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Butterfly Diagonal Screener For GOLD Report Date:

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# Stock Stock
Price
Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days Strike P/C IVol Volume Price Leg Price Expiry Days Strike P/C IVol Volume Price Leg Price
1 GOLD 17.39 10 May '24 36 16.50 C
P
0.373
0.308
4
2
1.26
0.29
1.55 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 0.32 1.00 -1.18 -0.85 0.043
2 GOLD 17.39 10 May '24 36 17.50 C
P
0.357
0.315
8
2
0.66
0.69
1.35 21 Jun '24 78 18.00
17.00
C
P
0.325
0.307
941
58
0.81
0.78
1.59 (0.24) 0.79 -0.74 -1.07 0.040
3 GOLD 17.39 10 May '24 36 16.50 C
P
0.373
0.308
4
2
1.26
0.29
1.55 21 Jun '24 78 17.00
16.00
C
P
0.334
0.313
1,804
290
1.31
0.42
1.73 (0.18) 0.80 -0.68 -1.18 0.035
4 GOLD 17.39 10 May '24 36 17.50 C
P
0.357
0.315
8
2
0.66
0.69
1.35 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 0.12 0.86 -1.38 -0.62 0.034
5 GOLD 17.39 10 May '24 36 17.00 C
P
0.350
0.321
15
9
0.93
0.47
1.40 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 0.17 0.83 -0.83 -1.00 0.033
6 GOLD 17.39 3 May '24 29 16.50 C
P
0.345
0.321
17
154
1.19
0.24
1.43 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 0.20 0.98 -1.30 -0.75 0.028
7 GOLD 17.39 3 May '24 29 17.00 C
P
0.351
0.314
17
7
0.85
0.41
1.26 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 0.03 0.80 -0.97 -0.82 0.028
8 GOLD 17.39 3 May '24 29 16.50 C
P
0.345
0.321
17
154
1.19
0.24
1.43 21 Jun '24 78 17.00
16.00
C
P
0.334
0.313
1,804
290
1.31
0.42
1.73 (0.30) 0.80 -0.80 -1.00 0.020
9 GOLD 17.39 17 May '24 43 17.00 C
P
0.346
0.308
459
571
1.02
0.53
1.55 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 0.32 0.87 -0.68 -1.28 0.015
10 GOLD 17.39 3 May '24 29 17.50 C
P
0.345
0.299
61
11
0.58
0.50
1.08 21 Jun '24 78 18.00
17.00
C
P
0.325
0.307
941
58
0.81
0.78
1.59 (0.51) 0.64 -1.01 -0.63 0.012
11 GOLD 17.39 3 May '24 29 17.50 C
P
0.345
0.299
61
11
0.58
0.50
1.08 21 Jun '24 78 18.00
16.00
C
P
0.325
0.313
941
290
0.81
0.42
1.23 (0.15) 0.69 -1.65 -0.42 0.006
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