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Calendar Straddle Screener For WFC 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 WFC 38.99 37.50 15 Jul '22 32 C
P
0.504
0.484
106
804
3.05
1.49
4.54 19 Aug '22 67 C
P
0.454
0.466
270
403
3.85
2.39
6.24 (1.70) 2.50 1.70 1.47 0.068
2 WFC 38.99 37.50 19 Aug '22 67 C
P
0.454
0.466
270
403
3.70
2.31
6.01 16 Sep '22 95 C
P
0.440
0.446
242
209
4.30
2.81
7.11 (1.10) 2.50 1.10 2.27 0.034
3 WFC 38.99 40.00 15 Jul '22 32 C
P
0.468
0.446
1,340
3,128
1.68
2.59
4.27 19 Aug '22 67 C
P
0.440
0.441
620
236
2.51
3.55
6.06 (1.79) 2.50 1.79 1.40 0.033
4 WFC 38.99 40.00 1 Jul '22 18 C
P
0.463
0.450
167
148
1.10
2.07
3.17 19 Aug '22 67 C
P
0.440
0.441
620
236
2.51
3.55
6.06 (2.89) 2.20 2.89 0.76 0.032
5 WFC 38.99 40.00 19 Aug '22 67 C
P
0.440
0.441
620
236
2.38
3.35
5.73 16 Sep '22 95 C
P
0.422
0.428
1,475
672
3.00
4.00
7.00 (1.27) 2.42 1.27 1.91 0.031
6 WFC 38.99 40.00 22 Jul '22 39 C
P
0.460
0.445
21
302
1.83
2.77
4.60 19 Aug '22 67 C
P
0.440
0.441
620
236
2.51
3.55
6.06 (1.46) 2.36 1.46 1.62 0.025
7 WFC 38.99 40.00 29 Jul '22 46 C
P
0.462
0.438
21
121
2.01
2.91
4.92 19 Aug '22 67 C
P
0.440
0.441
620
236
2.51
3.55
6.06 (1.14) 2.15 1.14 1.89 0.019
8 WFC 38.99 40.00 8 Jul '22 25 C
P
0.442
0.423
199
532
1.31
2.21
3.52 19 Aug '22 67 C
P
0.440
0.441
620
236
2.51
3.55
6.06 (2.54) 2.17 2.54 0.85 -0.016
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