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Calendar Straddle Screener For XLE Report Date:

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Data is delayed from April 4, 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 XLE 97.04 98.00 17 May '24 43 C
P		 0.222
0.183		 499
434		 2.45
2.74		 5.19 21 Jun '24 78 C
P		 0.214
0.166		 210
90		 4.00
5.95		 9.95 (4.76) -0.23 4.76 -0.05 0.025
2 XLE 97.04 98.00 28 Jun '24 85 C
P		 0.218
0.195		 6
2		 2.94
3.35		 6.29 19 Jul '24 106 C
P		 0.213
0.177		 20
31		 5.20
6.20		 11.40 (5.11) -1.54 5.11 -0.30 0.022
3 XLE 97.04 96.00 17 May '24 43 C
P		 0.224
0.182		 187
558		 3.45
1.83		 5.28 21 Jun '24 78 C
P		 0.220
0.173		 26
162		 5.00
4.50		 9.50 (4.22) 0.37 4.22 0.09 0.013
4 XLE 97.04 96.00 21 Jun '24 78 C
P		 0.220
0.173		 26
162		 2.93
2.19		 5.12 19 Jul '24 106 C
P		 0.206
0.178		 23
8		 7.40
4.50		 11.90 (6.78) -2.78 6.78 -0.41 0.009
5 XLE 97.04 97.00 21 Jun '24 78 C
P		 0.222
0.182		 139
90		 3.70
2.60		 6.30 19 Jul '24 106 C
P		 0.205
0.191		 11
3		 5.85
5.80		 11.65 (5.35) -1.18 5.35 -0.22 0.008
6 XLE 97.04 97.00 17 May '24 43 C
P		 0.223
0.185		 663
433		 2.96
2.24		 5.20 21 Jun '24 78 C
P		 0.222
0.182		 139
90		 5.35
5.00		 10.35 (5.15) -0.38 5.15 -0.07 0.004
7 XLE 97.04 97.00 19 Jul '24 106 C
P		 0.205
0.191		 11
3		 3.40
2.92		 6.32 16 Aug '24 134 C
P		 0.200
0.193		 1,661
2,264		 6.75
5.80		 12.55 (6.23) -2.09 6.23 -0.34 0.003
8 XLE 97.04 97.00 10 May '24 36 C
P		 0.227
0.177		 21
7		 1.24
1.70		 2.94 21 Jun '24 78 C
P		 0.222
0.182		 139
90		 5.35
5.00		 10.35 (7.41) -2.17 7.41 -0.29 -0.001
9 XLE 97.04 98.00 17 May '24 43 C
P		 0.222
0.183		 499
434		 2.45
2.74		 5.19 28 Jun '24 85 C
P		 0.218
0.195		 6
2		 4.25
5.10		 9.35 (4.16) 1.25 4.16 0.30 -0.008
10 XLE 97.04 96.00 3 May '24 29 C
P		 0.195
0.188		 59
14		 2.46
0.95		 3.41 21 Jun '24 78 C
P		 0.220
0.173		 26
162		 5.00
4.50		 9.50 (6.09) -0.63 6.09 -0.10 -0.009
11 XLE 97.04 98.00 21 Jun '24 78 C
P		 0.214
0.166		 210
90		 2.92
3.25		 6.17 19 Jul '24 106 C
P		 0.213
0.177		 20
31		 5.20
6.20		 11.40 (5.23) -1.08 5.23 -0.21 -0.010
12 XLE 97.04 96.00 19 Jul '24 106 C
P		 0.206
0.178		 23
8		 3.40
2.45		 5.85 16 Aug '24 134 C
P		 0.210
0.188		 3
1		 7.85
5.50		 13.35 (7.50) -3.35 7.50 -0.45 -0.014
13 XLE 97.04 97.00 3 May '24 29 C
P		 0.212
0.173		 49
22		 2.20
1.32		 3.52 21 Jun '24 78 C
P		 0.222
0.182		 139
90		 5.35
5.00		 10.35 (6.83) -1.16 6.83 -0.17 -0.019
14 XLE 97.04 98.00 3 May '24 29 C
P		 0.198
0.157		 86
8		 1.62
2.20		 3.82 21 Jun '24 78 C
P		 0.214
0.166		 210
90		 4.00
5.95		 9.95 (6.13) -0.74 6.13 -0.12 -0.025
15 XLE 97.04 98.00 3 May '24 29 C
P		 0.198
0.157		 86
8		 1.62
2.20		 3.82 28 Jun '24 85 C
P		 0.218
0.195		 6
2		 4.25
5.10		 9.35 (5.53) 0.74 5.53 0.13 -0.058
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