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Calendar Straddle Screener For PSFE Report Date:

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Data is delayed from November 15, 2021. 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 PSFE 4.51 6.00 10 Dec '21 25 C
P
1.112
1.607
288
4
0.11
1.41
1.52 21 Jan '22 67 C
P
0.989
1.067
2,803
7
0.33
1.98
2.31 (0.79) 0.85 0.79 1.08 0.663
2 PSFE 4.51 5.00 3 Dec '21 18 C
P
0.974
1.067
621
53
0.20
0.67
0.87 21 Jan '22 67 C
P
0.949
0.942
3,449
1,071
0.55
1.06
1.61 (0.74) 0.62 0.74 0.84 0.150
3 PSFE 4.51 5.00 17 Dec '21 32 C
P
0.985
0.985
1,573
60
0.33
0.81
1.14 21 Jan '22 67 C
P
0.949
0.942
3,449
1,071
0.55
1.06
1.61 (0.47) 0.68 0.47 1.45 0.078
4 PSFE 4.51 6.00 31 Dec '21 46 C
P
0.984
1.150
3
40
0.20
0.46
0.66 21 Jan '22 67 C
P
0.989
1.067
2,803
7
0.33
1.98
2.31 (1.65) -0.50 1.65 -0.30 0.078
5 PSFE 4.51 4.00 17 Dec '21 32 C
P
0.965
0.965
404
1,831
0.75
0.26
1.01 21 Jan '22 67 C
P
0.949
0.913
611
2,256
0.98
0.44
1.42 (0.41) 0.49 0.41 1.20 0.068
6 PSFE 4.51 5.00 23 Dec '21 38 C
P
0.974
0.974
69
6
0.36
0.78
1.14 21 Jan '22 67 C
P
0.949
0.942
3,449
1,071
0.55
1.06
1.61 (0.47) 0.57 0.47 1.21 0.056
7 PSFE 4.51 6.00 17 Dec '21 32 C
P
1.085
0.983
912
160
0.15
1.55
1.70 21 Jan '22 67 C
P
0.989
1.067
2,803
7
0.33
1.98
2.31 (0.61) 0.89 0.61 1.46 0.012
8 PSFE 4.51 6.00 3 Dec '21 18 C
P
1.180
0.832
136
9
0.09
1.06
1.15 21 Jan '22 67 C
P
0.989
1.067
2,803
7
0.33
1.98
2.31 (1.16) 0.61 1.16 0.53 -0.044
9 PSFE 4.51 4.00 10 Dec '21 25 C
P
0.915
0.902
17
73
0.66
0.17
0.83 21 Jan '22 67 C
P
0.949
0.913
611
2,256
0.98
0.44
1.42 (0.59) 0.40 0.59 0.68 -0.046
10 PSFE 4.51 4.00 23 Dec '21 38 C
P
0.804
0.936
12
30
0.58
0.26
0.84 21 Jan '22 67 C
P
0.949
0.913
611
2,256
0.98
0.44
1.42 (0.58) 0.24 0.58 0.41 -0.122
11 PSFE 4.51 4.00 3 Dec '21 18 C
P
0.827
0.891
173
165
0.57
0.12
0.69 21 Jan '22 67 C
P
0.949
0.913
611
2,256
0.98
0.44
1.42 (0.73) 0.34 0.73 0.47 -0.144
12 PSFE 4.51 4.00 31 Dec '21 46 C
P
0.731
0.914
56
96
0.73
0.30
1.03 21 Jan '22 67 C
P
0.949
0.913
611
2,256
0.98
0.44
1.42 (0.39) 0.30 0.39 0.77 -0.218
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