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Calendar Straddle Screener For AUY Report Date:

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Data is delayed from February 11, 2021. 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 AUY 4.93 4.50 19 Mar '21 36 C
P
0.639
0.620
17
4
0.52
0.14
0.66 16 Apr '21 64 C
P
0.521
0.563
124
114
0.72
0.33
1.05 (0.39) 0.14 0.39 0.36 0.175
2 AUY 4.93 5.00 5 Mar '21 22 C
P
0.563
0.667
135
25
0.20
0.28
0.48 16 Apr '21 64 C
P
0.555
0.585
2,109
14
0.45
0.58
1.03 (0.55) 0.21 0.55 0.38 0.090
3 AUY 4.93 4.50 12 Mar '21 29 C
P
0.605
0.561
10
2
0.50
0.11
0.61 16 Apr '21 64 C
P
0.521
0.563
124
114
0.72
0.33
1.05 (0.44) 0.15 0.44 0.34 0.081
4 AUY 4.93 5.00 12 Mar '21 29 C
P
0.563
0.599
145
126
0.22
0.32
0.54 16 Apr '21 64 C
P
0.555
0.585
2,109
14
0.45
0.58
1.03 (0.49) 0.20 0.49 0.41 0.021
5 AUY 4.93 4.50 5 Mar '21 22 C
P
0.510
0.592
6
3
0.46
0.08
0.54 16 Apr '21 64 C
P
0.521
0.563
124
114
0.72
0.33
1.05 (0.51) 0.14 0.51 0.27 0.017
6 AUY 4.93 5.00 19 Mar '21 36 C
P
0.562
0.586
713
96
0.31
0.36
0.67 16 Apr '21 64 C
P
0.555
0.585
2,109
14
0.45
0.58
1.03 (0.36) 0.26 0.36 0.72 0.007
7 AUY 4.93 4.00 26 Mar '21 43 C
P
0.415
0.643
4
20
0.18
0.04
0.22 16 Apr '21 64 C
P
0.483
0.598
236
3
1.07
0.15
1.22 (1.00) -0.60 1.00 -0.60 -0.022
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