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Calendar Straddle Screener For ORCL Report Date:

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Data is delayed from June 13, 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 ORCL 64.05 65.00 1 Jul '22 18 C
P
0.592
0.614
39
323
2.73
3.70
6.43 19 Aug '22 67 C
P
0.409
0.433
109
490
4.45
5.50
9.95 (3.52) 4.39 3.52 1.25 0.364
2 ORCL 64.05 65.00 8 Jul '22 25 C
P
0.541
0.528
11
28
2.89
3.85
6.74 19 Aug '22 67 C
P
0.409
0.433
109
490
4.45
5.50
9.95 (3.21) 4.10 3.21 1.28 0.228
3 ORCL 64.05 65.00 15 Jul '22 32 C
P
0.480
0.520
708
511
3.10
4.25
7.35 19 Aug '22 67 C
P
0.409
0.433
109
490
4.45
5.50
9.95 (2.60) 4.06 2.60 1.56 0.158
4 ORCL 64.05 65.00 29 Jul '22 46 C
P
0.461
0.465
12
16
3.30
4.50
7.80 19 Aug '22 67 C
P
0.409
0.433
109
490
4.45
5.50
9.95 (2.15) 2.96 2.15 1.38 0.084
5 ORCL 64.05 65.00 22 Jul '22 39 C
P
0.458
0.462
2
5
3.20
4.35
7.55 19 Aug '22 67 C
P
0.409
0.433
109
490
4.45
5.50
9.95 (2.40) 3.54 2.40 1.48 0.078
6 ORCL 64.05 65.00 19 Aug '22 67 C
P
0.409
0.433
109
490
3.80
4.95
8.75 16 Sep '22 95 C
P
0.396
0.414
724
210
5.05
6.15
11.20 (2.45) 3.26 2.45 1.33 0.031
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