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Calendar Straddle Screener For LVS 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 LVS 30.60 32.00 1 Jul '22 18 C
P
0.693
0.710
24
36
1.29
2.70
3.99 19 Aug '22 67 C
P
0.663
0.644
268
98
2.99
4.25
7.24 (3.25) 2.79 3.25 0.86 0.096
2 LVS 30.60 30.00 15 Jul '22 32 C
P
0.700
0.700
12
232
2.75
2.18
4.93 19 Aug '22 67 C
P
0.666
0.658
1
105
3.90
3.15
7.05 (2.12) 2.71 2.12 1.28 0.076
3 LVS 30.60 32.00 19 Aug '22 67 C
P
0.663
0.644
268
98
2.77
4.10
6.87 16 Sep '22 95 C
P
0.635
0.605
96
21
3.50
4.70
8.20 (1.33) 2.97 1.33 2.23 0.066
4 LVS 30.60 30.00 8 Jul '22 25 C
P
0.689
0.696
11
11
2.40
1.86
4.26 19 Aug '22 67 C
P
0.666
0.658
1
105
3.90
3.15
7.05 (2.79) 2.51 2.79 0.90 0.061
5 LVS 30.60 30.00 19 Aug '22 67 C
P
0.666
0.658
1
105
3.70
3.05
6.75 16 Sep '22 95 C
P
0.643
0.635
162
8
4.40
3.65
8.05 (1.30) 2.85 1.30 2.19 0.046
6 LVS 30.60 32.00 15 Jul '22 32 C
P
0.674
0.674
342
47
1.80
3.20
5.00 19 Aug '22 67 C
P
0.663
0.644
268
98
2.99
4.25
7.24 (2.24) 2.84 2.24 1.27 0.041
7 LVS 30.60 32.00 8 Jul '22 25 C
P
0.671
0.676
5
8
1.49
2.90
4.39 19 Aug '22 67 C
P
0.663
0.644
268
98
2.99
4.25
7.24 (2.85) 2.73 2.85 0.96 0.040
8 LVS 30.60 32.00 29 Jul '22 46 C
P
0.675
0.661
2
3
2.19
3.60
5.79 19 Aug '22 67 C
P
0.663
0.644
268
98
2.99
4.25
7.24 (1.45) 2.45 1.45 1.69 0.030
9 LVS 30.60 32.00 22 Jul '22 39 C
P
0.646
0.649
14
115
1.55
2.98
4.53 19 Aug '22 67 C
P
0.663
0.644
268
98
2.99
4.25
7.24 (2.71) 1.82 2.71 0.67 -0.012
10 LVS 30.60 30.00 22 Jul '22 39 C
P
0.619
0.662
3
8
2.41
1.99
4.40 19 Aug '22 67 C
P
0.666
0.658
1
105
3.90
3.15
7.05 (2.65) 1.65 2.65 0.62 -0.043
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