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Calendar Straddle Screener For CLF 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 CLF 22.42 21.00 17 May '24 43 C
P		 0.454
0.413		 61
98		 2.16
0.62		 2.78 21 Jun '24 78 C
P		 0.424
0.387		 132
52		 2.75
0.93		 3.68 (0.90) 1.17 0.90 1.30 0.056
2 CLF 22.42 22.00 17 May '24 43 C
P		 0.441
0.404		 110
52		 1.55
1.01		 2.56 21 Jun '24 78 C
P		 0.422
0.379		 74
2		 2.00
1.34		 3.34 (0.78) 1.36 0.78 1.74 0.044
3 CLF 22.42 23.00 17 May '24 43 C
P		 0.436
0.397		 99
227		 1.08
1.52		 2.60 21 Jun '24 78 C
P		 0.417
0.373		 49
300		 1.51
1.85		 3.36 (0.76) 1.45 0.76 1.91 0.043
4 CLF 22.42 23.00 10 May '24 36 C
P		 0.402
0.415		 3
1		 0.76
1.42		 2.18 21 Jun '24 78 C
P		 0.417
0.373		 49
300		 1.51
1.85		 3.36 (1.18) 1.25 1.18 1.06 0.027
5 CLF 22.42 23.00 21 Jun '24 78 C
P		 0.417
0.373		 49
300		 1.47
1.82		 3.29 19 Jul '24 106 C
P		 0.415
0.369		 95
10		 1.81
2.07		 3.88 (0.59) 1.37 0.59 2.32 0.005
6 CLF 22.42 21.00 21 Jun '24 78 C
P		 0.424
0.387		 132
52		 2.36
0.91		 3.27 19 Jul '24 106 C
P		 0.483
0.382		 10
60		 3.40
1.14		 4.54 (1.27) 0.70 1.27 0.55 -0.053
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