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Calendar Straddle Screener For XLF Report Date:

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Data is delayed from April 4, 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 XLF 41.20 41.00 21 Jun '24 78 C
P		 0.203
0.142		 25
576		 1.33
0.90		 2.23 19 Jul '24 106 C
P		 0.178
0.141		 33
156		 1.91
1.35		 3.26 (1.03) 0.39 1.03 0.38 0.025
2 XLF 41.20 42.00 10 May '24 36 C
P		 0.186
0.119		 7
26		 0.18
0.94		 1.12 28 Jun '24 85 C
P		 0.160
0.133		 1
35		 1.13
1.68		 2.81 (1.69) 0.09 1.69 0.05 0.012
3 XLF 41.20 40.00 17 May '24 43 C
P		 0.211
0.163		 54
337		 1.64
0.41		 2.05 21 Jun '24 78 C
P		 0.207
0.157		 12
1,469		 2.50
0.64		 3.14 (1.09) 0.68 1.09 0.62 0.011
4 XLF 41.20 41.00 10 May '24 36 C
P		 0.203
0.151		 1
29		 0.85
0.46		 1.31 21 Jun '24 78 C
P		 0.203
0.142		 25
576		 1.95
1.00		 2.95 (1.64) 0.25 1.64 0.15 0.009
5 XLF 41.20 42.00 17 May '24 43 C
P		 0.173
0.129		 652
2,353		 0.60
1.13		 1.73 28 Jun '24 85 C
P		 0.160
0.133		 1
35		 1.13
1.68		 2.81 (1.08) 0.57 1.08 0.53 0.008
6 XLF 41.20 42.00 3 May '24 29 C
P		 0.183
0.115		 101
116		 0.44
0.90		 1.34 28 Jun '24 85 C
P		 0.160
0.133		 1
35		 1.13
1.68		 2.81 (1.47) 0.44 1.47 0.30 0.005
7 XLF 41.20 42.00 10 May '24 36 C
P		 0.186
0.119		 7
26		 0.18
0.94		 1.12 21 Jun '24 78 C
P		 0.174
0.132		 70
117		 1.06
1.62		 2.68 (1.56) 0.16 1.56 0.10 -0.001
8 XLF 41.20 41.00 17 May '24 43 C
P		 0.191
0.151		 360
3,856		 1.17
0.69		 1.86 21 Jun '24 78 C
P		 0.203
0.142		 25
576		 1.95
1.00		 2.95 (1.09) 0.63 1.09 0.58 -0.002
9 XLF 41.20 42.00 17 May '24 43 C
P		 0.173
0.129		 652
2,353		 0.60
1.13		 1.73 21 Jun '24 78 C
P		 0.174
0.132		 70
117		 1.06
1.62		 2.68 (0.95) 0.61 0.95 0.64 -0.004
10 XLF 41.20 41.00 3 May '24 29 C
P		 0.192
0.145		 6
18		 0.76
0.29		 1.05 21 Jun '24 78 C
P		 0.203
0.142		 25
576		 1.95
1.00		 2.95 (1.90) 0.15 1.90 0.08 -0.007
11 XLF 41.20 42.00 3 May '24 29 C
P		 0.183
0.115		 101
116		 0.44
0.90		 1.34 21 Jun '24 78 C
P		 0.174
0.132		 70
117		 1.06
1.62		 2.68 (1.34) 0.52 1.34 0.39 -0.008
12 XLF 41.20 40.00 21 Jun '24 78 C
P		 0.207
0.157		 12
1,469		 2.13
0.63		 2.76 19 Jul '24 106 C
P		 0.260
0.160		 22
362		 3.15
1.03		 4.18 (1.42) 0.40 1.42 0.28 -0.057
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