Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Calendar Straddle Screener For C Report Date:

SCREENER   
Select Stock
 Symbol   
Selection Filters
LEG VOLUME
STRIKE RANGE
EXPIRATION
Additional Filters
SPREAD
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from January 17, 2023. 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 C 50.31 49.00 3 Feb '23 17 C
P
0.277
0.307
52
306
1.90
0.70
2.60 3 Mar '23 45 C
P
0.233
0.265
11
2
2.49
1.35
3.84 (1.24) 1.41 1.24 1.14 0.086
2 C 50.31 50.00 3 Feb '23 17 C
P
0.263
0.308
250
390
1.25
1.16
2.41 3 Mar '23 45 C
P
0.234
0.266
67
14
1.87
1.76
3.63 (1.22) 1.49 1.22 1.22 0.072
3 C 50.31 51.00 3 Feb '23 17 C
P
0.257
0.307
248
45
0.80
1.69
2.49 3 Mar '23 45 C
P
0.232
0.265
15
2
1.39
2.29
3.68 (1.19) 1.56 1.19 1.31 0.067
4 C 50.31 50.00 3 Feb '23 17 C
P
0.263
0.308
250
390
1.25
1.16
2.41 17 Mar '23 59 C
P
0.243
0.266
582
2,201
2.16
1.97
4.13 (1.72) 1.68 1.72 0.98 0.063
5 C 50.31 49.00 10 Feb '23 24 C
P
0.255
0.289
56
50
2.02
0.85
2.87 3 Mar '23 45 C
P
0.233
0.265
11
2
2.49
1.35
3.84 (0.97) 1.31 0.97 1.35 0.045
6 C 50.31 51.00 10 Feb '23 24 C
P
0.238
0.295
109
102
0.89
1.81
2.70 3 Mar '23 45 C
P
0.232
0.265
15
2
1.39
2.29
3.68 (0.98) 1.39 0.98 1.42 0.035
7 C 50.31 50.00 10 Feb '23 24 C
P
0.244
0.287
128
171
1.39
1.28
2.67 3 Mar '23 45 C
P
0.234
0.266
67
14
1.87
1.76
3.63 (0.96) 1.37 0.96 1.43 0.032
8 C 50.31 52.50 17 Feb '23 31 C
P
0.225
0.294
2,161
39
0.52
3.00
3.52 17 Mar '23 59 C
P
0.230
0.260
4,041
116
1.04
3.45
4.49 (0.97) 1.82 0.97 1.88 0.028
9 C 50.31 50.00 17 Feb '23 31 C
P
0.239
0.284
3,767
411
1.55
1.47
3.02 3 Mar '23 45 C
P
0.234
0.266
67
14
1.87
1.76
3.63 (0.61) 1.27 0.61 2.08 0.023
10 C 50.31 50.00 10 Feb '23 24 C
P
0.244
0.287
128
171
1.39
1.28
2.67 17 Mar '23 59 C
P
0.243
0.266
582
2,201
2.16
1.97
4.13 (1.46) 1.64 1.46 1.12 0.023
11 C 50.31 49.00 24 Feb '23 38 C
P
0.237
0.277
1
18
2.21
1.14
3.35 3 Mar '23 45 C
P
0.233
0.265
11
2
2.49
1.35
3.84 (0.49) 0.76 0.49 1.55 0.015
12 C 50.31 50.00 17 Feb '23 31 C
P
0.239
0.284
3,767
411
1.55
1.47
3.02 17 Mar '23 59 C
P
0.243
0.266
582
2,201
2.16
1.97
4.13 (1.11) 1.65 1.11 1.49 0.014
13 C 50.31 50.00 24 Feb '23 38 C
P
0.234
0.273
67
17
1.64
1.56
3.20 3 Mar '23 45 C
P
0.234
0.266
67
14
1.87
1.76
3.63 (0.43) 0.85 0.43 1.98 0.007
14 C 50.31 51.00 24 Feb '23 38 C
P
0.229
0.270
61
2
1.15
2.06
3.21 3 Mar '23 45 C
P
0.232
0.265
15
2
1.39
2.29
3.68 (0.47) 0.83 0.47 1.77 0.002
15 C 50.31 50.00 24 Feb '23 38 C
P
0.234
0.273
67
17
1.64
1.56
3.20 17 Mar '23 59 C
P
0.243
0.266
582
2,201
2.16
1.97
4.13 (0.93) 1.45 0.93 1.56 -0.002
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.