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Butterfly Puts Screener For NSC Report Date:

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# Stock Stock
Price
Expiry Days P/C Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike IVol Volume Price Leg Price Strike IVol Volume Price Leg Price
1 NSC 252.00 12 Apr '24 11 P 247.50 0.235 1 1.90 3.80 257.50
245.00
0.201
0.232
0
0
7.20
1.55
8.75 (4.95) 5.05 -4.95 -1.02 0.037
2 NSC 252.00 12 Apr '24 11 P 247.50 0.235 1 1.90 3.80 255.00
245.00
0.209
0.232
0
0
5.50
1.55
7.05 (3.25) 4.25 -3.25 -1.31 0.029
3 NSC 252.00 26 Apr '24 25 P 250.00 0.255 0 4.90 9.80 255.00
245.00
0.233
0.252
0
0
8.40
4.00
12.40 (2.60) 2.40 -2.60 -0.92 0.025
4 NSC 252.00 12 Apr '24 11 P 252.50 0.220 8 3.80 7.60 257.50
250.00
0.201
0.221
0
0
7.20
3.10
10.30 (2.70) 2.30 -2.70 -0.85 0.018
5 NSC 252.00 12 Apr '24 11 P 247.50 0.235 1 1.90 3.80 252.50
245.00
0.220
0.232
8
0
4.20
1.55
5.75 (1.95) 3.05 -1.95 -1.56 0.018
6 NSC 252.00 12 Apr '24 11 P 247.50 0.235 1 1.90 3.80 250.00
245.00
0.221
0.232
0
0
3.10
1.55
4.65 (0.85) 1.65 -0.85 -1.94 0.017
7 NSC 252.00 3 May '24 32 P 250.00 0.267 0 6.50 13.00 255.00
245.00
0.259
0.258
0
0
9.90
5.00
14.90 (1.90) 3.10 -1.90 -1.63 0.016
8 NSC 252.00 19 Apr '24 18 P 252.50 0.215 2 4.70 9.40 257.50
250.00
0.202
0.214
0
12
8.00
4.00
12.00 (2.60) 2.40 -2.60 -0.92 0.015
9 NSC 252.00 5 Apr '24 4 P 250.00 0.236 47 1.50 3.00 257.50
247.50
0.213
0.244
0
8
6.30
1.05
7.35 (4.35) 3.15 -4.35 -0.72 0.015
10 NSC 252.00 19 Apr '24 18 P 252.50 0.215 2 4.70 9.40 255.00
250.00
0.203
0.214
0
12
6.40
4.00
10.40 (1.00) 1.50 -1.00 -1.50 0.014
11 NSC 252.00 19 Apr '24 18 P 247.50 0.218 17 2.80 5.60 257.50
245.00
0.202
0.223
0
0
8.00
2.25
10.25 (4.65) 5.35 -4.65 -1.15 0.012
12 NSC 252.00 12 Apr '24 11 P 252.50 0.220 8 3.80 7.60 255.00
250.00
0.209
0.221
0
0
5.50
3.10
8.60 (1.00) 1.50 -1.00 -1.50 0.011
13 NSC 252.00 19 Apr '24 18 P 252.50 0.215 2 4.70 9.40 257.50
247.50
0.202
0.218
0
17
8.00
3.00
11.00 (1.60) 3.40 -1.60 -2.12 0.011
14 NSC 252.00 19 Apr '24 18 P 247.50 0.218 17 2.80 5.60 255.00
245.00
0.203
0.223
0
0
6.40
2.25
8.65 (3.05) 4.45 -3.05 -1.46 0.010
15 NSC 252.00 5 Apr '24 4 P 252.50 0.230 25 2.55 5.10 257.50
250.00
0.213
0.236
0
47
6.30
1.70
8.00 (2.90) 2.10 -2.90 -0.72 0.010
16 NSC 252.00 12 Apr '24 11 P 250.00 0.221 0 2.75 5.50 257.50
245.00
0.201
0.232
0
0
7.20
1.55
8.75 (3.25) 4.25 -3.25 -1.31 0.010
17 NSC 252.00 19 Apr '24 18 P 252.50 0.215 2 4.70 9.40 255.00
247.50
0.203
0.218
0
17
6.40
3.00
9.40 (0.00) 2.50 -2.50 -1.00 0.009
18 NSC 252.00 5 Apr '24 4 P 247.50 0.244 8 0.80 1.60 257.50
245.00
0.213
0.265
0
5
6.30
0.65
6.95 (5.35) 4.65 -5.35 -0.87 0.009
19 NSC 252.00 10 May '24 39 P 250.00 0.256 0 7.00 14.00 255.00
245.00
0.248
0.256
0
0
10.20
5.60
15.80 (1.80) 3.20 -1.80 -1.78 0.008
20 NSC 252.00 12 Apr '24 11 P 252.50 0.220 8 3.80 7.60 257.50
245.00
0.201
0.232
0
0
7.20
1.55
8.75 (1.15) 3.85 -3.65 -1.05 0.008
21 NSC 252.00 19 Apr '24 18 P 250.00 0.214 12 3.60 7.20 257.50
247.50
0.202
0.218
0
17
8.00
3.00
11.00 (3.80) 3.70 -3.80 -0.97 0.007
22 NSC 252.00 12 Apr '24 11 P 250.00 0.221 0 2.75 5.50 257.50
247.50
0.201
0.235
0
1
7.20
2.30
9.50 (4.00) 3.50 -4.00 -0.88 0.006
23 NSC 252.00 5 Apr '24 4 P 250.00 0.236 47 1.50 3.00 255.00
247.50
0.222
0.244
0
8
4.40
1.05
5.45 (2.45) 2.55 -2.45 -1.04 0.006
24 NSC 252.00 19 Apr '24 18 P 252.50 0.215 2 4.70 9.40 257.50
245.00
0.202
0.223
0
0
8.00
2.25
10.25 (0.85) 4.15 -3.35 -1.24 0.006
25 NSC 252.00 19 Apr '24 18 P 250.00 0.214 12 3.60 7.20 255.00
247.50
0.203
0.218
0
17
6.40
3.00
9.40 (2.20) 2.80 -2.20 -1.27 0.005
26 NSC 252.00 12 Apr '24 11 P 252.50 0.220 8 3.80 7.60 257.50
247.50
0.201
0.235
0
1
7.20
2.30
9.50 (1.90) 3.10 -1.90 -1.63 0.005
27 NSC 252.00 19 Apr '24 18 P 252.50 0.215 2 4.70 9.40 255.00
245.00
0.203
0.223
0
0
6.40
2.25
8.65 0.75 3.25 -4.25 -0.76 0.004
28 NSC 252.00 5 Apr '24 4 P 252.50 0.230 25 2.55 5.10 257.50
247.50
0.213
0.244
0
8
6.30
1.05
7.35 (2.25) 2.75 -2.25 -1.22 0.003
29 NSC 252.00 12 Apr '24 11 P 250.00 0.221 0 2.75 5.50 255.00
245.00
0.209
0.232
0
0
5.50
1.55
7.05 (1.55) 3.45 -1.55 -2.23 0.002
30 NSC 252.00 5 Apr '24 4 P 255.00 0.222 0 3.90 7.80 257.50
252.50
0.213
0.230
0
25
6.30
2.80
9.10 (1.30) 1.20 -1.30 -0.92 0.002
31 NSC 252.00 19 Apr '24 18 P 250.00 0.214 12 3.60 7.20 257.50
245.00
0.202
0.223
0
0
8.00
2.25
10.25 (3.05) 4.45 -3.05 -1.46 0.002
32 NSC 252.00 5 Apr '24 4 P 252.50 0.230 25 2.55 5.10 255.00
250.00
0.222
0.236
0
47
4.40
1.70
6.10 (1.00) 1.50 -1.00 -1.50 0.001
33 NSC 252.00 19 Apr '24 18 P 250.00 0.214 12 3.60 7.20 255.00
245.00
0.203
0.223
0
0
6.40
2.25
8.65 (1.45) 3.55 -1.45 -2.45 0.001
34 NSC 252.00 12 Apr '24 11 P 252.50 0.220 8 3.80 7.60 255.00
245.00
0.209
0.232
0
0
5.50
1.55
7.05 0.55 3.05 -4.45 -0.69 0.000
35 NSC 252.00 19 Apr '24 18 P 247.50 0.218 17 2.80 5.60 250.00
245.00
0.214
0.223
12
0
4.00
2.25
6.25 (0.65) 1.85 -0.65 -2.85 0.000
36 NSC 252.00 5 Apr '24 4 P 247.50 0.244 8 0.80 1.60 255.00
245.00
0.222
0.265
0
5
4.40
0.65
5.05 (3.45) 4.05 -3.45 -1.17 -0.000
37 NSC 252.00 12 Apr '24 11 P 250.00 0.221 0 2.75 5.50 255.00
247.50
0.209
0.235
0
1
5.50
2.30
7.80 (2.30) 2.70 -2.30 -1.17 -0.001
38 NSC 252.00 5 Apr '24 4 P 250.00 0.236 47 1.50 3.00 252.50
247.50
0.230
0.244
25
8
2.80
1.05
3.85 (0.85) 1.65 -0.85 -1.94 -0.001
39 NSC 252.00 19 Apr '24 18 P 247.50 0.218 17 2.80 5.60 252.50
245.00
0.215
0.223
2
0
5.10
2.25
7.35 (1.75) 3.25 -1.75 -1.86 -0.002
40 NSC 252.00 12 Apr '24 11 P 252.50 0.220 8 3.80 7.60 255.00
247.50
0.209
0.235
0
1
5.50
2.30
7.80 (0.20) 2.30 -2.70 -0.85 -0.003
41 NSC 252.00 5 Apr '24 4 P 255.00 0.222 0 3.90 7.80 257.50
250.00
0.213
0.236
0
47
6.30
1.70
8.00 (0.20) 2.30 -2.70 -0.85 -0.004
42 NSC 252.00 12 Apr '24 11 P 255.00 0.209 0 5.20 10.40 257.50
252.50
0.201
0.220
0
8
7.20
4.20
11.40 (1.00) 1.50 -1.00 -1.50 -0.004
43 NSC 252.00 12 Apr '24 11 P 255.00 0.209 0 5.20 10.40 257.50
250.00
0.201
0.221
0
0
7.20
3.10
10.30 0.10 2.60 -2.40 -1.08 -0.005
44 NSC 252.00 5 Apr '24 4 P 250.00 0.236 47 1.50 3.00 257.50
245.00
0.213
0.265
0
5
6.30
0.65
6.95 (3.95) 3.55 -3.95 -0.90 -0.006
45 NSC 252.00 19 Apr '24 18 P 250.00 0.214 12 3.60 7.20 252.50
247.50
0.215
0.218
2
17
5.10
3.00
8.10 (0.90) 1.60 -0.90 -1.78 -0.007
46 NSC 252.00 5 Apr '24 4 P 252.50 0.230 25 2.55 5.10 255.00
247.50
0.222
0.244
0
8
4.40
1.05
5.45 (0.35) 2.15 -2.85 -0.75 -0.007
47 NSC 252.00 5 Apr '24 4 P 247.50 0.244 8 0.80 1.60 252.50
245.00
0.230
0.265
25
5
2.80
0.65
3.45 (1.85) 3.15 -1.85 -1.70 -0.008
48 NSC 252.00 19 Apr '24 18 P 255.00 0.203 0 6.00 12.00 257.50
250.00
0.202
0.214
0
12
8.00
4.00
12.00 (0.00) 2.50 -2.50 -1.00 -0.009
49 NSC 252.00 12 Apr '24 11 P 250.00 0.221 0 2.75 5.50 252.50
245.00
0.220
0.232
8
0
4.20
1.55
5.75 (0.25) 2.25 -2.75 -0.82 -0.010
50 NSC 252.00 19 Apr '24 18 P 255.00 0.203 0 6.00 12.00 257.50
252.50
0.202
0.215
0
2
8.00
5.10
13.10 (1.10) 1.40 -1.10 -1.27 -0.011
51 NSC 252.00 19 Apr '24 18 P 250.00 0.214 12 3.60 7.20 252.50
245.00
0.215
0.223
2
0
5.10
2.25
7.35 (0.15) 2.35 -2.65 -0.89 -0.011
52 NSC 252.00 5 Apr '24 4 P 255.00 0.222 0 3.90 7.80 257.50
247.50
0.213
0.244
0
8
6.30
1.05
7.35 0.45 2.95 -4.55 -0.65 -0.012
53 NSC 252.00 12 Apr '24 11 P 250.00 0.221 0 2.75 5.50 252.50
247.50
0.220
0.235
8
1
4.20
2.30
6.50 (1.00) 1.50 -1.00 -1.50 -0.013
54 NSC 252.00 19 Apr '24 18 P 255.00 0.203 0 6.00 12.00 257.50
247.50
0.202
0.218
0
17
8.00
3.00
11.00 1.00 3.50 -4.00 -0.88 -0.014
55 NSC 252.00 5 Apr '24 4 P 247.50 0.244 8 0.80 1.60 250.00
245.00
0.236
0.265
47
5
1.70
0.65
2.35 (0.75) 1.75 -0.75 -2.33 -0.014
56 NSC 252.00 12 Apr '24 11 P 255.00 0.209 0 5.20 10.40 257.50
245.00
0.201
0.232
0
0
7.20
1.55
8.75 1.65 4.15 -5.85 -0.71 -0.016
57 NSC 252.00 5 Apr '24 4 P 250.00 0.236 47 1.50 3.00 255.00
245.00
0.222
0.265
0
5
4.40
0.65
5.05 (2.05) 2.95 -2.05 -1.44 -0.016
58 NSC 252.00 19 Apr '24 18 P 255.00 0.203 0 6.00 12.00 257.50
245.00
0.202
0.223
0
0
8.00
2.25
10.25 1.75 4.25 -5.75 -0.74 -0.018
59 NSC 252.00 12 Apr '24 11 P 255.00 0.209 0 5.20 10.40 257.50
247.50
0.201
0.235
0
1
7.20
2.30
9.50 0.90 3.40 -4.10 -0.83 -0.019
60 NSC 252.00 5 Apr '24 4 P 252.50 0.230 25 2.55 5.10 257.50
245.00
0.213
0.265
0
5
6.30
0.65
6.95 (1.85) 3.15 -4.35 -0.72 -0.019
61 NSC 252.00 5 Apr '24 4 P 250.00 0.236 47 1.50 3.00 252.50
245.00
0.230
0.265
25
5
2.80
0.65
3.45 (0.45) 2.05 -2.95 -0.69 -0.023
62 NSC 252.00 5 Apr '24 4 P 252.50 0.230 25 2.55 5.10 255.00
245.00
0.222
0.265
0
5
4.40
0.65
5.05 0.05 2.55 -4.95 -0.52 -0.029
63 NSC 252.00 5 Apr '24 4 P 255.00 0.222 0 3.90 7.80 257.50
245.00
0.213
0.265
0
5
6.30
0.65
6.95 0.85 3.35 -6.65 -0.50 -0.034
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