Long Straddle Option Screener
[Directional | Unlimited Profit | Limited Loss] The long straddle strategy anticipates volatility to rise and the underlying security to move significantly in either direction. The long straddle option strategy involves buying a call and a put option at identical strike prices. Maximum loss is the premium paid for the long call and long put (Net Debit). Maximum profit is unlimited, as the security can theoretically rise indefinitely or go to zero. The long straddle strategy succeeds if the underlying security breaks through the range, trading below the downside breakeven (strike - Net Debit) or above the upside breakeven (strike + Net Debit) at expiration. [Learn More] [Watch on YouTube]
Sun, Jan 19th, 2025
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Filter
Order
Days to Expiration
Range:
to
< 60
60 - 100
100 - 150
150 - 200
> 200
Security Type
Volume Leg 1
Total Leg 1 options traded for the day.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Volume Leg 2
Total Leg 2 options traded for the day.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Open Interest Leg 1
Open Interest for the Leg 1 option.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Open Interest Leg 2
Open Interest for the Leg 2 option.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Delta Leg 1
Theoretical amount the Leg 1 option price may change based on $1 move in stock price.
Range:
to
Low
0 to 0.25
Medium
0.25 to 0.50
High
0.50 to 0.75
Very High
above 0.75
Delta Leg 2
Theoretical amount the Leg 2 option price is expected to change based on $1 move in stock price.
Range:
to
Low
0 to -0.25
Medium
-0.25 to -0.50
High
-0.50 to -0.75
Very High
below -0.75
Net Delta
The sum of the Leg 1 Delta and Leg 2 Delta.
Range:
to
Below
below -0.10
Between
-0.10 to 0
Between
0 to 0.10
Above
above 0.10
Ask Price Leg 1
Ask Price for the Leg 1 option.
Ask Price Leg 2
Ask Price for the Leg 2 option.
Probability of Profit
Probability of Profit. The likelihood of this strategy being profitable.
%
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