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Calendar Straddle Screener For RUN Report Date:

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Data is delayed from December 23, 2020. 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 RUN 69.87 55.00 19 Feb '21 58 C
P
0.760
0.740
43
24
16.90
2.05
18.95 19 Mar '21 86 C
P
0.776
0.768
10
8
18.80
3.70
22.50 (3.55) 5.65 3.55 1.59 -0.044
2 RUN 69.87 70.00 19 Feb '21 58 C
P
0.753
0.716
247
115
8.00
7.90
15.90 19 Mar '21 86 C
P
0.770
0.760
256
77
10.40
10.50
20.90 (5.00) 6.60 5.00 1.32 -0.061
3 RUN 69.87 65.00 19 Feb '21 58 C
P
0.737
0.730
93
38
10.40
5.40
15.80 19 Mar '21 86 C
P
0.777
0.763
52
36
12.80
7.80
20.60 (4.80) 6.04 4.80 1.26 -0.072
4 RUN 69.87 60.00 19 Feb '21 58 C
P
0.715
0.727
132
45
13.30
3.40
16.70 19 Mar '21 86 C
P
0.775
0.764
23
12
15.70
5.50
21.20 (4.50) 5.50 4.50 1.22 -0.097
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