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Butterfly Puts Screener For SA Report Date:

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Data is delayed from March 28, 2024. You can get started for free to get the latest data.
# 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 SA 15.12 19 Apr '24 22 P 16.00 0.762 0 1.15 2.30 17.00
15.00
0.589
0.441
0
137
2.35
0.65
3.00 (0.70) 0.30 -0.70 -0.43 0.495
2 SA 15.12 19 Apr '24 22 P 16.00 0.762 0 1.15 2.30 17.00
14.00
0.589
0.450
0
137
2.35
0.30
2.65 (0.35) 0.65 -1.35 -0.48 0.485
3 SA 15.12 19 Apr '24 22 P 16.00 0.762 0 1.15 2.30 17.00
13.00
0.589
0.484
0
175
2.35
0.10
2.45 (0.15) 0.85 -2.15 -0.40 0.452
4 SA 15.12 16 Aug '24 141 P 15.00 0.572 0 1.30 2.60 17.00
14.00
0.461
0.459
0
0
2.90
1.15
4.05 (1.45) 0.55 -1.45 -0.38 0.225
5 SA 15.12 16 Aug '24 141 P 15.00 0.572 0 1.30 2.60 16.00
14.00
0.463
0.459
0
0
2.25
1.15
3.40 (0.80) 0.20 -0.80 -0.25 0.223
6 SA 15.12 16 Aug '24 141 P 15.00 0.572 0 1.30 2.60 18.00
14.00
0.475
0.459
0
0
3.70
1.15
4.85 (2.25) 0.75 -2.25 -0.33 0.211
7 SA 15.12 16 Aug '24 141 P 15.00 0.572 0 1.30 2.60 17.00
13.00
0.461
0.481
0
20
2.90
1.40
4.30 (1.70) 0.30 -1.70 -0.18 0.203
8 SA 15.12 16 Aug '24 141 P 15.00 0.572 0 1.30 2.60 16.00
13.00
0.463
0.481
0
20
2.25
1.40
3.65 (1.05) -0.05 -2.05 0.02 0.201
9 SA 15.12 16 Aug '24 141 P 15.00 0.572 0 1.30 2.60 18.00
13.00
0.475
0.481
0
20
3.70
1.40
5.10 (2.50) 0.50 -2.50 -0.20 0.189
10 SA 15.12 19 Jul '24 113 P 15.00 0.465 32 1.40 2.80 17.00
14.00
0.311
0.461
0
26
2.80
1.05
3.85 (1.05) 0.95 -1.05 -0.90 0.158
11 SA 15.12 19 Jul '24 113 P 16.00 0.464 3 1.95 3.90 17.00
14.00
0.311
0.461
0
26
2.80
1.05
3.85 0.05 1.05 -0.95 -1.11 0.156
12 SA 15.12 19 Jul '24 113 P 16.00 0.464 3 1.95 3.90 17.00
15.00
0.311
0.465
0
32
2.80
1.50
4.30 (0.40) 0.60 -0.40 -1.50 0.152
13 SA 15.12 19 Jul '24 113 P 15.00 0.465 32 1.40 2.80 17.00
13.00
0.311
0.467
0
24
2.80
0.70
3.50 (0.70) 1.30 -0.70 -1.86 0.151
14 SA 15.12 19 Jul '24 113 P 16.00 0.464 3 1.95 3.90 17.00
13.00
0.311
0.467
0
24
2.80
0.70
3.50 0.40 1.40 -1.60 -0.88 0.150
15 SA 15.12 19 Jul '24 113 P 14.00 0.461 26 0.90 1.80 17.00
13.00
0.311
0.467
0
24
2.80
0.70
3.50 (1.70) 1.30 -1.70 -0.76 0.142
16 SA 15.12 15 Nov '24 232 P 17.00 0.471 0 3.10 6.20 18.00
14.00
0.475
0.457
0
0
4.00
1.50
5.50 0.70 1.70 -1.30 -1.31 0.010
17 SA 15.12 15 Nov '24 232 P 17.00 0.471 0 3.10 6.20 18.00
15.00
0.475
0.459
0
0
4.00
2.00
6.00 0.20 1.20 -0.80 -1.50 0.009
18 SA 15.12 17 May '24 50 P 15.00 0.458 25 0.90 1.80 16.00
14.00
0.459
0.449
1
65
1.65
0.55
2.20 (0.40) 0.60 -0.40 -1.50 0.008
19 SA 15.12 16 Aug '24 141 P 16.00 0.463 0 2.10 4.20 17.00
14.00
0.461
0.459
0
0
2.90
1.15
4.05 0.15 1.15 -0.85 -1.35 0.006
20 SA 15.12 15 Nov '24 232 P 17.00 0.471 0 3.10 6.20 18.00
13.00
0.475
0.462
0
0
4.00
1.10
5.10 1.10 2.10 -1.90 -1.11 0.006
21 SA 15.12 19 Jul '24 113 P 15.00 0.465 32 1.40 2.80 16.00
14.00
0.464
0.461
3
26
2.10
1.05
3.15 (0.35) 0.65 -0.35 -1.86 0.005
22 SA 15.12 20 Dec '24 267 P 17.00 0.474 0 3.20 6.40 18.00
13.00
0.480
0.463
0
19
4.10
1.20
5.30 1.10 2.10 -1.90 -1.11 0.005
23 SA 15.12 20 Dec '24 267 P 17.00 0.474 0 3.20 6.40 18.00
14.00
0.480
0.463
0
13
4.10
1.65
5.75 0.65 1.65 -1.35 -1.22 0.005
24 SA 15.12 15 Nov '24 232 P 16.00 0.467 0 2.50 5.00 17.00
14.00
0.471
0.457
0
0
3.30
1.50
4.80 0.20 1.20 -0.80 -1.50 0.005
25 SA 15.12 20 Dec '24 267 P 17.00 0.474 0 3.20 6.40 18.00
15.00
0.480
0.464
0
1
4.10
2.15
6.25 0.15 1.15 -0.85 -1.35 0.003
26 SA 15.12 15 Nov '24 232 P 16.00 0.467 0 2.50 5.00 17.00
15.00
0.471
0.459
0
0
3.30
2.00
5.30 (0.30) 0.70 -0.30 -2.33 0.003
27 SA 15.12 15 Nov '24 232 P 17.00 0.471 0 3.10 6.20 18.00
16.00
0.475
0.467
0
0
4.00
2.60
6.60 (0.40) 0.60 -0.40 -1.50 0.001
28 SA 15.12 15 Nov '24 232 P 16.00 0.467 0 2.50 5.00 18.00
14.00
0.475
0.457
0
0
4.00
1.50
5.50 (0.50) 1.50 -0.50 -3.00 0.001
29 SA 15.12 15 Nov '24 232 P 16.00 0.467 0 2.50 5.00 17.00
13.00
0.471
0.462
0
0
3.30
1.10
4.40 0.60 1.60 -1.40 -1.14 0.000
30 SA 15.12 20 Dec '24 267 P 17.00 0.474 0 3.20 6.40 18.00
16.00
0.480
0.467
0
0
4.10
2.70
6.80 (0.40) 0.60 -0.40 -1.50 0.000
31 SA 15.12 15 Nov '24 232 P 16.00 0.467 0 2.50 5.00 18.00
15.00
0.475
0.459
0
0
4.00
2.00
6.00 (1.00) 1.00 -1.00 -1.00 -0.001
32 SA 15.12 20 Dec '24 267 P 14.00 0.463 13 1.50 3.00 15.00
13.00
0.464
0.463
1
19
2.15
1.20
3.35 (0.35) 0.65 -0.35 -1.86 -0.001
33 SA 15.12 19 Jul '24 113 P 15.00 0.465 32 1.40 2.80 16.00
13.00
0.464
0.467
3
24
2.10
0.70
2.80 (0.00) 1.00 -1.00 -1.00 -0.001
34 SA 15.12 20 Dec '24 267 P 16.00 0.467 0 2.60 5.20 17.00
13.00
0.474
0.463
0
19
3.40
1.20
4.60 0.60 1.60 -1.40 -1.14 -0.002
35 SA 15.12 20 Dec '24 267 P 15.00 0.464 1 2.00 4.00 16.00
13.00
0.467
0.463
0
19
2.70
1.20
3.90 0.10 1.10 -0.90 -1.22 -0.002
36 SA 15.12 20 Dec '24 267 P 16.00 0.467 0 2.60 5.20 17.00
14.00
0.474
0.463
0
13
3.40
1.65
5.05 0.15 1.15 -0.85 -1.35 -0.002
37 SA 15.12 20 Dec '24 267 P 15.00 0.464 1 2.00 4.00 16.00
14.00
0.467
0.463
0
13
2.70
1.65
4.35 (0.35) 0.65 -0.35 -1.86 -0.002
38 SA 15.12 20 Dec '24 267 P 16.00 0.467 0 2.60 5.20 17.00
15.00
0.474
0.464
0
1
3.40
2.15
5.55 (0.35) 0.65 -0.35 -1.86 -0.003
39 SA 15.12 15 Nov '24 232 P 16.00 0.467 0 2.50 5.00 18.00
13.00
0.475
0.462
0
0
4.00
1.10
5.10 (0.10) 1.90 -1.10 -1.73 -0.003
40 SA 15.12 20 Dec '24 267 P 14.00 0.463 13 1.50 3.00 16.00
13.00
0.467
0.463
0
19
2.70
1.20
3.90 (0.90) 1.10 -0.90 -1.22 -0.004
41 SA 15.12 15 Nov '24 232 P 14.00 0.457 0 1.40 2.80 15.00
13.00
0.459
0.462
0
0
2.00
1.10
3.10 (0.30) 0.70 -0.30 -2.33 -0.006
42 SA 15.12 15 Nov '24 232 P 15.00 0.459 0 1.90 3.80 16.00
14.00
0.467
0.457
0
0
2.60
1.50
4.10 (0.30) 0.70 -0.30 -2.33 -0.006
43 SA 15.12 16 Aug '24 141 P 16.00 0.463 0 2.10 4.20 18.00
14.00
0.475
0.459
0
0
3.70
1.15
4.85 (0.65) 1.35 -0.65 -2.08 -0.007
44 SA 15.12 20 Dec '24 267 P 16.00 0.467 0 2.60 5.20 18.00
13.00
0.480
0.463
0
19
4.10
1.20
5.30 (0.10) 1.90 -1.10 -1.73 -0.008
45 SA 15.12 20 Dec '24 267 P 16.00 0.467 0 2.60 5.20 18.00
14.00
0.480
0.463
0
13
4.10
1.65
5.75 (0.55) 1.45 -0.55 -2.64 -0.008
46 SA 15.12 20 Dec '24 267 P 15.00 0.464 1 2.00 4.00 17.00
13.00
0.474
0.463
0
19
3.40
1.20
4.60 (0.60) 1.40 -0.60 -2.33 -0.008
47 SA 15.12 20 Dec '24 267 P 15.00 0.464 1 2.00 4.00 17.00
14.00
0.474
0.463
0
13
3.40
1.65
5.05 (1.05) 0.95 -1.05 -0.90 -0.008
48 SA 15.12 20 Dec '24 267 P 16.00 0.467 0 2.60 5.20 18.00
15.00
0.480
0.464
0
1
4.10
2.15
6.25 (1.05) 0.95 -1.05 -0.90 -0.009
49 SA 15.12 15 Nov '24 232 P 15.00 0.459 0 1.90 3.80 16.00
13.00
0.467
0.462
0
0
2.60
1.10
3.70 0.10 1.10 -0.90 -1.22 -0.010
50 SA 15.12 19 Jul '24 113 P 14.00 0.461 26 0.90 1.80 16.00
13.00
0.464
0.467
3
24
2.10
0.70
2.80 (1.00) 1.00 -1.00 -1.00 -0.010
51 SA 15.12 20 Dec '24 267 P 14.00 0.463 13 1.50 3.00 17.00
13.00
0.474
0.463
0
19
3.40
1.20
4.60 (1.60) 1.40 -1.60 -0.87 -0.011
52 SA 15.12 15 Nov '24 232 P 15.00 0.459 0 1.90 3.80 17.00
14.00
0.471
0.457
0
0
3.30
1.50
4.80 (1.00) 1.00 -1.00 -1.00 -0.011
53 SA 15.12 16 Aug '24 141 P 17.00 0.461 0 2.75 5.50 18.00
14.00
0.475
0.459
0
0
3.70
1.15
4.85 0.65 1.65 -1.35 -1.22 -0.011
54 SA 15.12 19 Jul '24 113 P 14.00 0.461 26 0.90 1.80 15.00
13.00
0.465
0.467
32
24
1.50
0.70
2.20 (0.40) 0.60 -0.40 -1.50 -0.011
55 SA 15.12 15 Nov '24 232 P 14.00 0.457 0 1.40 2.80 16.00
13.00
0.467
0.462
0
0
2.60
1.10
3.70 (0.90) 1.10 -0.90 -1.22 -0.013
56 SA 15.12 20 Dec '24 267 P 15.00 0.464 1 2.00 4.00 18.00
13.00
0.480
0.463
0
19
4.10
1.20
5.30 (1.30) 1.70 -1.30 -1.31 -0.014
57 SA 15.12 20 Dec '24 267 P 15.00 0.464 1 2.00 4.00 18.00
14.00
0.480
0.463
0
13
4.10
1.65
5.75 (1.75) 1.25 -1.75 -0.71 -0.014
58 SA 15.12 15 Nov '24 232 P 15.00 0.459 0 1.90 3.80 18.00
14.00
0.475
0.457
0
0
4.00
1.50
5.50 (1.70) 1.30 -1.70 -0.76 -0.014
59 SA 15.12 15 Nov '24 232 P 15.00 0.459 0 1.90 3.80 17.00
13.00
0.471
0.462
0
0
3.30
1.10
4.40 (0.60) 1.40 -0.60 -2.33 -0.015
60 SA 15.12 19 Jul '24 113 P 15.00 0.465 32 1.40 2.80 18.00
14.00
0.485
0.461
0
26
3.60
1.05
4.65 (1.85) 1.15 -1.85 -0.62 -0.015
61 SA 15.12 16 Aug '24 141 P 17.00 0.461 0 2.75 5.50 18.00
16.00
0.475
0.463
0
0
3.70
2.25
5.95 (0.45) 0.55 -0.45 -1.22 -0.016
62 SA 15.12 16 Aug '24 141 P 16.00 0.463 0 2.10 4.20 17.00
13.00
0.461
0.481
0
20
2.90
1.40
4.30 (0.10) 0.90 -2.10 -0.43 -0.016
63 SA 15.12 17 May '24 50 P 15.00 0.458 25 0.90 1.80 16.00
13.00
0.459
0.473
1
143
1.65
0.30
1.95 (0.15) 0.85 -1.15 -0.74 -0.016
64 SA 15.12 20 Dec '24 267 P 14.00 0.463 13 1.50 3.00 18.00
13.00
0.480
0.463
0
19
4.10
1.20
5.30 (2.30) 1.70 -2.30 -0.74 -0.017
65 SA 15.12 19 Jul '24 113 P 16.00 0.464 3 1.95 3.90 18.00
14.00
0.485
0.461
0
26
3.60
1.05
4.65 (0.75) 1.25 -0.75 -1.67 -0.017
66 SA 15.12 15 Nov '24 232 P 14.00 0.457 0 1.40 2.80 17.00
13.00
0.471
0.462
0
0
3.30
1.10
4.40 (1.60) 1.40 -1.60 -0.87 -0.018
67 SA 15.12 15 Nov '24 232 P 15.00 0.459 0 1.90 3.80 18.00
13.00
0.475
0.462
0
0
4.00
1.10
5.10 (1.30) 1.70 -1.30 -1.31 -0.018
68 SA 15.12 19 Jul '24 113 P 16.00 0.464 3 1.95 3.90 18.00
15.00
0.485
0.465
0
32
3.60
1.50
5.10 (1.20) 0.80 -1.20 -0.67 -0.021
69 SA 15.12 15 Nov '24 232 P 14.00 0.457 0 1.40 2.80 18.00
13.00
0.475
0.462
0
0
4.00
1.10
5.10 (2.30) 1.70 -2.30 -0.74 -0.022
70 SA 15.12 19 Jul '24 113 P 15.00 0.465 32 1.40 2.80 18.00
13.00
0.485
0.467
0
24
3.60
0.70
4.30 (1.50) 1.50 -1.50 -1.00 -0.022
71 SA 15.12 17 May '24 50 P 16.00 0.459 1 1.50 3.00 17.00
14.00
0.492
0.449
0
65
2.40
0.55
2.95 0.05 1.05 -0.95 -1.11 -0.023
72 SA 15.12 19 Jul '24 113 P 16.00 0.464 3 1.95 3.90 18.00
13.00
0.485
0.467
0
24
3.60
0.70
4.30 (0.40) 1.60 -1.40 -1.14 -0.024
73 SA 15.12 19 Apr '24 22 P 14.00 0.450 137 0.20 0.40 15.00
13.00
0.441
0.484
137
175
0.65
0.10
0.75 (0.35) 0.65 -0.35 -1.86 -0.024
74 SA 15.12 16 Aug '24 141 P 14.00 0.459 0 1.05 2.10 17.00
13.00
0.461
0.481
0
20
2.90
1.40
4.30 (2.20) 0.80 -2.20 -0.36 -0.025
75 SA 15.12 17 May '24 50 P 15.00 0.458 25 0.90 1.80 17.00
14.00
0.492
0.449
0
65
2.40
0.55
2.95 (1.15) 0.85 -1.15 -0.74 -0.026
76 SA 15.12 16 Aug '24 141 P 14.00 0.459 0 1.05 2.10 16.00
13.00
0.463
0.481
0
20
2.25
1.40
3.65 (1.55) 0.45 -1.55 -0.29 -0.027
77 SA 15.12 16 Aug '24 141 P 16.00 0.463 0 2.10 4.20 18.00
13.00
0.475
0.481
0
20
3.70
1.40
5.10 (0.90) 1.10 -1.90 -0.58 -0.029
78 SA 15.12 19 Jul '24 113 P 14.00 0.461 26 0.90 1.80 18.00
13.00
0.485
0.467
0
24
3.60
0.70
4.30 (2.50) 1.50 -2.50 -0.60 -0.031
79 SA 15.12 17 May '24 50 P 16.00 0.459 1 1.50 3.00 17.00
15.00
0.492
0.458
0
25
2.40
1.00
3.40 (0.40) 0.60 -0.40 -1.50 -0.032
80 SA 15.12 17 May '24 50 P 14.00 0.449 65 0.45 0.90 15.00
13.00
0.458
0.473
25
143
1.00
0.30
1.30 (0.40) 0.60 -0.40 -1.50 -0.033
81 SA 15.12 16 Aug '24 141 P 17.00 0.461 0 2.75 5.50 18.00
13.00
0.475
0.481
0
20
3.70
1.40
5.10 0.40 1.40 -2.60 -0.54 -0.033
82 SA 15.12 17 May '24 50 P 14.00 0.449 65 0.45 0.90 16.00
13.00
0.459
0.473
1
143
1.65
0.30
1.95 (1.05) 0.95 -1.05 -0.90 -0.034
83 SA 15.12 16 Aug '24 141 P 14.00 0.459 0 1.05 2.10 18.00
13.00
0.475
0.481
0
20
3.70
1.40
5.10 (3.00) 1.00 -3.00 -0.33 -0.039
84 SA 15.12 17 May '24 50 P 16.00 0.459 1 1.50 3.00 17.00
13.00
0.492
0.473
0
143
2.40
0.30
2.70 0.30 1.30 -1.70 -0.76 -0.048
85 SA 15.12 17 May '24 50 P 15.00 0.458 25 0.90 1.80 17.00
13.00
0.492
0.473
0
143
2.40
0.30
2.70 (0.90) 1.10 -0.90 -1.22 -0.050
86 SA 15.12 17 May '24 50 P 14.00 0.449 65 0.45 0.90 17.00
13.00
0.492
0.473
0
143
2.40
0.30
2.70 (1.80) 1.20 -1.80 -0.67 -0.068
87 SA 15.12 16 Aug '24 141 P 16.00 0.463 0 2.10 4.20 17.00
15.00
0.461
0.572
0
0
2.90
2.70
5.60 (1.40) -0.40 -1.40 0.29 -0.107
88 SA 15.12 16 Aug '24 141 P 16.00 0.463 0 2.10 4.20 18.00
15.00
0.475
0.572
0
0
3.70
2.70
6.40 (2.20) -0.20 -2.20 0.09 -0.121
89 SA 15.12 16 Aug '24 141 P 17.00 0.461 0 2.75 5.50 18.00
15.00
0.475
0.572
0
0
3.70
2.70
6.40 (0.90) 0.10 -1.90 -0.05 -0.125
90 SA 15.12 16 Aug '24 141 P 14.00 0.459 0 1.05 2.10 15.00
13.00
0.572
0.481
0
20
2.70
1.40
4.10 (2.00) -1.00 -2.00 0.50 -0.136
91 SA 15.12 19 Apr '24 22 P 15.00 0.441 137 0.55 1.10 17.00
14.00
0.589
0.450
0
137
2.35
0.30
2.65 (1.55) 0.45 -1.55 -0.29 -0.157
92 SA 15.12 19 Apr '24 22 P 16.00 0.762 0 1.15 2.30 18.00
15.00
1.253
0.441
0
137
4.70
0.65
5.35 (3.05) -1.05 -3.05 0.34 -0.170
93 SA 15.12 19 Apr '24 22 P 14.00 0.450 137 0.20 0.40 17.00
13.00
0.589
0.484
0
175
2.35
0.10
2.45 (2.05) 0.95 -2.05 -0.46 -0.172
94 SA 15.12 19 Apr '24 22 P 16.00 0.762 0 1.15 2.30 18.00
14.00
1.253
0.450
0
137
4.70
0.30
5.00 (2.70) -0.70 -2.70 0.26 -0.179
95 SA 15.12 19 Apr '24 22 P 15.00 0.441 137 0.55 1.10 17.00
13.00
0.589
0.484
0
175
2.35
0.10
2.45 (1.35) 0.65 -1.35 -0.48 -0.191
96 SA 15.12 19 Apr '24 22 P 16.00 0.762 0 1.15 2.30 18.00
13.00
1.253
0.484
0
175
4.70
0.10
4.80 (2.50) -0.50 -3.50 0.14 -0.213
97 SA 15.12 19 Jul '24 113 P 17.00 0.311 0 1.65 3.30 18.00
14.00
0.485
0.461
0
26
3.60
1.05
4.65 (1.35) -0.35 -3.35 0.10 -0.323
98 SA 15.12 19 Jul '24 113 P 17.00 0.311 0 1.65 3.30 18.00
16.00
0.485
0.464
0
3
3.60
2.10
5.70 (2.40) -1.40 -2.40 0.58 -0.326
99 SA 15.12 19 Jul '24 113 P 17.00 0.311 0 1.65 3.30 18.00
15.00
0.485
0.465
0
32
3.60
1.50
5.10 (1.80) -0.80 -2.80 0.29 -0.327
100 SA 15.12 19 Jul '24 113 P 17.00 0.311 0 1.65 3.30 18.00
13.00
0.485
0.467
0
24
3.60
0.70
4.30 (1.00) 0.00 -4.00  0 -0.329
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