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Calendar Straddle Screener For C Report Date:

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# 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 C 69.84 67.50 17 Jan '25 56 C
P
0.292
0.241
498
372
4.40
1.53
5.93 21 Feb '25 91 C
P
0.267
0.250
4
162
5.10
2.31
7.41 (1.48) 2.77 1.48 1.87 0.016
2 C 69.84 67.50 21 Feb '25 91 C
P
0.267
0.250
4
162
5.00
2.27
7.27 21 Mar '25 119 C
P
0.268
0.251
54
166
6.10
2.75
8.85 (1.58) 2.22 1.58 1.41 -0.002
3 C 69.84 70.00 21 Feb '25 91 C
P
0.258
0.242
147
440
3.55
3.00
6.55 21 Mar '25 119 C
P
0.260
0.245
91
119
4.25
3.85
8.10 (1.55) 2.28 1.55 1.47 -0.005
4 C 69.84 70.00 17 Jan '25 56 C
P
0.275
0.203
27,404
388
2.93
1.94
4.87 21 Feb '25 91 C
P
0.258
0.242
147
440
3.65
3.40
7.05 (2.18) 2.08 2.18 0.95 -0.022
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