Calendar Straddle Screener for SNAP


Option Calculators and Stock Screeners

Tools
Volatility Quote Option Chains Stock Price History Option Price History Strike Pegger Volatility Skew Portfolios Download Data

Calculators
Options Calculator Probability Calculator

Screeners
Morning Hot Sheet Volatile Stocks Volume Change Covered Calls Option Spreads Straddles Dividends Trade Finder Skew Finder 52 Week Hi/Low IV

Advanced Screens
Butterfly Spreads Calendar Straddles Butterfly Diagonals Double Diagonals Iron Condor

Open Interest
About OI Put/Call Ratio OI Change OI % Change Highest OI

Learning Center
Articles Tutorial Glossary Symbol Lookup

HOME	HOT SHEET	REGISTER	SUBSCRIBE	FAQs	FINMASTERS	CONTACT US

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 April 26, 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
#	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	SNAP	14.55	15.00	7 Jun '24	42	C P	0.569 0.567	198 84	0.72 1.22	1.94	19 Jul '24	84	C P	0.549 0.496	2,179 1,060	1.38 1.66	3.04	(1.10)	0.99	1.10	0.90	0.092
2	SNAP	14.55	16.00	7 Jun '24	42	C P	0.565 0.541	148 2	0.56 1.90	2.46	19 Jul '24	84	C P	0.543 0.495	2,186 97	0.99 2.27	3.26	(0.80)	1.42	0.80	1.77	0.069
3	SNAP	14.55	14.00	7 Jun '24	42	C P	0.572 0.527	202 51	1.38 0.74	2.12	19 Jul '24	84	C P	0.554 0.507	4,522 1,280	2.03 1.12	3.15	(1.03)	0.95	1.03	0.92	0.037
4	SNAP	14.55	16.00	21 Jun '24	56	C P	0.552 0.510	2,847 188	0.71 2.03	2.74	19 Jul '24	84	C P	0.543 0.495	2,186 97	0.99 2.27	3.26	(0.52)	1.28	0.52	2.46	0.024
5	SNAP	14.55	15.00	21 Jun '24	56	C P	0.547 0.509	6,112 1,470	1.04 1.39	2.43	19 Jul '24	84	C P	0.549 0.496	2,179 1,060	1.38 1.66	3.04	(0.61)	1.09	0.61	1.79	0.011
6	SNAP	14.55	14.00	21 Jun '24	56	C P	0.560 0.508	2,406 4,626	1.53 0.86	2.39	19 Jul '24	84	C P	0.554 0.507	4,522 1,280	2.03 1.12	3.15	(0.76)	0.85	0.76	1.12	0.007
7	SNAP	14.55	16.00	19 Jul '24	84	C P	0.543 0.495	2,186 97	0.96 2.23	3.19	16 Aug '24	112	C P	0.679 0.622	370 146	1.87 2.87	4.74	(1.55)	0.71	1.55	0.46	-0.263
8	SNAP	14.55	15.00	19 Jul '24	84	C P	0.549 0.496	2,179 1,060	1.33 1.57	2.90	16 Aug '24	112	C P	0.683 0.632	1,470 2,058	2.05 2.25	4.30	(1.40)	0.74	1.40	0.53	-0.270
9	SNAP	14.55	14.00	19 Jul '24	84	C P	0.554 0.507	4,522 1,280	1.44 1.09	2.53	16 Aug '24	112	C P	0.696 0.637	775 257	2.51 1.71	4.22	(1.69)	0.33	1.69	0.20	-0.272

Go to the old report

Data Provided by HistoricalOptionData.com

stock market ticker symbols online stock trading basics highest open interest high option volume risk free stocks put option strike price how to write covered calls stocks growth free stock quotes company stock symbol lookup highest open interest options stock trades long butterfly spread put to call ratio double diagonal option strategy covered calls strategy double diagonal calendar spread stock market vocabulary words hyundai stock ticker

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.