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Calendar Straddle Screener For U Report Date:

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Data is delayed from April 26, 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 U 24.13 25.00 7 Jun '24 42 C
P
0.780
0.709
1
30
1.40
2.47
3.87 19 Jul '24 84 C
P
0.655
0.605
51
9
2.72
3.30
6.02 (2.15) 2.05 2.15 0.95 0.228
2 U 24.13 25.00 21 Jun '24 56 C
P
0.706
0.666
174
75
2.28
2.95
5.23 19 Jul '24 84 C
P
0.655
0.605
51
9
2.72
3.30
6.02 (0.79) 2.62 0.79 3.32 0.111
3 U 24.13 24.00 21 Jun '24 56 C
P
0.713
0.667
15
9
2.72
2.41
5.13 19 Jul '24 84 C
P
0.661
0.617
1
346
3.15
2.74
5.89 (0.76) 2.56 0.76 3.37 0.102
4 U 24.13 25.00 19 Jul '24 84 C
P
0.655
0.605
51
9
2.66
3.20
5.86 16 Aug '24 112 C
P
0.699
0.634
99
2
3.45
3.90
7.35 (1.49) 2.12 1.49 1.42 -0.072
5 U 24.13 24.00 19 Jul '24 84 C
P
0.661
0.617
1
346
3.10
2.68
5.78 16 Aug '24 112 C
P
0.703
0.649
57
3
3.85
3.35
7.20 (1.42) 2.10 1.42 1.48 -0.074
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