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Calendar Straddle Screener For SNAP Report Date:

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# 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 SNAP 11.15 12.00 3 May '24 30 C
P
0.962
0.902
17
6
0.87
1.65
2.52 21 Jun '24 79 C
P
0.710
0.661
86
3
1.16
1.87
3.03 (0.51) 1.86 0.51 3.65 0.493
2 SNAP 11.15 11.00 3 May '24 30 C
P
0.948
0.883
54
10
1.26
0.99
2.25 21 Jun '24 79 C
P
0.712
0.664
22
3
1.56
1.28
2.84 (0.59) 1.59 0.59 2.69 0.455
3 SNAP 11.15 10.00 3 May '24 30 C
P
0.948
0.901
2
5
1.78
0.59
2.37 21 Jun '24 79 C
P
0.726
0.669
26
2
2.10
0.81
2.91 (0.54) 1.47 0.54 2.72 0.454
4 SNAP 11.15 11.00 10 May '24 37 C
P
0.892
0.846
32
65
1.30
1.09
2.39 21 Jun '24 79 C
P
0.712
0.664
22
3
1.56
1.28
2.84 (0.45) 1.57 0.45 3.49 0.363
5 SNAP 11.15 12.00 17 May '24 44 C
P
0.858
0.812
5,336
124
0.98
1.75
2.73 21 Jun '24 79 C
P
0.710
0.661
86
3
1.16
1.87
3.03 (0.30) 1.70 0.30 5.67 0.299
6 SNAP 11.15 11.00 17 May '24 44 C
P
0.847
0.803
42
67
1.36
1.14
2.50 21 Jun '24 79 C
P
0.712
0.664
22
3
1.56
1.28
2.84 (0.34) 1.50 0.34 4.41 0.275
7 SNAP 11.15 10.00 17 May '24 44 C
P
0.844
0.794
33
349
1.87
0.66
2.53 21 Jun '24 79 C
P
0.726
0.669
26
2
2.10
0.81
2.91 (0.38) 1.32 0.38 3.47 0.243
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