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Calendar Straddle Screener For GOLD Report Date:

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Data is delayed from April 5, 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 GOLD 17.86 18.00 3 May '24 28 C
P
0.376
0.324
127
30
0.61
0.66
1.27 21 Jun '24 77 C
P
0.335
0.314
2,244
150
1.06
1.10
2.16 (0.89) 0.80 0.89 0.90 0.051
2 GOLD 17.86 19.00 17 May '24 42 C
P
0.358
0.318
2,763
9
0.43
1.46
1.89 21 Jun '24 77 C
P
0.340
0.300
1,693
32
0.72
2.06
2.78 (0.89) 0.59 0.89 0.66 0.037
3 GOLD 17.86 17.00 17 May '24 42 C
P
0.363
0.322
2,314
292
1.34
0.39
1.73 21 Jun '24 77 C
P
0.339
0.316
2,454
621
1.62
0.63
2.25 (0.52) 0.84 0.52 1.62 0.029
4 GOLD 17.86 18.00 17 May '24 42 C
P
0.352
0.317
2,625
193
0.78
0.82
1.60 21 Jun '24 77 C
P
0.335
0.314
2,244
150
1.06
1.10
2.16 (0.56) 0.86 0.56 1.54 0.020
5 GOLD 17.86 17.00 10 May '24 35 C
P
0.347
0.320
27
10
0.70
0.32
1.02 21 Jun '24 77 C
P
0.339
0.316
2,454
621
1.62
0.63
2.25 (1.23) 0.26 1.23 0.21 0.012
6 GOLD 17.86 17.00 24 May '24 49 C
P
0.347
0.318
1
19
1.11
0.42
1.53 21 Jun '24 77 C
P
0.339
0.316
2,454
621
1.62
0.63
2.25 (0.72) 0.49 0.72 0.68 0.010
7 GOLD 17.86 18.00 24 May '24 49 C
P
0.344
0.297
74
12
0.78
0.82
1.60 21 Jun '24 77 C
P
0.335
0.314
2,244
150
1.06
1.10
2.16 (0.56) 0.71 0.56 1.27 -0.009
8 GOLD 17.86 17.00 3 May '24 28 C
P
0.300
0.322
58
146
0.96
0.27
1.23 21 Jun '24 77 C
P
0.339
0.316
2,454
621
1.62
0.63
2.25 (1.02) 0.59 1.02 0.58 -0.034
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