Calendar Straddle Screener for LI


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Data is delayed from April 16, 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
#	Stock	Stock Price	Strike	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Expiry	Days	P/C	IVol	Volume	Price	Leg Price	Credit (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol

1	LI	28.41	28.00	24 May '24	38	C P	0.657 0.664	11 1	2.16 1.93	4.09	21 Jun '24	66	C P	0.622 0.575	46 37	3.25 2.54	5.79	(1.70)	1.93	1.70	1.14	0.124
2	LI	28.41	28.00	10 May '24	24	C P	0.652 0.613	3 2	2.06 1.54	3.60	21 Jun '24	66	C P	0.622 0.575	46 37	3.25 2.54	5.79	(2.19)	2.28	2.19	1.04	0.067
3	LI	28.41	29.00	3 May '24	17	C P	0.597 0.646	10 3	1.18 1.67	2.85	21 Jun '24	66	C P	0.615 0.563	121 5	2.74 3.10	5.84	(2.99)	1.94	2.99	0.65	0.065
4	LI	28.41	27.00	17 May '24	31	C P	0.646 0.606	88 81	2.84 1.30	4.14	21 Jun '24	66	C P	0.628 0.578	27 55	3.75 2.07	5.82	(1.68)	2.28	1.68	1.36	0.046
5	LI	28.41	28.00	3 May '24	17	C P	0.608 0.580	55 1	1.60 1.10	2.70	21 Jun '24	66	C P	0.622 0.575	46 37	3.25 2.54	5.79	(3.09)	1.75	3.09	0.57	-0.010

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Data Provided by HistoricalOptionData.com

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