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Calendar Straddle Screener For ZS Report Date:

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Data is delayed from April 3, 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 ZS 186.31 190.00 21 Jun '24 79 C
P		 0.492
0.439		 60
17		 15.45
16.85		 32.30 19 Jul '24 107 C
P		 0.472
0.420		 10
2		 17.80
18.55		 36.35 (4.05) 14.33 4.05 3.54 0.039
2 ZS 186.31 185.00 17 May '24 44 C
P		 0.422
0.373		 19
136		 11.50
8.75		 20.25 21 Jun '24 79 C
P		 0.497
0.443		 14
104		 18.10
14.45		 32.55 (12.30) 8.86 12.30 0.72 -0.146
3 ZS 186.31 190.00 17 May '24 44 C
P		 0.416
0.367		 17
20		 9.05
11.35		 20.40 21 Jun '24 79 C
P		 0.492
0.439		 60
17		 15.65
17.05		 32.70 (12.30) 9.22 12.30 0.75 -0.148
4 ZS 186.31 185.00 3 May '24 30 C
P		 0.438
0.347		 1
114		 8.55
5.85		 14.40 21 Jun '24 79 C
P		 0.497
0.443		 14
104		 18.10
14.45		 32.55 (18.15) 6.98 18.15 0.38 -0.155
5 ZS 186.31 180.00 17 May '24 44 C
P		 0.429
0.376		 18
13		 14.30
6.60		 20.90 21 Jun '24 79 C
P		 0.515
0.449		 14
12		 21.65
12.10		 33.75 (12.85) 8.26 12.85 0.64 -0.158
6 ZS 186.31 185.00 10 May '24 37 C
P		 0.435
0.345		 1
100		 9.15
6.90		 16.05 21 Jun '24 79 C
P		 0.497
0.443		 14
104		 18.10
14.45		 32.55 (16.50) 6.73 16.50 0.41 -0.160
7 ZS 186.31 190.00 10 May '24 37 C
P		 0.426
0.328		 1
5		 7.65
9.40		 17.05 21 Jun '24 79 C
P		 0.492
0.439		 60
17		 15.65
17.05		 32.70 (15.65) 7.98 15.65 0.51 -0.177
8 ZS 186.31 190.00 3 May '24 30 C
P		 0.404
0.333		 19
6		 5.45
8.45		 13.90 21 Jun '24 79 C
P		 0.492
0.439		 60
17		 15.65
17.05		 32.70 (18.80) 6.76 18.80 0.36 -0.193
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