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Calendar Straddle Screener For LMND Report Date:

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Data is delayed from November 14, 2023. 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 LMND 15.70 15.00 15 Dec '23 31 C
P
0.624
0.598
133
114
1.45
0.70
2.15 19 Jan '24 66 C
P
0.601
0.592
113
16
2.00
1.25
3.25 (1.10) 1.08 1.10 0.98 0.029
2 LMND 15.70 16.00 22 Dec '23 38 C
P
0.609
0.601
100
1
1.05
1.30
2.35 19 Jan '24 66 C
P
0.600
0.582
20
104
1.55
1.75
3.30 (0.95) 1.10 0.95 1.16 0.028
3 LMND 15.70 15.00 22 Dec '23 38 C
P
0.615
0.583
24
2
1.55
0.80
2.35 19 Jan '24 66 C
P
0.601
0.592
113
16
2.00
1.25
3.25 (0.90) 1.04 0.90 1.16 0.005
4 LMND 15.70 15.00 8 Dec '23 24 C
P
0.611
0.579
23
176
1.30
0.55
1.85 19 Jan '24 66 C
P
0.601
0.592
113
16
2.00
1.25
3.25 (1.40) 0.99 1.40 0.71 -0.003
5 LMND 15.70 16.00 15 Dec '23 31 C
P
0.593
0.582
34
81
0.90
1.15
2.05 19 Jan '24 66 C
P
0.600
0.582
20
104
1.55
1.75
3.30 (1.25) 1.05 1.25 0.84 -0.007
6 LMND 15.70 16.00 8 Dec '23 24 C
P
0.565
0.583
29
74
0.75
1.00
1.75 19 Jan '24 66 C
P
0.600
0.582
20
104
1.55
1.75
3.30 (1.55) 0.97 1.55 0.63 -0.034
7 LMND 15.70 16.00 1 Dec '23 17 C
P
0.579
0.562
44
39
0.60
0.85
1.45 19 Jan '24 66 C
P
0.600
0.582
20
104
1.55
1.75
3.30 (1.85) 0.88 1.85 0.48 -0.040
8 LMND 15.70 15.00 1 Dec '23 17 C
P
0.525
0.567
8
71
1.05
0.40
1.45 19 Jan '24 66 C
P
0.601
0.592
113
16
2.00
1.25
3.25 (1.80) 0.78 1.80 0.43 -0.101
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