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Calendar Straddle Screener For NKE Report Date:

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Data is delayed from April 12, 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 NKE 92.00 90.00 17 May '24 35 C
P
0.266
0.228
513
489
4.05
1.65
5.70 21 Jun '24 70 C
P
0.256
0.230
503
143
5.30
2.68
7.98 (2.28) 3.04 2.28 1.33 0.008
2 NKE 92.00 90.00 3 May '24 21 C
P
0.265
0.228
272
36
3.40
1.09
4.49 21 Jun '24 70 C
P
0.256
0.230
503
143
5.30
2.68
7.98 (3.49) 2.84 3.49 0.81 0.007
3 NKE 92.00 90.00 24 May '24 42 C
P
0.265
0.224
19
19
4.35
1.80
6.15 21 Jun '24 70 C
P
0.256
0.230
503
143
5.30
2.68
7.98 (1.83) 2.92 1.83 1.60 0.003
4 NKE 92.00 92.50 17 May '24 35 C
P
0.255
0.216
800
268
2.66
2.68
5.34 21 Jun '24 70 C
P
0.247
0.223
154
438
3.90
3.80
7.70 (2.36) 2.93 2.36 1.24 0.001
5 NKE 92.00 90.00 10 May '24 28 C
P
0.262
0.219
10
15
3.70
1.22
4.92 21 Jun '24 70 C
P
0.256
0.230
503
143
5.30
2.68
7.98 (3.06) 2.79 3.06 0.91 -0.005
6 NKE 92.00 90.00 21 Jun '24 70 C
P
0.256
0.230
503
143
5.20
2.65
7.85 19 Jul '24 98 C
P
0.301
0.271
55
36
6.95
4.05
11.00 (3.15) 2.43 3.15 0.77 -0.086
7 NKE 92.00 92.50 21 Jun '24 70 C
P
0.247
0.223
154
438
3.75
3.70
7.45 19 Jul '24 98 C
P
0.296
0.266
71
83
5.60
5.20
10.80 (3.35) 2.29 3.35 0.68 -0.091
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