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Calendar Straddle Screener For SNAP 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 SNAP 12.02 12.00 16 Sep '22 95 C
P
1.000
0.973
135
240
2.37
2.30
4.67 21 Oct '22 130 C
P
0.975
0.949
4
4
2.82
2.67
5.49 (0.82) 1.98 0.82 2.41 0.048
2 SNAP 12.02 13.00 16 Sep '22 95 C
P
0.983
0.945
110
231
1.97
2.88
4.85 21 Oct '22 130 C
P
0.958
0.924
204
58
2.39
3.25
5.64 (0.79) 2.18 0.79 2.76 0.047
3 SNAP 12.02 11.00 16 Sep '22 95 C
P
1.023
0.990
24
172
2.87
1.79
4.66 21 Oct '22 130 C
P
1.002
0.964
1
3
3.30
2.15
5.45 (0.79) 1.83 0.79 2.32 0.046
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