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Calendar Straddle Screener For GOLD Report Date:

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Data is delayed from June 13, 2022. 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 GOLD 20.12 21.00 1 Jul '22 18 C
P
0.424
0.421
284
2
0.40
1.26
1.66 19 Aug '22 67 C
P
0.402
0.381
177
51
1.03
1.85
2.88 (1.22) 1.16 1.22 0.95 0.062
2 GOLD 20.12 20.00 1 Jul '22 18 C
P
0.427
0.424
215
144
0.79
0.66
1.45 19 Aug '22 67 C
P
0.403
0.387
173
29
1.47
1.29
2.76 (1.31) 0.97 1.31 0.74 0.060
3 GOLD 20.12 20.00 8 Jul '22 25 C
P
0.424
0.401
8
6
0.88
0.75
1.63 19 Aug '22 67 C
P
0.403
0.387
173
29
1.47
1.29
2.76 (1.13) 0.98 1.13 0.87 0.034
4 GOLD 20.12 20.00 22 Jul '22 39 C
P
0.416
0.400
9
3
1.10
0.95
2.05 19 Aug '22 67 C
P
0.403
0.387
173
29
1.47
1.29
2.76 (0.71) 1.00 0.71 1.41 0.025
5 GOLD 20.12 21.00 8 Jul '22 25 C
P
0.403
0.401
100
3
0.47
1.33
1.80 19 Aug '22 67 C
P
0.402
0.381
177
51
1.03
1.85
2.88 (1.08) 1.12 1.08 1.04 0.021
6 GOLD 20.12 20.00 15 Jul '22 32 C
P
0.409
0.401
1,179
2,176
1.00
0.87
1.87 19 Aug '22 67 C
P
0.403
0.387
173
29
1.47
1.29
2.76 (0.89) 1.03 0.89 1.16 0.019
7 GOLD 20.12 21.00 22 Jul '22 39 C
P
0.400
0.391
56
10
0.66
1.51
2.17 19 Aug '22 67 C
P
0.402
0.381
177
51
1.03
1.85
2.88 (0.71) 1.07 0.71 1.51 0.009
8 GOLD 20.12 21.00 15 Jul '22 32 C
P
0.407
0.381
572
371
0.60
1.42
2.02 19 Aug '22 67 C
P
0.402
0.381
177
51
1.03
1.85
2.88 (0.86) 1.14 0.86 1.33 0.005
9 GOLD 20.12 20.00 19 Aug '22 67 C
P
0.403
0.387
173
29
1.42
1.24
2.66 16 Sep '22 95 C
P
0.389
0.399
83
23
1.66
1.59
3.25 (0.59) 1.12 0.59 1.90 0.004
10 GOLD 20.12 21.00 19 Aug '22 67 C
P
0.402
0.381
177
51
1.00
1.79
2.79 16 Sep '22 95 C
P
0.380
0.402
164
165
1.21
2.18
3.39 (0.60) 1.18 0.60 1.97 0.000
11 GOLD 20.12 20.00 29 Jul '22 46 C
P
0.401
0.388
8
5
1.17
1.03
2.20 19 Aug '22 67 C
P
0.403
0.387
173
29
1.47
1.29
2.76 (0.56) 0.91 0.56 1.62 -0.003
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