Short Straddle Option Screener
[Neutral | Limited Profit | Unlimited Loss] The short straddle strategy anticipates volatility to decrease and the underlying security to trade within a specific price range. The short straddle option strategy involves selling a call and a put option at identical strike prices. Maximum loss can be significant if the underlying security aggressively moves in either direction. Maximum profit is the premium received for the short call and short put (Net Credit). The short straddle strategy succeeds if the underlying security is trading within the range between the downside breakeven (strike - Net Credit) and upside breakeven (strike + Net Credit) at expiration. Maximum profit is achieved if the underlying security lands at the strike price at expiration. [Learn More] [Watch on YouTube]
Mon, Apr 14th, 2025
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 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
Delta Leg 2
Theoretical amount the Leg 2 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
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
Bid Price Leg 1
Bid price for the Leg 1 option.
Bid Price Leg 2
Bid Price for the Leg 2 option.
Probability of Loss
Probability of Loss is the likelihood of this strategy losing money
%
Results:
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