Calendar Straddle Screener for XLF


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Data is delayed from April 18, 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
#	Stock	Stock Price	Strike	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol

1	XLF	39.86	39.00	3 May '24	15	C P	0.235 0.175	10 53	0.97 0.05	1.02	28 Jun '24	71	C P	0.193 0.163	944 2	2.12 0.78	2.90	(1.88)	0.27	1.88	0.14	0.055
2	XLF	39.86	39.00	3 May '24	15	C P	0.235 0.175	10 53	0.97 0.05	1.02	21 Jun '24	64	C P	0.205 0.159	53 1,680	2.08 0.76	2.84	(1.82)	0.23	1.82	0.13	0.047
3	XLF	39.86	41.00	3 May '24	15	C P	0.185 0.148	1,409 39	0.09 0.99	1.08	21 Jun '24	64	C P	0.169 0.127	143 87	0.74 1.66	2.40	(1.32)	0.44	1.32	0.33	0.038
4	XLF	39.86	39.00	24 May '24	36	C P	0.207 0.174	2 1	1.38 0.39	1.77	28 Jun '24	71	C P	0.193 0.163	944 2	2.12 0.78	2.90	(1.13)	0.56	1.13	0.50	0.025
5	XLF	39.86	39.00	24 May '24	36	C P	0.207 0.174	2 1	1.38 0.39	1.77	21 Jun '24	64	C P	0.205 0.159	53 1,680	2.08 0.76	2.84	(1.07)	0.47	1.07	0.44	0.016
6	XLF	39.86	41.00	24 May '24	36	C P	0.164 0.139	13 2	0.34 1.12	1.46	21 Jun '24	64	C P	0.169 0.127	143 87	0.74 1.66	2.40	(0.94)	0.38	0.94	0.40	0.008
7	XLF	39.86	41.00	17 May '24	29	C P	0.166 0.137	2,319 276	0.30 1.13	1.43	21 Jun '24	64	C P	0.169 0.127	143 87	0.74 1.66	2.40	(0.97)	0.51	0.97	0.53	0.007
8	XLF	39.86	39.00	17 May '24	29	C P	0.190 0.171	25 7,679	1.20 0.22	1.42	28 Jun '24	71	C P	0.193 0.163	944 2	2.12 0.78	2.90	(1.48)	0.38	1.48	0.26	0.005
9	XLF	39.86	40.00	21 Jun '24	64	C P	0.190 0.141	420 6,420	1.15 0.94	2.09	19 Jul '24	92	C P	0.181 0.151	29 252	1.64 1.27	2.91	(0.82)	0.62	0.82	0.76	-0.000
10	XLF	39.86	40.00	17 May '24	29	C P	0.183 0.146	14,478 6,613	0.64 0.70	1.34	21 Jun '24	64	C P	0.190 0.141	420 6,420	1.26 0.99	2.25	(0.91)	0.70	0.91	0.77	-0.003
11	XLF	39.86	39.00	17 May '24	29	C P	0.190 0.171	25 7,679	1.20 0.22	1.42	21 Jun '24	64	C P	0.205 0.159	53 1,680	2.08 0.76	2.84	(1.42)	0.31	1.42	0.22	-0.003
12	XLF	39.86	40.00	3 May '24	15	C P	0.175 0.151	26 315	0.31 0.36	0.67	21 Jun '24	64	C P	0.190 0.141	420 6,420	1.26 0.99	2.25	(1.58)	0.34	1.58	0.22	-0.005
13	XLF	39.86	40.00	24 May '24	36	C P	0.182 0.140	4 6	0.79 0.56	1.35	21 Jun '24	64	C P	0.190 0.141	420 6,420	1.26 0.99	2.25	(0.90)	0.54	0.90	0.60	-0.010
14	XLF	39.86	40.00	10 May '24	22	C P	0.178 0.141	67 32	0.43 0.45	0.88	21 Jun '24	64	C P	0.190 0.141	420 6,420	1.26 0.99	2.25	(1.37)	0.40	1.37	0.29	-0.013
15	XLF	39.86	41.00	21 Jun '24	64	C P	0.169 0.127	143 87	0.64 1.41	2.05	19 Jul '24	92	C P	0.171 0.142	146 10	0.99 2.04	3.03	(0.98)	0.41	0.98	0.42	-0.018
16	XLF	39.86	40.00	31 May '24	43	C P	0.181 0.128	1 2	0.87 0.60	1.47	21 Jun '24	64	C P	0.190 0.141	420 6,420	1.26 0.99	2.25	(0.78)	0.46	0.78	0.59	-0.023
17	XLF	39.86	41.00	10 May '24	22	C P	0.166 0.092	7 17	0.09 1.04	1.13	21 Jun '24	64	C P	0.169 0.127	143 87	0.74 1.66	2.40	(1.27)	0.35	1.27	0.28	-0.038

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