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Calendar Straddle Screener For SOXL Report Date:

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Data is delayed from November 7, 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 SOXL 9.59 10.00 16 Dec '22 39 C
P
1.186
1.160
414
28
1.30
1.67
2.97 20 Jan '23 74 C
P
1.128
1.094
1,811
54
1.80
2.15
3.95 (0.98) 1.71 0.98 1.74 0.123
2 SOXL 9.59 9.00 16 Dec '22 39 C
P
1.217
1.185
373
187
1.77
1.14
2.91 20 Jan '23 74 C
P
1.151
1.127
484
178
2.26
1.59
3.85 (0.94) 1.54 0.94 1.64 0.123
3 SOXL 9.59 9.00 23 Dec '22 46 C
P
1.202
1.170
11
1
1.84
1.21
3.05 20 Jan '23 74 C
P
1.151
1.127
484
178
2.26
1.59
3.85 (0.80) 1.42 0.80 1.77 0.094
4 SOXL 9.59 9.00 2 Dec '22 25 C
P
1.191
1.171
13
53
1.45
0.83
2.28 20 Jan '23 74 C
P
1.151
1.127
484
178
2.26
1.59
3.85 (1.57) 1.38 1.57 0.88 0.083
5 SOXL 9.59 10.00 2 Dec '22 25 C
P
1.162
1.143
77
11
0.98
1.36
2.34 20 Jan '23 74 C
P
1.128
1.094
1,811
54
1.80
2.15
3.95 (1.61) 1.58 1.61 0.98 0.082
6 SOXL 9.59 9.00 9 Dec '22 32 C
P
1.174
1.157
219
1
1.58
0.97
2.55 20 Jan '23 74 C
P
1.151
1.127
484
178
2.26
1.59
3.85 (1.30) 1.42 1.30 1.09 0.053
7 SOXL 9.59 9.00 20 Jan '23 74 C
P
1.151
1.127
484
178
2.17
1.56
3.73 17 Feb '23 102 C
P
1.136
1.105
14
3
2.56
1.88
4.44 (0.71) 1.47 0.71 2.07 0.038
8 SOXL 9.59 10.00 20 Jan '23 74 C
P
1.128
1.094
1,811
54
1.74
2.07
3.81 17 Feb '23 102 C
P
1.123
1.082
356
1
2.13
2.45
4.58 (0.77) 1.61 0.77 2.09 0.018
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