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Calendar Straddle Screener For TSM 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 TSM 142.00 145.00 3 May '24 30 C
P
0.458
0.422
53
1
6.05
8.40
14.45 21 Jun '24 79 C
P
0.412
0.375
322
576
9.75
11.40
21.15 (6.70) 9.80 6.70 1.46 0.094
2 TSM 142.00 140.00 3 May '24 30 C
P
0.456
0.422
51
25
8.35
5.70
14.05 21 Jun '24 79 C
P
0.411
0.376
2,402
32
12.05
8.75
20.80 (6.75) 9.18 6.75 1.36 0.092
3 TSM 142.00 140.00 10 May '24 37 C
P
0.453
0.408
8
80
9.00
6.25
15.25 21 Jun '24 79 C
P
0.411
0.376
2,402
32
12.05
8.75
20.80 (5.55) 9.17 5.55 1.65 0.074
4 TSM 142.00 145.00 10 May '24 37 C
P
0.448
0.409
17
1
6.70
8.90
15.60 21 Jun '24 79 C
P
0.412
0.375
322
576
9.75
11.40
21.15 (5.55) 9.70 5.55 1.75 0.070
5 TSM 142.00 140.00 17 May '24 44 C
P
0.440
0.396
383
377
9.60
6.65
16.25 21 Jun '24 79 C
P
0.411
0.376
2,402
32
12.05
8.75
20.80 (4.55) 8.86 4.55 1.95 0.049
6 TSM 142.00 145.00 17 May '24 44 C
P
0.438
0.397
924
14
7.25
9.30
16.55 21 Jun '24 79 C
P
0.412
0.375
322
576
9.75
11.40
21.15 (4.60) 9.29 4.60 2.02 0.048
7 TSM 142.00 145.00 19 Jul '24 107 C
P
0.405
0.369
380
2
11.30
12.50
23.80 16 Aug '24 135 C
P
0.397
0.360
35
13
12.85
13.55
26.40 (2.60) 9.30 2.60 3.58 0.018
8 TSM 142.00 140.00 19 Jul '24 107 C
P
0.407
0.369
53
200
13.65
9.85
23.50 16 Aug '24 135 C
P
0.398
0.361
24
2
15.20
10.90
26.10 (2.60) 8.92 2.60 3.43 0.017
9 TSM 142.00 145.00 21 Jun '24 79 C
P
0.412
0.375
322
576
9.60
11.25
20.85 19 Jul '24 107 C
P
0.405
0.369
380
2
11.45
12.65
24.10 (3.25) 8.92 3.25 2.74 0.012
10 TSM 142.00 140.00 21 Jun '24 79 C
P
0.411
0.376
2,402
32
11.85
8.60
20.45 19 Jul '24 107 C
P
0.407
0.369
53
200
13.75
10.00
23.75 (3.30) 8.48 3.30 2.57 0.011
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