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Butterfly Diagonal Screener For F Report Date:

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# Stock Stock
Price
Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days Strike P/C IVol Volume Price Leg Price Expiry Days Strike P/C IVol Volume Price Leg Price
1 F 6.13 2 Jul '20 21 5.50 C
P
0.989
0.866
11
530
0.80
0.20
1.00 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.15 0.72 -1.35 -0.53 0.304
2 F 6.13 2 Jul '20 21 5.50 C
P
0.989
0.866
11
530
0.80
0.20
1.00 21 Aug '20 71 6.00
5.00
C
P
0.785
0.801
485
1,411
0.91
0.35
1.26 (0.26) 0.57 -0.76 -0.75 0.269
3 F 6.13 2 Jul '20 21 6.50 C
P
0.870
0.844
595
176
0.33
0.70
1.03 21 Aug '20 71 7.00
6.00
C
P
0.750
0.752
1,449
14,579
0.50
0.75
1.25 (0.22) 0.76 -0.72 -1.06 0.212
4 F 6.13 2 Jul '20 21 6.50 C
P
0.870
0.844
595
176
0.33
0.70
1.03 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.18 0.86 -1.32 -0.65 0.162
5 F 6.13 2 Jul '20 21 6.00 C
P
0.867
0.815
293
716
0.54
0.38
0.92 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.07 0.65 -0.93 -0.70 0.131
6 F 6.13 21 Aug '20 71 6.00 C
P
0.785
0.752
485
14,579
0.84
0.72
1.56 18 Sep '20 99 7.00
5.00
C
P
0.711
0.735
4,593
345
0.60
0.40
1.00 0.56 0.82 -0.44 -1.86 0.090
7 F 6.13 21 Aug '20 71 6.00 C
P
0.785
0.752
485
14,579
0.84
0.72
1.56 18 Sep '20 99 7.00
5.50
C
P
0.711
0.737
4,593
235
0.60
0.63
1.23 0.33 0.73 -0.67 -1.09 0.088
8 F 6.13 31 Jul '20 50 5.50 C
P
0.807
0.782
14
3
1.00
0.35
1.35 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.50 0.73 -1.00 -0.73 0.038
9 F 6.13 10 Jul '20 29 6.50 C
P
0.799
0.740
937
181
0.38
0.71
1.09 21 Aug '20 71 7.00
6.00
C
P
0.750
0.752
1,449
14,579
0.50
0.75
1.25 (0.16) 0.70 -0.66 -1.06 0.037
10 F 6.13 31 Jul '20 50 6.00 C
P
0.799
0.777
37
331
0.73
0.57
1.30 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.45 0.66 -0.55 -1.20 0.025
11 F 6.13 31 Jul '20 50 5.50 C
P
0.807
0.782
14
3
1.00
0.35
1.35 21 Aug '20 71 6.00
5.00
C
P
0.785
0.801
485
1,411
0.91
0.35
1.26 0.09 0.50 -0.41 -1.22 0.003
12 F 6.13 24 Jul '20 43 5.50 C
P
0.788
0.761
25
2,161
0.94
0.31
1.25 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.40 0.72 -1.10 -0.65 -0.002
13 F 6.13 24 Jul '20 43 6.50 C
P
0.764
0.728
406
130
0.46
0.79
1.25 21 Aug '20 71 7.00
6.00
C
P
0.750
0.752
1,449
14,579
0.50
0.75
1.25 (0.00) 0.63 -0.50 -1.26 -0.009
14 F 6.13 10 Jul '20 29 6.50 C
P
0.799
0.740
937
181
0.38
0.71
1.09 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.24 0.83 -1.26 -0.66 -0.013
15 F 6.13 10 Jul '20 29 5.50 C
P
0.772
0.755
19
271
0.81
0.22
1.03 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.18 0.66 -1.32 -0.50 -0.024
16 F 6.13 10 Jul '20 29 6.00 C
P
0.767
0.753
37
304
0.55
0.43
0.98 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.13 0.61 -0.87 -0.70 -0.031
17 F 6.13 24 Jul '20 43 5.50 C
P
0.788
0.761
25
2,161
0.94
0.31
1.25 21 Aug '20 71 6.00
5.00
C
P
0.785
0.801
485
1,411
0.91
0.35
1.26 (0.01) 0.52 -0.51 -1.02 -0.037
18 F 6.13 17 Jul '20 36 5.50 C
P
0.755
0.748
405
19,950
0.89
0.28
1.17 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.32 0.73 -1.18 -0.62 -0.048
19 F 6.13 10 Jul '20 29 5.50 C
P
0.772
0.755
19
271
0.81
0.22
1.03 21 Aug '20 71 6.00
5.00
C
P
0.785
0.801
485
1,411
0.91
0.35
1.26 (0.23) 0.50 -0.73 -0.68 -0.059
20 F 6.13 24 Jul '20 43 6.50 C
P
0.764
0.728
406
130
0.46
0.79
1.25 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.40 0.80 -1.10 -0.73 -0.059
21 F 6.13 17 Jul '20 36 5.50 C
P
0.755
0.748
405
19,950
0.89
0.28
1.17 21 Aug '20 71 6.00
5.00
C
P
0.785
0.801
485
1,411
0.91
0.35
1.26 (0.09) 0.54 -0.59 -0.92 -0.083
22 F 6.13 17 Jul '20 36 6.00 C
P
0.742
0.722
2,341
2,221
0.61
0.48
1.09 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.24 0.64 -0.76 -0.84 -0.087
23 F 6.13 24 Jul '20 43 6.00 C
P
0.703
0.740
70
203
0.64
0.49
1.13 21 Aug '20 71 7.00
5.00
C
P
0.750
0.801
1,449
1,411
0.50
0.35
0.85 0.28 0.59 -0.72 -0.82 -0.108
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