Tickers with positive Expected Value, Non zero ATM prices and Probability of crossing straddle premium > 50% for 7 calendar days to expiry



Current Date Expiry Date
URL
Days to Expiry (Calendar days) Days to Expiry (Business days) Ticker Ticker Type Ticker Name Ticker Price on Trade Date Current Ticker Price Ticker Change % from Trade Date to Current Straddle Premium on Trade Date Straddle Premium on Current Date Straddle Premium % Break even based on Trade date Expected Value to Buyer on Trade Date Expected ROI % to Buyer on Trade Date P&L on current date based on actual option contract value ROI on P&L on current date based on actual option contract value Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % + 1% Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % + 2% Estimated Probability on Trade Date of Ticker crossing the Straddle Premium % + 3% 50% Probability that the stock/ETF will move Atleast 75% Probability that the stock/ETF will move Atleast 25% Probability that the stock/ETF will move Atleast IV Mean on Trade Date IV Mean on Current Date ATM Strike Call Price on Trade Date Put Price on Trade Date Call Price on Current Date Put Price on Current Date
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/SFIX/st/2019-08-21/1759/ 9 7 SFIX Stock Stitch Fix, Inc. 20.13 20.13 0.00 % 1.35 1.35 6.71 % 0.64 47.41 % 0.00 0.00 56.09 % 48.45 % 43.44 % 39.62 % 7.50 4.00 13.50 0.53 0.53 20.00 0.75 0.60 0.75 0.60
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/UAL/st/2019-08-21/1916/ 9 7 UAL Stock United Continental Holdings, Inc. 85.29 85.29 0.00 % 2.65 2.66 3.11 % 1.15 43.40 % 0.00 0.19 53.01 % 41.05 % 30.73 % 24.00 % 3.50 1.50 6.00 0.25 0.25 85.00 1.52 1.14 1.52 1.14
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/NRG/st/2019-08-21/1801/ 9 7 NRG Stock NRG Energy, Inc. 35.78 35.78 0.00 % 1.15 1.15 3.21 % 0.50 43.48 % 0.00 0.00 51.00 % 38.97 % 30.80 % 23.07 % 3.50 1.50 6.00 0.25 0.25 36.00 0.48 0.68 0.48 0.68
Aug 21 2019 Aug 21 2019 Aug 23 2019 https://www.raltin.com/CZR/st/2019-08-21/1794/ 2 2 CZR Stock Caesars Entertainment Corporation 11.60 11.60 0.00 % 0.23 0.23 1.98 % 0.17 73.91 % -0.01 -2.17 50.96 % 37.04 % 25.34 % 17.84 % 2.50 1.00 4.50 0.31 0.31 11.50 0.17 0.06 0.17 0.06
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/CZR/st/2019-08-21/1795/ 9 7 CZR Stock Caesars Entertainment Corporation 11.60 11.60 0.00 % 0.28 0.28 2.41 % 0.54 192.86 % -0.01 -1.79 68.41 % 58.02 % 50.07 % 41.62 % 5.00 2.00 9.50 0.18 0.18 11.50 0.20 0.08 0.20 0.08
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/OKE/st/2019-08-21/1699/ 9 7 OKE Stock ONEOK, Inc. 71.18 71.18 0.00 % 1.80 1.80 2.53 % 1.08 60.00 % 0.00 0.00 52.51 % 38.61 % 28.65 % 20.85 % 3.00 1.50 5.00 0.20 0.20 71.00 1.03 0.78 1.03 0.78
Aug 21 2019 Aug 21 2019 Aug 23 2019 https://www.raltin.com/CRON/st/2019-08-21/1780/ 2 2 CRON Stock Cronos Group Inc. 12.00 12.00 0.00 % 0.41 0.41 3.42 % 0.29 70.73 % 0.00 -1.22 56.02 % 46.22 % 36.13 % 30.25 % 4.50 2.00 8.50 0.57 0.57 12.00 0.20 0.21 0.20 0.21
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/CRON/st/2019-08-21/1781/ 9 7 CRON Stock Cronos Group Inc. 12.00 12.00 0.00 % 0.83 0.84 6.92 % 0.53 63.86 % 0.01 0.60 57.10 % 51.42 % 48.01 % 42.05 % 8.50 3.50 15.00 0.56 0.56 12.00 0.41 0.43 0.41 0.43
Aug 21 2019 Aug 21 2019 Aug 23 2019 https://www.raltin.com/LNG/st/2019-08-21/1749/ 2 2 LNG Stock Cheniere Energy, Inc. 61.32 61.32 0.00 % 1.02 1.03 1.66 % 0.41 40.20 % 0.00 0.49 52.11 % 31.33 % 19.13 % 11.35 % 2.00 1.00 3.00 0.28 0.28 61.50 0.41 0.62 0.41 0.62
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/CLF/st/2019-08-21/1879/ 9 7 CLF Stock Cleveland-Cliffs Inc. 8.25 8.25 0.00 % 0.54 0.54 6.55 % 0.23 42.59 % -0.01 -0.93 51.07 % 45.77 % 40.69 % 35.82 % 7.00 3.00 12.50 0.49 0.49 8.00 0.40 0.14 0.40 0.14
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/SQ/st/2019-08-21/1836/ 9 7 SQ Stock Square, Inc. 65.41 65.41 0.00 % 2.80 2.80 4.28 % 1.33 47.50 % 0.00 0.00 50.76 % 44.36 % 37.09 % 31.34 % 5.00 2.00 9.00 0.34 0.34 65.50 1.39 1.42 1.39 1.42
Aug 21 2019 Aug 21 2019 Aug 23 2019 https://www.raltin.com/ROKU/st/2019-08-21/1856/ 2 2 ROKU Stock Roku, Inc. 138.58 138.58 0.00 % 4.38 4.38 3.16 % 2.45 55.94 % 0.00 -0.11 51.52 % 39.13 % 31.52 % 22.61 % 3.50 2.00 6.00 0.53 0.53 139.00 1.99 2.39 1.99 2.39
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/ROKU/st/2019-08-21/1857/ 9 7 ROKU Stock Roku, Inc. 138.58 138.58 0.00 % 8.72 8.73 6.29 % 5.36 61.47 % 0.00 0.06 58.68 % 53.85 % 47.03 % 41.32 % 8.00 4.00 13.00 0.50 0.50 139.00 4.18 4.55 4.18 4.55
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/FXE/st/2019-08-21/1811/ 9 7 FXE ETF CurrencyShares Euro ETF 105.41 105.41 0.00 % 0.70 0.70 0.66 % 0.35 50.00 % 0.00 -0.71 51.29 % 16.26 % 4.51 % 1.36 % 1.00 0.50 1.50 0.05 0.05 105.50 0.32 0.38 0.32 0.38
Aug 21 2019 Aug 21 2019 Aug 30 2019 https://www.raltin.com/BHC/st/2019-08-21/1775/ 9 7 BHC Stock Bausch Health Companies Inc. 22.40 22.40 0.00 % 1.04 1.05 4.64 % 0.66 63.46 % 0.00 0.48 56.02 % 49.14 % 41.12 % 35.96 % 5.50 2.50 10.00 0.37 0.37 22.50 0.48 0.57 0.48 0.57