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Calendar Straddle Screener For LULU 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 LULU 356.87 360.00 21 Jun '24 77 C
P
0.371
0.321
64
110
23.05
22.05
45.10 19 Jul '24 105 C
P
0.358
0.310
34
11
26.80
24.60
51.40 (6.30) 19.78 6.30 3.14 0.023
2 LULU 356.87 350.00 21 Jun '24 77 C
P
0.369
0.327
20
92
27.85
17.45
45.30 19 Jul '24 105 C
P
0.367
0.316
10
9
32.65
19.95
52.60 (7.30) 18.63 7.30 2.55 0.013
3 LULU 356.87 350.00 24 May '24 49 C
P
0.313
0.250
3
6
17.45
8.30
25.75 21 Jun '24 77 C
P
0.369
0.327
20
92
29.10
17.70
46.80 (21.05) 5.37 21.05 0.26 -0.134
4 LULU 356.87 360.00 24 May '24 49 C
P
0.286
0.248
15
3
12.55
13.70
26.25 21 Jun '24 77 C
P
0.371
0.321
64
110
23.30
22.30
45.60 (19.35) 7.67 19.35 0.40 -0.158
5 LULU 356.87 350.00 17 May '24 42 C
P
0.289
0.245
16
341
17.50
8.45
25.95 21 Jun '24 77 C
P
0.369
0.327
20
92
29.10
17.70
46.80 (20.85) 8.80 20.85 0.42 -0.163
6 LULU 356.87 360.00 3 May '24 28 C
P
0.274
0.248
35
18
9.10
10.75
19.85 21 Jun '24 77 C
P
0.371
0.321
64
110
23.30
22.30
45.60 (25.75) 10.27 25.75 0.40 -0.170
7 LULU 356.87 360.00 10 May '24 35 C
P
0.268
0.250
14
4
9.50
10.95
20.45 21 Jun '24 77 C
P
0.371
0.321
64
110
23.30
22.30
45.60 (25.15) 8.14 25.15 0.32 -0.174
8 LULU 356.87 360.00 17 May '24 42 C
P
0.278
0.236
81
293
11.95
12.75
24.70 21 Jun '24 77 C
P
0.371
0.321
64
110
23.30
22.30
45.60 (20.90) 9.42 20.90 0.45 -0.177
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