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Calendar Straddle Screener For CCJ Report Date:

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Data is delayed from September 29, 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 CCJ 20.58 21.00 5 Nov '21 37 C
P
0.649
0.638
6
1
1.45
1.80
3.25 17 Dec '21 79 C
P
0.599
0.599
84
10
2.12
2.55
4.67 (1.42) 1.94 1.42 1.37 0.089
2 CCJ 20.58 21.00 19 Nov '21 51 C
P
0.631
0.625
268
125
1.71
2.08
3.79 17 Dec '21 79 C
P
0.599
0.599
84
10
2.12
2.55
4.67 (0.88) 1.85 0.88 2.10 0.058
3 CCJ 20.58 20.00 19 Nov '21 51 C
P
0.628
0.618
538
131
2.18
1.58
3.76 17 Dec '21 79 C
P
0.599
0.603
44
9
2.58
2.01
4.59 (0.83) 1.78 0.83 2.14 0.044
4 CCJ 20.58 22.00 17 Dec '21 79 C
P
0.597
0.603
88
21
1.69
3.10
4.79 21 Jan '22 114 C
P
0.578
0.578
55
6
2.13
3.55
5.68 (0.89) 2.20 0.89 2.47 0.044
5 CCJ 20.58 22.00 19 Nov '21 51 C
P
0.625
0.619
139
2
1.34
2.70
4.04 17 Dec '21 79 C
P
0.597
0.603
88
21
1.74
3.20
4.94 (0.90) 1.96 0.90 2.18 0.044
6 CCJ 20.58 20.00 17 Dec '21 79 C
P
0.599
0.603
44
9
2.54
1.96
4.50 21 Jan '22 114 C
P
0.580
0.580
44
4
2.96
2.36
5.32 (0.82) 2.00 0.82 2.44 0.042
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