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Calendar Straddle Screener For ELF Report Date:

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Data is delayed from August 23, 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 ELF 170.95 175.00 15 Nov '24 84 C
P		 0.629
0.582		 11
5		 18.90
20.80		 39.70 20 Dec '24 119 C
P		 0.605
0.561		 2
2		 22.30
23.60		 45.90 (6.20) 18.61 6.20 3.00 0.045
2 ELF 170.95 165.00 18 Oct '24 56 C
P		 0.566
0.522		 5
32		 17.90
10.60		 28.50 15 Nov '24 84 C
P		 0.644
0.589		 3
7		 24.30
16.10		 40.40 (11.90) 10.15 11.90 0.85 -0.145
3 ELF 170.95 175.00 18 Oct '24 56 C
P		 0.552
0.512		 26
51		 12.90
15.50		 28.40 15 Nov '24 84 C
P		 0.629
0.582		 11
5		 19.10
21.20		 40.30 (11.90) 11.07 11.90 0.93 -0.147
4 ELF 170.95 170.00 18 Oct '24 56 C
P		 0.561
0.514		 8
18		 15.30
12.90		 28.20 15 Nov '24 84 C
P		 0.639
0.585		 22
6		 21.70
18.50		 40.20 (12.00) 10.55 12.00 0.88 -0.148
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