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Calendar Straddle Screener For CVS Report Date:

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Data is delayed from April 3, 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 CVS 74.60 75.00 3 May '24 30 C
P
0.253
0.297
42
57
1.76
2.15
3.91 21 Jun '24 79 C
P
0.239
0.239
296
75
3.25
3.50
6.75 (2.84) 2.34 2.84 0.82 0.072
2 CVS 74.60 75.00 17 May '24 44 C
P
0.245
0.267
928
269
2.35
2.91
5.26 21 Jun '24 79 C
P
0.239
0.239
296
75
3.25
3.50
6.75 (1.49) 2.87 1.49 1.93 0.034
3 CVS 74.60 72.50 17 May '24 44 C
P
0.251
0.272
131
1,329
3.70
1.78
5.48 21 Jun '24 79 C
P
0.245
0.244
62
96
4.65
2.32
6.97 (1.49) 2.83 1.49 1.90 0.033
4 CVS 74.60 75.00 16 Aug '24 135 C
P
0.233
0.250
16
65
4.20
4.35
8.55 20 Sep '24 170 C
P
0.229
0.246
646
85
4.95
4.80
9.75 (1.20) 3.14 1.20 2.62 0.007
5 CVS 74.60 72.50 16 Aug '24 135 C
P
0.237
0.253
10
225
5.60
3.25
8.85 20 Sep '24 170 C
P
0.233
0.258
20
751
6.30
3.95
10.25 (1.40) 2.93 1.40 2.09 -0.002
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