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Calendar Straddle Screener For VXX Report Date:

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Data is delayed from April 5, 2024. 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 VXX 14.22 15.00 17 May '24 42 C
P		 0.794
0.784		 879
52		 1.19
1.87		 3.06 21 Jun '24 77 C
P		 0.737
0.785		 1,324
281		 1.98
2.54		 4.52 (1.46) 1.31 1.46 0.90 0.057
2 VXX 14.22 14.00 17 May '24 42 C
P		 0.726
0.699		 887
501		 1.47
1.17		 2.64 21 Jun '24 77 C
P		 0.732
0.776		 346
408		 2.29
2.05		 4.34 (1.70) 0.86 1.70 0.51 -0.083
3 VXX 14.22 13.00 17 May '24 42 C
P		 0.607
0.615		 241
905		 1.68
0.60		 2.28 21 Jun '24 77 C
P		 0.678
0.674		 110
1,591		 2.60
1.18		 3.78 (1.50) 0.64 1.50 0.43 -0.130
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