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Calendar Straddle Screener For RUN Report Date:

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Data is delayed from September 9, 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 RUN 38.45 35.00 16 Dec '22 98 C
P
0.840
0.822
1
9
8.10
4.40
12.50 20 Jan '23 133 C
P
0.801
0.781
55
17
9.10
5.30
14.40 (1.90) 4.83 1.90 2.54 0.080
2 RUN 38.45 40.00 16 Dec '22 98 C
P
0.807
0.777
41
7
5.65
6.90
12.55 20 Jan '23 133 C
P
0.780
0.750
152
43
6.80
7.85
14.65 (2.10) 5.33 2.10 2.54 0.054
3 RUN 38.45 40.00 18 Nov '22 70 C
P
0.826
0.809
834
67
4.80
6.15
10.95 16 Dec '22 98 C
P
0.807
0.777
41
7
5.90
7.15
13.05 (2.10) 4.76 2.10 2.27 0.050
4 RUN 38.45 42.50 16 Dec '22 98 C
P
0.789
0.773
31
29
4.70
8.40
13.10 20 Jan '23 133 C
P
0.778
0.738
29
88
5.80
9.40
15.20 (2.10) 5.73 2.10 2.73 0.046
5 RUN 38.45 37.50 18 Nov '22 70 C
P
0.841
0.823
182
69
5.95
4.75
10.70 16 Dec '22 98 C
P
0.823
0.795
8
13
7.05
5.80
12.85 (2.15) 4.42 2.15 2.06 0.046
6 RUN 38.45 35.00 18 Nov '22 70 C
P
0.846
0.841
14
35
7.30
3.60
10.90 16 Dec '22 98 C
P
0.840
0.822
1
9
8.35
4.60
12.95 (2.05) 4.25 2.05 2.07 0.025
7 RUN 38.45 32.50 21 Oct '22 42 C
P
0.846
0.834
3
61
7.60
1.65
9.25 18 Nov '22 70 C
P
0.878
0.856
2
135
9.00
2.93
11.93 (2.68) 3.42 2.68 1.28 -0.053
8 RUN 38.45 35.00 21 Oct '22 42 C
P
0.826
0.807
54
192
5.95
2.48
8.43 18 Nov '22 70 C
P
0.846
0.841
14
35
7.60
3.85
11.45 (3.02) 3.37 3.02 1.12 -0.055
9 RUN 38.45 37.50 21 Oct '22 42 C
P
0.811
0.793
93
316
4.55
3.50
8.05 18 Nov '22 70 C
P
0.841
0.823
182
69
6.15
5.00
11.15 (3.10) 3.66 3.10 1.18 -0.060
10 RUN 38.45 40.00 21 Oct '22 42 C
P
0.789
0.762
3,363
2,983
3.40
4.80
8.20 18 Nov '22 70 C
P
0.826
0.809
834
67
5.00
6.35
11.35 (3.15) 3.93 3.15 1.25 -0.083
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