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Calendar Straddle Screener For DOCU Report Date:

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# 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 DOCU 58.80 60.00 21 Jun '24 78 C
P
0.431
0.389
70
46
4.05
4.65
8.70 19 Jul '24 106 C
P
0.413
0.370
19
35
4.85
5.30
10.15 (1.45) 3.65 1.45 2.52 0.037
2 DOCU 58.80 57.50 21 Jun '24 78 C
P
0.439
0.396
54
47
5.35
3.50
8.85 19 Jul '24 106 C
P
0.422
0.377
8
21
6.15
4.10
10.25 (1.40) 3.58 1.40 2.56 0.035
3 DOCU 58.80 57.50 17 May '24 43 C
P
0.352
0.320
6
26
3.40
1.82
5.22 21 Jun '24 78 C
P
0.439
0.396
54
47
5.55
3.65
9.20 (3.98) 1.86 3.98 0.47 -0.162
4 DOCU 58.80 60.00 17 May '24 43 C
P
0.353
0.291
80
59
2.13
2.95
5.08 21 Jun '24 78 C
P
0.431
0.389
70
46
4.30
4.95
9.25 (4.17) 1.82 4.17 0.44 -0.176
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