5.00 21 Jun '24 53 C
P
0.807
0.772
4,197
474
0.40
0.77
1.17 19 Jul '24 81 C
P
0.784
0.741
800
25
0.53
0.89
1.42 (0.25) 0.58 0.25 2.32 0.055
3 NIO 4.60 5.00 7 Jun '24 39 C
P
0.774
0.796
1,281
2
0.28
0.67
0.95 19 Jul '24 81 C
P
0.784
0.741
800
25
0.53
0.89
1.42 (0.47) 0.55 0.47 1.17 0.046
4 NIO 4.60 4.00 7 Jun '24 39 C
P
0.798
0.824
13
169
0.55
0.20
0.75 19 Jul '24 81 C
P
0.811
0.785
51
130
1.04
0.38
1.42 (0.67) 0.18 0.67 0.27 0.027
5 NIO 4.60 4.00 19 Jul '24 81 C
P
0.811
0.785
51
130
0.98
0.36
1.34 16 Aug '24 109 C
P
0.810
0.768
144
190
1.12
0.46
1.58 (0.24) 0.44 0.24 1.83 0.017
6 NIO 4.60 5.00 19 Jul '24 81 C
P
0.784
0.741
800
25
0.52
0.86
1.38 16 Aug '24 109 C
P
0.782
0.735
317
113
0.64
0.98
1.62 (0.24) 0.58 0.24 2.42 0.008
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