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Calendar Straddle Screener For CLF Report Date:

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Data is delayed from February 4, 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 CLF 15.99 16.00 5 Mar '21 29 C
P
0.749
0.794
34
76
1.29
1.26
2.55 16 Apr '21 71 C
P
0.726
0.712
533
16
2.08
2.20
4.28 (1.73) 1.34 1.73 0.77 0.105
2 CLF 15.99 16.00 12 Mar '21 36 C
P
0.733
0.778
16
2
1.37
1.39
2.76 16 Apr '21 71 C
P
0.726
0.712
533
16
2.08
2.20
4.28 (1.52) 1.28 1.52 0.84 0.073
3 CLF 15.99 15.00 5 Mar '21 29 C
P
0.733
0.757
157
92
1.72
0.78
2.50 16 Apr '21 71 C
P
0.698
0.736
137
46
2.52
1.67
4.19 (1.69) 1.18 1.69 0.70 0.057
4 CLF 15.99 17.00 5 Mar '21 29 C
P
0.727
0.763
6
20
0.89
1.88
2.77 16 Apr '21 71 C
P
0.704
0.729
371
204
1.76
2.84
4.60 (1.83) 1.42 1.83 0.78 0.057
5 CLF 15.99 15.00 19 Mar '21 43 C
P
0.735
0.745
687
233
2.07
1.09
3.16 16 Apr '21 71 C
P
0.698
0.736
137
46
2.52
1.67
4.19 (1.03) 1.30 1.03 1.26 0.047
6 CLF 15.99 16.00 26 Mar '21 50 C
P
0.720
0.741
10
1
1.62
1.64
3.26 16 Apr '21 71 C
P
0.726
0.712
533
16
2.08
2.20
4.28 (1.02) 1.13 1.02 1.11 0.023
7 CLF 15.99 16.00 19 Mar '21 43 C
P
0.726
0.735
586
32
1.56
1.54
3.10 16 Apr '21 71 C
P
0.726
0.712
533
16
2.08
2.20
4.28 (1.18) 1.31 1.18 1.11 0.022
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