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Calendar Straddle Screener For CSCO Report Date:

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# 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 CSCO 48.74 47.50 17 May '24 44 C
P
0.280
0.236
377
151
2.56
0.99
3.55 21 Jun '24 79 C
P
0.247
0.201
1,626
3,803
3.05
1.20
4.25 (0.70) 1.89 0.70 2.70 0.068
2 CSCO 48.74 50.00 17 May '24 44 C
P
0.259
0.213
457
578
1.21
2.12
3.33 21 Jun '24 79 C
P
0.228
0.186
626
285
1.59
2.34
3.93 (0.60) 1.92 0.60 3.20 0.058
3 CSCO 48.74 47.50 21 Jun '24 79 C
P
0.247
0.201
1,626
3,803
2.83
1.19
4.02 19 Jul '24 107 C
P
0.227
0.203
2
6
3.20
1.48
4.68 (0.66) 1.56 0.66 2.36 0.019
4 CSCO 48.74 50.00 21 Jun '24 79 C
P
0.228
0.186
626
285
1.55
2.30
3.85 19 Jul '24 107 C
P
0.210
0.189
534
222
1.77
2.60
4.37 (0.52) 1.64 0.52 3.15 0.015
5 CSCO 48.74 50.00 10 May '24 37 C
P
0.170
0.111
9
6
0.54
1.21
1.75 21 Jun '24 79 C
P
0.228
0.186
626
285
1.59
2.34
3.93 (2.18) 0.59 2.18 0.27 -0.133
6 CSCO 48.74 50.00 3 May '24 30 C
P
0.169
0.089
114
11
0.42
0.89
1.31 21 Jun '24 79 C
P
0.228
0.186
626
285
1.59
2.34
3.93 (2.62) 0.37 2.62 0.14 -0.156
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