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Calendar Straddle Screener For ROKU Report Date:

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Data is delayed from November 10, 2023. 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 ROKU 81.31 80.00 22 Dec '23 42 C
P
0.508
0.466
34
8
6.15
4.35
10.50 19 Jan '24 70 C
P
0.508
0.463
255
283
7.95
5.85
13.80 (3.30) 5.12 3.30 1.55 0.003
2 ROKU 81.31 80.00 15 Dec '23 35 C
P
0.502
0.467
118
588
5.65
3.95
9.60 19 Jan '24 70 C
P
0.508
0.463
255
283
7.95
5.85
13.80 (4.20) 5.25 4.20 1.25 -0.003
3 ROKU 81.31 80.00 29 Dec '23 49 C
P
0.504
0.460
32
99
6.55
4.70
11.25 19 Jan '24 70 C
P
0.508
0.463
255
283
7.95
5.85
13.80 (2.55) 4.70 2.55 1.84 -0.007
4 ROKU 81.31 80.00 8 Dec '23 28 C
P
0.496
0.464
24
379
5.00
3.40
8.40 19 Jan '24 70 C
P
0.508
0.463
255
283
7.95
5.85
13.80 (5.40) 4.97 5.40 0.92 -0.011
5 ROKU 81.31 80.00 1 Dec '23 21 C
P
0.486
0.454
107
22
4.35
2.82
7.17 19 Jan '24 70 C
P
0.508
0.463
255
283
7.95
5.85
13.80 (6.63) 4.59 6.63 0.69 -0.031
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