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Calendar Straddle Screener For C Report Date:

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Data is delayed from February 28, 2025. 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 79.95 77.50 16 May '25 77 C
P
0.325
0.289
67
22
5.75
2.82
8.57 20 Jun '25 112 C
P
0.294
0.280
17
187
6.70
3.70
10.40 (1.83) 3.58 1.83 1.96 0.040
2 C 79.95 77.50 17 Apr '25 48 C
P
0.354
0.300
67
225
5.10
2.05
7.15 16 May '25 77 C
P
0.325
0.289
67
22
6.45
3.15
9.60 (2.45) 2.81 2.45 1.15 0.040
3 C 79.95 80.00 17 Apr '25 48 C
P
0.326
0.288
235
40
3.65
3.25
6.90 16 May '25 77 C
P
0.306
0.282
86
35
4.75
4.30
9.05 (2.15) 3.05 2.15 1.42 0.026
4 C 79.95 80.00 16 May '25 77 C
P
0.306
0.282
86
35
4.30
3.85
8.15 20 Jun '25 112 C
P
0.292
0.283
283
2,433
5.45
5.20
10.65 (2.50) 3.10 2.50 1.24 0.013
5 C 79.95 80.00 4 Apr '25 35 C
P
0.298
0.247
6
2
2.77
2.16
4.93 16 May '25 77 C
P
0.306
0.282
86
35
4.75
4.30
9.05 (4.12) 2.17 4.12 0.53 -0.043
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