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Calendar Straddle Screener For PBR Report Date:

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Data is delayed from March 28, 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 PBR 15.21 15.00 21 Jun '24 85 C
P
0.243
0.422
43
11
0.77
0.64
1.41 19 Jul '24 113 C
P
0.221
0.319
128
318
1.00
1.21
2.21 (0.80) 0.08 0.80 0.10 0.125
2 PBR 15.21 14.00 17 May '24 50 C
P
0.304
0.381
14
153
0.65
0.31
0.96 21 Jun '24 85 C
P
0.233
0.394
12
54
1.75
0.69
2.44 (1.48) -0.41 1.48 -0.28 0.058
3 PBR 15.21 15.00 17 May '24 50 C
P
0.263
0.369
156
89
0.68
0.68
1.36 21 Jun '24 85 C
P
0.243
0.422
43
11
1.00
1.15
2.15 (0.79) 0.42 0.79 0.53 -0.033
4 PBR 15.21 16.00 17 May '24 50 C
P
0.260
0.442
140
20
0.25
1.25
1.50 21 Jun '24 85 C
P
0.248
0.535
625
3
0.44
2.50
2.94 (1.44) 0.08 1.44 0.06 -0.081
5 PBR 15.21 14.00 21 Jun '24 85 C
P
0.233
0.394
12
54
0.16
0.57
0.73 19 Jul '24 113 C
P
0.350
0.393
3
414
2.37
0.74
3.11 (2.38) -1.25 2.38 -0.53 -0.117
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