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Calendar Straddle Screener For ZS Report Date:

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Data is delayed from March 2, 2023. 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 134.13 135.00 14 Apr '23 43 C
P		 0.674
0.637		 1
7		 11.55
11.60		 23.15 19 May '23 78 C
P		 0.617
0.569		 30
2		 15.10
14.60		 29.70 (6.55) 12.92 6.55 1.97 0.125
2 ZS 134.13 135.00 21 Apr '23 50 C
P		 0.650
0.617		 90
14		 12.30
12.40		 24.70 19 May '23 78 C
P		 0.617
0.569		 30
2		 15.10
14.60		 29.70 (5.00) 12.35 5.00 2.47 0.080
3 ZS 134.13 135.00 21 Jul '23 141 C
P		 0.607
0.563		 28
10		 20.05
18.45		 38.50 18 Aug '23 169 C
P		 0.605
0.558		 6
1		 22.30
20.20		 42.50 (4.00) 13.02 4.00 3.25 0.008
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