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Calendar Straddle Screener For NVO Report Date:

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# 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 NVO 127.55 125.00 17 May '24 46 C
P
0.345
0.302
20
42
7.55
4.10
11.65 21 Jun '24 81 C
P
0.337
0.286
62
77
9.60
5.50
15.10 (3.45) 6.03 3.45 1.75 0.025
2 NVO 127.55 130.00 17 May '24 46 C
P
0.340
0.294
702
32
5.05
6.55
11.60 21 Jun '24 81 C
P
0.332
0.282
51
8
7.05
8.00
15.05 (3.45) 6.27 3.45 1.82 0.020
3 NVO 127.55 130.00 21 Jun '24 81 C
P
0.332
0.282
51
8
6.95
7.85
14.80 19 Jul '24 109 C
P
0.328
0.279
346
5
8.40
8.85
17.25 (2.45) 6.11 2.45 2.49 0.007
4 NVO 127.55 125.00 21 Jun '24 81 C
P
0.337
0.286
62
77
9.40
5.35
14.75 19 Jul '24 109 C
P
0.337
0.283
56
57
10.95
6.40
17.35 (2.60) 5.81 2.60 2.23 0.002
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