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Calendar Straddle Screener For C Report Date:

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Data is delayed from May 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 C 61.52 62.50 20 Sep '24 140 C
P
0.255
0.246
4,459
294
3.55
3.75
7.30 18 Oct '24 168 C
P
0.263
0.250
42
43
4.30
4.35
8.65 (1.35) 2.13 1.35 1.58 -0.012
2 C 61.52 60.00 21 Jun '24 49 C
P
0.262
0.220
486
1,483
3.15
1.25
4.40 19 Jul '24 77 C
P
0.283
0.235
218
584
4.10
1.87
5.97 (1.57) 1.80 1.57 1.15 -0.036
3 C 61.52 62.50 21 Jun '24 49 C
P
0.251
0.209
21,508
436
1.83
2.38
4.21 19 Jul '24 77 C
P
0.271
0.226
700
350
2.71
3.05
5.76 (1.55) 1.82 1.55 1.17 -0.037
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