Calendar Straddle Screener for SNOW


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#	Stock	Stock Price	Strike	Short Leg							Long Leg							Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol
#	Stock	Stock Price	Strike	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol

1	SNOW	135.28	175.00	6 Apr '23	35	C P	0.528 0.804	32 1	0.58 38.85	39.43	19 May '23	78	C P	0.525 0.447	19 12	2.85 41.45	44.30	(4.87)	18.12	4.87	3.72	0.361
2	SNOW	135.28	65.00	16 Jun '23	106	C P	0.950 0.739	2 29	71.25 0.44	71.69	21 Jul '23	141	C P	0.814 0.712	10 5	73.45 0.82	74.27	(2.58)	9.47	2.58	3.67	0.162
3	SNOW	135.28	100.00	6 Apr '23	35	C P	0.764 0.621	2 22	36.05 0.52	36.57	19 May '23	78	C P	0.690 0.611	13 696	39.20 2.44	41.64	(5.07)	12.50	5.07	2.47	0.085
4	SNOW	135.28	75.00	16 Jun '23	106	C P	0.870 0.698	1 49	61.80 0.90	62.70	21 Jul '23	141	C P	0.819 0.674	62 10	64.65 1.46	66.11	(3.41)	10.19	3.41	2.99	0.074
5	SNOW	135.28	100.00	16 Jun '23	106	C P	0.712 0.623	1 175	40.45 3.75	44.20	21 Jul '23	141	C P	0.692 0.607	20 59	43.35 5.10	48.45	(4.25)	11.54	4.25	2.72	0.036
6	SNOW	135.28	135.00	16 Jun '23	106	C P	0.610 0.555	43 57	17.70 15.50	33.20	21 Jul '23	141	C P	0.595 0.540	222 66	20.60 17.60	38.20	(5.00)	13.63	5.00	2.73	0.029
7	SNOW	135.28	125.00	16 Jun '23	106	C P	0.626 0.572	32 48	23.05 11.00	34.05	21 Jul '23	141	C P	0.612 0.559	5 24	25.85 12.95	38.80	(4.75)	13.05	4.75	2.75	0.027
8	SNOW	135.28	130.00	16 Jun '23	106	C P	0.617 0.565	46 216	20.30 13.25	33.55	21 Jul '23	141	C P	0.604 0.551	61 76	23.10 15.15	38.25	(4.70)	13.56	4.70	2.89	0.027
9	SNOW	135.28	155.00	16 Jun '23	106	C P	0.576 0.522	189 23	9.75 27.20	36.95	21 Jul '23	141	C P	0.566 0.512	43 6	12.35 29.35	41.70	(4.75)	15.57	4.75	3.28	0.019
10	SNOW	135.28	145.00	16 Jun '23	106	C P	0.589 0.538	162 62	13.30 20.95	34.25	21 Jul '23	141	C P	0.579 0.529	180 90	16.00 23.05	39.05	(4.80)	14.74	4.80	3.07	0.019
11	SNOW	135.28	150.00	16 Jun '23	106	C P	0.583 0.529	96 499	11.50 23.95	35.45	21 Jul '23	141	C P	0.575 0.520	85 8	14.05 26.10	40.15	(4.70)	15.28	4.70	3.25	0.018
12	SNOW	135.28	140.00	16 Jun '23	106	C P	0.596 0.542	65 53	15.40 18.10	33.50	21 Jul '23	141	C P	0.586 0.536	62 66	18.15 20.20	38.35	(4.85)	14.25	4.85	2.94	0.017
13	SNOW	135.28	170.00	16 Jun '23	106	C P	0.563 0.500	1,017 1	6.00 38.35	44.35	21 Jul '23	141	C P	0.551 0.496	43 5	8.15 40.30	48.45	(4.10)	17.55	4.10	4.28	0.015
14	SNOW	135.28	165.00	16 Jun '23	106	C P	0.566 0.506	90 78	7.05 34.45	41.50	21 Jul '23	141	C P	0.557 0.502	35 19	9.40 36.50	45.90	(4.40)	16.85	4.40	3.83	0.012
15	SNOW	135.28	110.00	21 Apr '23	50	C P	0.653 0.580	5 592	28.10 2.24	30.34	19 May '23	78	C P	0.652 0.578	2 467	31.20 4.10	35.30	(4.96)	9.70	4.96	1.96	0.003
16	SNOW	135.28	190.00	16 Jun '23	106	C P	0.551 0.469	34 1	3.00 55.20	58.20	21 Jul '23	141	C P	0.541 0.481	128 5	4.60 57.05	61.65	(3.45)	20.17	3.45	5.85	-0.002
17	SNOW	135.28	125.00	6 Apr '23	35	C P	0.592 0.537	5 84	15.05 4.30	19.35	19 May '23	78	C P	0.591 0.543	5 686	20.25 8.45	28.70	(9.35)	9.80	9.35	1.05	-0.003
18	SNOW	135.28	120.00	6 Apr '23	35	C P	0.613 0.547	14 101	18.70 3.00	21.70	19 May '23	78	C P	0.615 0.553	2 194	23.80 6.70	30.50	(8.80)	10.14	8.80	1.15	-0.008
19	SNOW	135.28	120.00	21 Apr '23	50	C P	0.607 0.553	15 1,136	20.40 4.30	24.70	19 May '23	78	C P	0.615 0.553	2 194	23.80 6.70	30.50	(5.80)	9.39	5.80	1.62	-0.009
20	SNOW	135.28	125.00	21 Apr '23	50	C P	0.589 0.533	37 406	16.95 5.80	22.75	19 May '23	78	C P	0.591 0.543	5 686	20.25 8.45	28.70	(5.95)	9.42	5.95	1.58	-0.011
21	SNOW	135.28	140.00	14 Apr '23	43	C P	0.554 0.504	4 1	8.10 11.75	19.85	19 May '23	78	C P	0.559 0.513	303 41	12.10 15.40	27.50	(7.65)	10.60	7.65	1.39	-0.013
22	SNOW	135.28	145.00	14 Apr '23	43	C P	0.541 0.498	4 1	6.05 14.80	20.85	19 May '23	78	C P	0.551 0.503	75 29	10.05 18.40	28.45	(7.60)	10.99	7.60	1.45	-0.015
23	SNOW	135.28	140.00	6 Apr '23	35	C P	0.547 0.506	504 5	6.85 10.90	17.75	19 May '23	78	C P	0.559 0.513	303 41	12.10 15.40	27.50	(9.75)	10.53	9.75	1.08	-0.018
24	SNOW	135.28	135.00	6 Apr '23	35	C P	0.565 0.508	87 23	9.15 8.25	17.40	19 May '23	78	C P	0.575 0.522	100 85	14.65 12.80	27.45	(10.05)	9.96	10.05	0.99	-0.023
25	SNOW	135.28	130.00	6 Apr '23	35	C P	0.568 0.524	15 43	11.95 6.05	18.00	19 May '23	78	C P	0.583 0.533	46 227	17.35 10.50	27.85	(9.85)	9.75	9.85	0.99	-0.024
26	SNOW	135.28	140.00	21 Apr '23	50	C P	0.544 0.503	403 294	8.75 12.55	21.30	19 May '23	78	C P	0.559 0.513	303 41	12.10 15.40	27.50	(6.20)	10.07	6.20	1.62	-0.024
27	SNOW	135.28	130.00	21 Apr '23	50	C P	0.571 0.521	110 920	13.85 7.70	21.55	19 May '23	78	C P	0.583 0.533	46 227	17.35 10.50	27.85	(6.30)	9.43	6.30	1.50	-0.025
28	SNOW	135.28	135.00	21 Apr '23	50	C P	0.556 0.515	1,661 420	11.10 9.95	21.05	19 May '23	78	C P	0.575 0.522	100 85	14.65 12.80	27.45	(6.40)	9.65	6.40	1.51	-0.026
29	SNOW	135.28	150.00	21 Apr '23	50	C P	0.532 0.482	579 172	5.20 18.85	24.05	19 May '23	78	C P	0.545 0.495	254 26	8.30 21.65	29.95	(5.90)	11.01	5.90	1.87	-0.026
30	SNOW	135.28	145.00	21 Apr '23	50	C P	0.535 0.494	302 1,116	6.80 15.55	22.35	19 May '23	78	C P	0.551 0.503	75 29	10.05 18.40	28.45	(6.10)	10.47	6.10	1.72	-0.026
31	SNOW	135.28	155.00	21 Apr '23	50	C P	0.523 0.465	1,717 103	3.90 22.45	26.35	19 May '23	78	C P	0.539 0.476	171 29	6.80 25.40	32.20	(5.85)	11.21	5.85	1.92	-0.028
32	SNOW	135.28	110.00	6 Apr '23	35	C P	0.621 0.581	2 71	26.90 1.32	28.22	19 May '23	78	C P	0.652 0.578	2 467	31.20 4.10	35.30	(7.08)	11.20	7.08	1.58	-0.029
33	SNOW	135.28	145.00	6 Apr '23	35	C P	0.534 0.491	68 1	5.10 13.85	18.95	19 May '23	78	C P	0.551 0.503	75 29	10.05 18.40	28.45	(9.50)	11.15	9.50	1.17	-0.029
34	SNOW	135.28	160.00	21 Apr '23	50	C P	0.523 0.459	635 38	3.00 26.30	29.30	19 May '23	78	C P	0.534 0.476	113 9	5.50 28.90	34.40	(5.10)	12.42	5.10	2.44	-0.029
35	SNOW	135.28	155.00	6 Apr '23	35	C P	0.524 0.462	12 5	2.55 21.05	23.60	19 May '23	78	C P	0.539 0.476	171 29	6.80 25.40	32.20	(8.60)	12.66	8.60	1.47	-0.030
36	SNOW	135.28	150.00	6 Apr '23	35	C P	0.529 0.479	39 7	3.65 17.35	21.00	19 May '23	78	C P	0.545 0.495	254 26	8.30 21.65	29.95	(8.95)	12.13	8.95	1.36	-0.032
37	SNOW	135.28	165.00	21 Apr '23	50	C P	0.519 0.449	1,097 10	2.21 30.60	32.81	19 May '23	78	C P	0.531 0.472	42 1	4.45 32.95	37.40	(4.59)	13.35	4.59	2.91	-0.034
38	SNOW	135.28	100.00	19 May '23	78	C P	0.690 0.611	13 696	38.45 2.23	40.68	16 Jun '23	106	C P	0.712 0.623	1 175	41.50 3.90	45.40	(4.72)	9.75	4.72	2.07	-0.034
39	SNOW	135.28	110.00	19 May '23	78	C P	0.652 0.578	2 467	30.35 3.95	34.30	16 Jun '23	106	C P	0.668 0.603	3 192	33.55 6.20	39.75	(5.45)	9.70	5.45	1.78	-0.041
40	SNOW	135.28	160.00	6 Apr '23	35	C P	0.524 0.430	34 2	1.79 24.95	26.74	19 May '23	78	C P	0.534 0.476	113 9	5.50 28.90	34.40	(7.66)	14.18	7.66	1.85	-0.057
41	SNOW	135.28	120.00	19 May '23	78	C P	0.615 0.553	2 194	23.15 6.55	29.70	16 Jun '23	106	C P	0.647 0.581	2 101	27.15 9.30	36.45	(6.75)	9.22	6.75	1.37	-0.060
42	SNOW	135.28	125.00	19 May '23	78	C P	0.591 0.543	5 686	19.90 8.30	28.20	16 Jun '23	106	C P	0.626 0.572	32 48	23.55 11.20	34.75	(6.55)	9.68	6.55	1.48	-0.065
43	SNOW	135.28	130.00	19 May '23	78	C P	0.583 0.533	46 227	16.95 10.30	27.25	16 Jun '23	106	C P	0.617 0.565	46 216	20.75 13.35	34.10	(6.85)	9.80	6.85	1.43	-0.067
44	SNOW	135.28	140.00	19 May '23	78	C P	0.559 0.513	303 41	11.95 15.20	27.15	16 Jun '23	106	C P	0.596 0.542	65 53	15.65 18.35	34.00	(6.85)	10.42	6.85	1.52	-0.067
45	SNOW	135.28	135.00	19 May '23	78	C P	0.575 0.522	100 85	14.30 12.55	26.85	16 Jun '23	106	C P	0.610 0.555	43 57	18.15 15.75	33.90	(7.05)	10.00	7.05	1.42	-0.068
46	SNOW	135.28	165.00	19 May '23	78	C P	0.531 0.472	42 1	4.30 32.30	36.60	16 Jun '23	106	C P	0.566 0.506	90 78	7.25 35.00	42.25	(5.65)	13.52	5.65	2.39	-0.069
47	SNOW	135.28	160.00	19 May '23	78	C P	0.534 0.476	113 9	5.35 28.30	33.65	16 Jun '23	106	C P	0.569 0.512	751 34	8.50 31.30	39.80	(6.15)	12.60	6.15	2.05	-0.070
48	SNOW	135.28	145.00	19 May '23	78	C P	0.551 0.503	75 29	9.90 18.00	27.90	16 Jun '23	106	C P	0.589 0.538	162 62	13.55 21.25	34.80	(6.90)	10.81	6.90	1.57	-0.072
49	SNOW	135.28	150.00	19 May '23	78	C P	0.545 0.495	254 26	8.10 21.20	29.30	16 Jun '23	106	C P	0.583 0.529	96 499	11.65 24.40	36.05	(6.75)	11.33	6.75	1.68	-0.073
50	SNOW	135.28	170.00	19 May '23	78	C P	0.529 0.457	90 12	3.45 36.20	39.65	16 Jun '23	106	C P	0.563 0.500	1,017 1	6.15 38.95	45.10	(5.45)	14.14	5.45	2.59	-0.077
51	SNOW	135.28	175.00	19 May '23	78	C P	0.525 0.447	19 12	2.75 40.55	43.30	16 Jun '23	106	C P	0.558 0.495	298 3	5.20 43.20	48.40	(5.10)	14.88	5.10	2.92	-0.081
52	SNOW	135.28	155.00	19 May '23	78	C P	0.539 0.476	171 29	6.60 24.55	31.15	16 Jun '23	106	C P	0.576 0.522	189 23	10.00 27.80	37.80	(6.65)	11.80	6.65	1.77	-0.082

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Calendar Straddle Screener For SNOW Report Date: 03-02 03-01 02-28 02-27 02-24 02-23

Calendar Straddle Screener For SNOW Report Date: