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Calendar Straddle Screener For LLY 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 LLY 775.99 780.00 3 May '24 30 C
P		 0.366
0.334		 36
2		 29.20
30.15		 59.35 21 Jun '24 79 C
P		 0.344
0.297		 58
22		 48.60
44.25		 92.85 (33.50) 38.79 33.50 1.16 0.058
2 LLY 775.99 770.00 3 May '24 30 C
P		 0.375
0.323		 8
2		 35.70
25.40		 61.10 21 Jun '24 79 C
P		 0.344
0.299		 126
7		 53.70
39.30		 93.00 (31.90) 39.69 31.90 1.24 0.055
3 LLY 775.99 780.00 10 May '24 37 C
P		 0.374
0.312		 9
4		 32.90
32.50		 65.40 21 Jun '24 79 C
P		 0.344
0.297		 58
22		 48.60
44.25		 92.85 (27.45) 39.37 27.45 1.43 0.045
4 LLY 775.99 770.00 17 May '24 44 C
P		 0.359
0.319		 82
20		 41.35
30.50		 71.85 21 Jun '24 79 C
P		 0.344
0.299		 126
7		 53.70
39.30		 93.00 (21.15) 39.11 21.15 1.85 0.035
5 LLY 775.99 780.00 17 May '24 44 C
P		 0.357
0.316		 118
50		 36.35
35.40		 71.75 21 Jun '24 79 C
P		 0.344
0.297		 58
22		 48.60
44.25		 92.85 (21.10) 39.75 21.10 1.88 0.032
6 LLY 775.99 780.00 21 Jun '24 79 C
P		 0.344
0.297		 58
22		 47.65
43.50		 91.15 19 Jul '24 107 C
P		 0.335
0.290		 10
6		 56.45
49.25		 105.70 (14.55) 38.33 14.55 2.63 0.016
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