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Calendar Spread Screener
Last Updated on: 11/20/2008 04:35 PM


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# Name Share$ Ret(%) Spread Cost Option Type Option$ Vol Op.Int Net IVol.  
1 BCE 27.55 499.29 0.5 BCERF 30.00 - Jun-09 - P - (Long)  5.40 38 129 11.94 Analyze Strategy
BCEOF 30.00 - Mar-09 - P - (Short) 4.90 27 389
2 XLE 39.96 445.77 1.05 JSKIM 39.00 - Sep-09 - C - (Long)  11.15 20 133 9.39 Analyze Strategy
JSKFM 39.00 - Jun-09 - C - (Short) 10.10 60 439
3 SPX 26.32 440.75 0.15 SPWWZ 25.000 - Jan-10 - P - (Long)  0.600 34 21 2.97 Analyze Strategy
SPWWZ 25.000 - Jun-09 - P - (Short) 0.450 34 21
4 HBC 45.78 432.36 1.1 HBCFI 45.00 - Jun-09 - C - (Long)  9.50 13 13 15.68 Analyze Strategy
HBCCI 45.00 - Mar-09 - C - (Short) 8.40 50 52
5 HBC 45.78 421.17 1.2 HBCFJ 50.00 - Jun-09 - C - (Long)  7.20 60 108 12.91 Analyze Strategy
HBCCJ 50.00 - Mar-09 - C - (Short) 6.00 30 52
6 AMZN 35.03 412.14 2.0 VONMG 35.00 - Jan-11 - P - (Long)  13.45 22 69 8.95 Analyze Strategy
WEWMG 35.00 - Jan-10 - P - (Short) 11.45 27 94
7 FRO 25.19 388.64 0.7 FROEE 25.00 - May-09 - C - (Long)  5.10 14 224 20.42 Analyze Strategy
FROBE 25.00 - Feb-09 - C - (Short) 4.40 46 72
8 BCE 27.55 386.41 0.7 BCERE 25.00 - Jun-09 - P - (Long)  4.10 20 173 16.85 Analyze Strategy
BCEOE 25.00 - Mar-09 - P - (Short) 3.40 48 984
9 XLE 39.96 379.96 1.0 JSKUM 39.00 - Sep-09 - P - (Long)  7.80 136 89 3.24 Analyze Strategy
JSKRM 39.00 - Jun-09 - P - (Short) 6.80 44 255
10 XLE 39.96 376.87 1.0 XGFXN 40.00 - Dec-09 - P - (Long)  9.00 48 143 1.91 Analyze Strategy
JSKUN 40.00 - Sep-09 - P - (Short) 8.00 66 48
11 HBC 45.78 372.95 1.6 YDVAJ 50.00 - Jan-10 - C - (Long)  8.40 500 520 13.94 Analyze Strategy
HBCFJ 50.00 - Jun-09 - C - (Short) 6.80 60 108
12 XLE 39.96 367.94 1.0 XGFXM 39.00 - Dec-09 - P - (Long)  8.50 73 185 1.57 Analyze Strategy
JSKUM 39.00 - Sep-09 - P - (Short) 7.50 136 89
13 PWE 12.17 361.95 0.3 PWEFV 12.50 - Jun-09 - C - (Long)  1.95 30 332 15.76 Analyze Strategy
PWECV 12.50 - Mar-09 - C - (Short) 1.65 172 414
14 MDT 29.04 359.35 1.1 VKDMF 30.00 - Jan-11 - P - (Long)  6.90 26 126 4.76 Analyze Strategy
WKVMF 30.00 - Jan-10 - P - (Short) 5.80 26 156
15 XLE 39.96 357.1 1.05 JSKUM 39.00 - Sep-09 - P - (Long)  7.80 136 89 2.36 Analyze Strategy
XLERM 39.00 - Jun-09 - P - (Short) 6.75 116 218
16 XLE 39.96 344.55 1.45 JSKFM 39.00 - Jun-09 - C - (Long)  10.45 60 439 14.96 Analyze Strategy
XLECM 39.00 - Mar-09 - C - (Short) 9.00 12 159
17 DIA 76.06 342.13 1.9 DIJFX 76.00 - Jun-09 - C - (Long)  13.05 56 66 10.33 Analyze Strategy
DIJCX 76.00 - Mar-09 - C - (Short) 11.15 34 417
18 SMH 14.70 334.04 0.38 SZSBO 15.00 - Feb-09 - C - (Long)  2.49 12 472 9.92 Analyze Strategy
SZSAO 15.00 - Jan-09 - C - (Short) 2.11 211 634
19 XLE 39.96 327.71 1.15 JSKUN 40.00 - Sep-09 - P - (Long)  8.35 66 48 1.52 Analyze Strategy
XLERN 40.00 - Jun-09 - P - (Short) 7.20 19 291
20 STT 28.69 326.38 1.9 OLDMF 30.00 - Jan-11 - P - (Long)  11.00 40 50 6.09 Analyze Strategy
WRHMX 30.00 - Jan-10 - P - (Short) 9.10 15 79
21 LLY 29.91 316.04 1.1 VILAF 30.00 - Jan-11 - C - (Long)  7.00 90 450 17.61 Analyze Strategy
WILAF 30.00 - Jan-10 - C - (Short) 5.90 19 255
22 SUN 28.41 311.01 1.8 VUNAF 30.00 - Jan-11 - C - (Long)  9.80 32 21 16.69 Analyze Strategy
WUDAF 30.00 - Jan-10 - C - (Short) 8.00 43 418
23 CCL 15.02 300.9 1.2 VKRAW 17.50 - Jan-11 - C - (Long)  5.30 41 41 13.16 Analyze Strategy
WKHAW 17.50 - Jan-10 - C - (Short) 4.10 18 284
24 MDY 76.20 292.96 2.5 DYJFB 80.00 - Jun-09 - C - (Long)  12.90 21 156 10.86 Analyze Strategy
DYJCB 80.00 - Mar-09 - C - (Short) 10.40 71 567
25 HBC 45.78 291.27 1.8 YDVAI 45.00 - Jan-10 - C - (Long)  10.70 127 95 14.75 Analyze Strategy
HBCFI 45.00 - Jun-09 - C - (Short) 8.90 13 13
26 FO 31.36 290.32 1.2 FOFG 35.00 - Jun-09 - C - (Long)  5.10 20 83 10.36 Analyze Strategy
FOCG 35.00 - Mar-09 - C - (Short) 3.90 11 39
27 XLE 39.96 287.54 1.3 XLERN 40.00 - Jun-09 - P - (Long)  7.35 19 291 5.89 Analyze Strategy
JSKON 40.00 - Mar-09 - P - (Short) 6.05 20 739
28 SPY 75.45 287.24 3.3 CYULW 75.00 - Dec-10 - C - (Long)  19.50 49 946 10.57 Analyze Strategy
YQNLW 75.00 - Dec-09 - C - (Short) 16.20 30 30
29 FDX 56.75 285.68 3.6 VFXML 60.000 - Jan-11 - P - (Long)  19.200 20 120 0.98 Analyze Strategy
WFXML 60.000 - Jan-10 - P - (Short) 15.600 14 188
30 XLE 39.96 283.09 1.3 XLERM 39.00 - Jun-09 - P - (Long)  6.90 116 218 6.1 Analyze Strategy
JSKOM 39.00 - Mar-09 - P - (Short) 5.60 37 193
31 HBC 45.78 281.58 2.4 YDVAJ 50.00 - Jan-10 - C - (Long)  8.40 500 520 26.85 Analyze Strategy
HBCCJ 50.00 - Mar-09 - C - (Short) 6.00 30 52
32 HBC 45.78 278.53 1.7 HBCRI 45.00 - Jun-09 - P - (Long)  9.10 106 161 6.06 Analyze Strategy
HBCOI 45.00 - Mar-09 - P - (Short) 7.40 87 148
33 XLE 39.96 278.49 2.15 JSKIM 39.00 - Sep-09 - C - (Long)  11.15 20 133 24.35 Analyze Strategy
XLECM 39.00 - Mar-09 - C - (Short) 9.00 12 159
34 MO 14.45 276.27 0.38 MOFC 15.000 - Jun-09 - C - (Long)  1.910 33 185 7.77 Analyze Strategy
MOCC 15.000 - Mar-09 - C - (Short) 1.530 23 663
35 XLE 39.96 276.17 1.7 XGFXM 39.00 - Dec-09 - P - (Long)  8.50 73 185 4.81 Analyze Strategy
JSKRM 39.00 - Jun-09 - P - (Short) 6.80 44 255
36 LMT 67.97 275.08 2.2 LMTRN 70.00 - Jun-09 - P - (Long)  12.80 21 87 4.46 Analyze Strategy
LMTON 70.00 - Mar-09 - P - (Short) 10.60 20 330
37 RAI 39.76 273.74 1.5 YEXAH 40.00 - Jan-10 - C - (Long)  7.40 18 51 16.14 Analyze Strategy
RAIEH 40.00 - May-09 - C - (Short) 5.90 21 57
38 DIA 76.06 271.98 2.0 DIJUX 76.00 - Sep-09 - P - (Long)  12.50 22 103 0.65 Analyze Strategy
DIJRX 76.00 - Jun-09 - P - (Short) 10.50 101 234
39 GSK 32.54 271.45 0.7 GSKBG 35.00 - Feb-09 - C - (Long)  2.95 14 69 4.84 Analyze Strategy
GSKAG 35.00 - Jan-09 - C - (Short) 2.25 25 157
40 COP 41.80 270.93 1.8 COPEI 45.000 - May-09 - C - (Long)  7.800 90 754 11.5 Analyze Strategy
COPBI 45.000 - Feb-09 - C - (Short) 6.000 69 308
41 SPY 75.45 270.31 2.4 SZCCX 76.00 - Mar-09 - C - (Long)  12.00 199 402 14.34 Analyze Strategy
SZCAX 76.00 - Jan-09 - C - (Short) 9.60 173 452
42 HBC 45.78 270.27 2.3 YDVAI 45.00 - Jan-10 - C - (Long)  10.70 127 95 30.43 Analyze Strategy
HBCCI 45.00 - Mar-09 - C - (Short) 8.40 50 52
43 RAI 39.76 265.58 1.4 OWOAH 40.00 - Jan-11 - C - (Long)  7.90 53 62 12.47 Analyze Strategy
YEXAH 40.00 - Jan-10 - C - (Short) 6.50 18 51
44 XLE 39.96 265.42 1.75 XGFXM 39.00 - Dec-09 - P - (Long)  8.50 73 185 3.93 Analyze Strategy
XLERM 39.00 - Jun-09 - P - (Short) 6.75 116 218