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Calendar Straddle Screener For CSCO 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 CSCO 47.25 46.00 5 Mar '21 29 C
P
0.315
0.339
41
1
2.18
1.18
3.36 16 Apr '21 71 C
P
0.271
0.312
645
540
3.15
1.99
5.14 (1.78) 1.80 1.78 1.01 0.071
2 CSCO 47.25 47.00 12 Mar '21 36 C
P
0.309
0.326
11
3
1.91
1.70
3.61 16 Apr '21 71 C
P
0.266
0.300
784
292
2.45
2.63
5.08 (1.47) 1.77 1.47 1.20 0.069
3 CSCO 47.25 46.00 12 Mar '21 36 C
P
0.317
0.318
4
11
2.48
1.28
3.76 16 Apr '21 71 C
P
0.271
0.312
645
540
3.15
1.99
5.14 (1.38) 1.88 1.38 1.36 0.053
4 CSCO 47.25 47.00 19 Mar '21 43 C
P
0.300
0.302
952
176
2.03
1.79
3.82 16 Apr '21 71 C
P
0.266
0.300
784
292
2.45
2.63
5.08 (1.26) 1.63 1.26 1.29 0.037
5 CSCO 47.25 48.00 19 Mar '21 43 C
P
0.303
0.296
1,782
6
1.59
2.31
3.90 16 Apr '21 71 C
P
0.265
0.298
510
7
1.95
2.99
4.94 (1.04) 1.89 1.04 1.82 0.036
6 CSCO 47.25 46.00 19 Mar '21 43 C
P
0.299
0.309
647
175
2.55
1.38
3.93 16 Apr '21 71 C
P
0.271
0.312
645
540
3.15
1.99
5.14 (1.21) 1.70 1.21 1.40 0.026
7 CSCO 47.25 47.00 18 Jun '21 134 C
P
0.274
0.310
349
432
3.15
3.25
6.40 16 Jul '21 162 C
P
0.265
0.314
89
5
3.55
3.95
7.50 (1.10) 1.85 1.10 1.68 0.005
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