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Calendar Straddle Screener For COP Report Date:

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Data is delayed from April 4, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Strike Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days P/C IVol Volume Price Leg Price Expiry Days P/C IVol Volume Price Leg Price
1 COP 131.75 130.00 17 May '24 43 C
P
0.254
0.253
150
88
5.40
3.50
8.90 21 Jun '24 78 C
P
0.244
0.239
266
445
7.05
4.85
11.90 (3.00) 4.64 3.00 1.55 0.024
2 COP 131.75 130.00 21 Jun '24 78 C
P
0.244
0.239
266
445
6.90
4.70
11.60 19 Jul '24 106 C
P
0.248
0.234
27
214
8.25
5.55
13.80 (2.20) 4.60 2.20 2.09 0.001
3 COP 131.75 130.00 19 Jul '24 106 C
P
0.248
0.234
27
214
8.10
5.40
13.50 16 Aug '24 134 C
P
0.250
0.246
27
1
9.45
6.60
16.05 (2.55) 4.44 2.55 1.74 -0.014
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