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Butterfly Puts Screener For SABR Report Date:

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Data is delayed from April 15, 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 SABR 2.58 19 Apr '24 4 P 3.50 2.836 0 0.88 1.76 4.00
3.00
0.766
0.766
0
0
1.66
0.46
2.12 (0.36) 0.14 -0.36 -0.39 4.139
2 SABR 2.58 19 Apr '24 4 P 3.50 2.836 0 0.88 1.76 4.00
2.50
0.766
0.893
0
10
1.66
0.07
1.73 0.03 0.53 -0.47 -1.13 4.012
3 SABR 2.58 19 Apr '24 4 P 3.50 2.836 0 0.88 1.76 4.00
2.00
0.766
1.581
0
0
1.66
0.34
2.00 (0.24) 0.26 -1.24 -0.21 3.325
4 SABR 2.58 18 Dec '26 977 P 3.50 2.021 0 0.44 0.88 4.00
3.00
0.961
0.766
0
0
2.86
4.80
7.66 (6.78) -6.28 -6.78 0.93 2.315
5 SABR 2.58 19 Apr '24 4 P 3.50 2.836 0 0.88 1.76 4.00
1.50
0.766
2.977
0
0
1.66
0.01
1.67 0.09 0.59 -1.41 -0.42 1.928
6 SABR 2.58 18 Dec '26 977 P 3.50 2.021 0 0.44 0.88 4.00
1.50
0.961
1.195
0
0
2.86
1.07
3.93 (3.05) -2.55 -4.55 0.56 1.886
7 SABR 2.58 18 Dec '26 977 P 3.50 2.021 0 0.44 0.88 4.00
2.00
0.961
1.215
0
0
2.86
2.34
5.20 (4.32) -3.82 -5.32 0.72 1.865
8 SABR 2.58 18 Dec '26 977 P 3.50 2.021 0 0.44 0.88 4.00
2.50
0.961
1.225
0
0
2.86
2.78
5.64 (4.76) -4.26 -5.26 0.81 1.856
9 SABR 2.58 18 Jun '26 794 P 3.00 1.516 0 0.69 1.38 4.00
2.50
0.805
1.084
0
0
2.82
2.58
5.40 (4.02) -3.02 -4.02 0.75 1.143
10 SABR 2.58 18 Jun '26 794 P 3.00 1.516 0 0.69 1.38 4.00
1.50
0.805
1.084
0
0
2.82
2.12
4.94 (3.56) -2.56 -4.06 0.63 1.143
11 SABR 2.58 18 Jun '26 794 P 3.00 1.516 0 0.69 1.38 4.00
2.00
0.805
1.129
0
0
2.82
2.90
5.72 (4.34) -3.34 -4.34 0.77 1.098
12 SABR 2.58 18 Jun '26 794 P 3.00 1.516 0 0.69 1.38 3.50
2.50
0.992
1.084
0
0
3.80
2.58
6.38 (5.00) -4.50 -5.00 0.90 0.956
13 SABR 2.58 18 Jun '26 794 P 3.00 1.516 0 0.69 1.38 3.50
1.50
0.992
1.084
0
0
3.80
2.12
5.92 (4.54) -4.04 -5.54 0.73 0.955
14 SABR 2.58 18 Jun '26 794 P 3.00 1.516 0 0.69 1.38 3.50
2.00
0.992
1.129
0
0
3.80
2.90
6.70 (5.32) -4.82 -5.82 0.83 0.911
15 SABR 2.58 18 Dec '26 977 P 2.50 1.225 0 0.40 0.80 3.00
1.50
0.766
1.195
0
0
4.80
1.07
5.87 (5.07) -4.57 -5.57 0.82 0.489
16 SABR 2.58 18 Dec '26 977 P 2.00 1.215 0 0.09 0.18 3.00
1.50
0.766
1.195
0
0
4.80
1.07
5.87 (5.69) -4.69 -5.69 0.82 0.469
17 SABR 2.58 18 Dec '26 977 P 2.50 1.225 0 0.40 0.80 3.00
2.00
0.766
1.215
0
0
4.80
2.34
7.14 (6.34) -5.84 -6.34 0.92 0.469
18 SABR 2.58 17 Jan '25 277 P 3.50 1.001 0 0.64 1.28 4.00
3.00
0.709
0.842
0
0
1.72
0.99
2.71 (1.43) -0.93 -1.43 0.65 0.450
19 SABR 2.58 19 Dec '25 613 P 2.50 0.982 0 0.88 1.76 3.00
2.00
0.551
0.998
0
0
1.26
0.69
1.95 (0.19) 0.31 -0.19 -1.63 0.416
20 SABR 2.58 18 Jun '26 794 P 2.00 1.129 0 0.25 0.50 4.00
1.50
0.805
1.084
0
0
2.82
2.12
4.94 (4.44) -2.44 -4.44 0.55 0.368
21 SABR 2.58 17 Jan '25 277 P 3.50 1.001 0 0.64 1.28 4.00
2.00
0.709
0.942
0
1,528
1.72
0.45
2.17 (0.89) -0.39 -1.89 0.21 0.350
22 SABR 2.58 17 Jan '25 277 P 2.50 0.997 0 0.63 1.26 4.00
2.00
0.709
0.942
0
1,528
1.72
0.45
2.17 (0.91) 0.59 -0.91 -0.65 0.343
23 SABR 2.58 17 Jan '25 277 P 3.50 1.001 0 0.64 1.28 4.00
1.50
0.709
0.968
0
0
1.72
1.02
2.74 (1.46) -0.96 -2.96 0.32 0.324
24 SABR 2.58 17 Jan '25 277 P 2.50 0.997 0 0.63 1.26 4.00
1.50
0.709
0.968
0
0
1.72
1.02
2.74 (1.48) 0.02 -1.48 -0.01 0.317
25 SABR 2.58 16 Jan '26 641 P 3.50 1.139 0 1.54 3.08 4.00
2.50
0.972
0.991
0
0
2.16
0.97
3.13 (0.05) 0.45 -0.55 -0.82 0.315
26 SABR 2.58 16 Jan '26 641 P 3.50 1.139 0 1.54 3.08 4.00
2.00
0.972
0.993
0
0
2.16
0.90
3.06 0.02 0.52 -0.98 -0.53 0.312
27 SABR 2.58 17 Jan '25 277 P 3.50 1.001 0 0.64 1.28 4.00
2.50
0.709
0.997
0
0
1.72
0.90
2.62 (1.34) -0.84 -1.84 0.46 0.295
28 SABR 2.58 18 Dec '26 977 P 2.50 1.225 0 0.40 0.80 4.00
1.50
0.961
1.195
0
0
2.86
1.07
3.93 (3.13) -1.63 -3.13 0.52 0.294
29 SABR 2.58 16 Jan '26 641 P 3.50 1.139 0 1.54 3.08 4.00
1.50
0.972
1.026
0
0
2.16
0.88
3.04 0.04 0.54 -1.46 -0.37 0.280
30 SABR 2.58 18 Jun '26 794 P 2.50 1.084 0 0.64 1.28 4.00
1.50
0.805
1.084
0
0
2.82
2.12
4.94 (3.66) -2.16 -3.66 0.59 0.279
31 SABR 2.58 18 Dec '26 977 P 2.00 1.215 0 0.09 0.18 4.00
1.50
0.961
1.195
0
0
2.86
1.07
3.93 (3.75) -1.75 -3.75 0.47 0.274
32 SABR 2.58 18 Dec '26 977 P 2.50 1.225 0 0.40 0.80 4.00
2.00
0.961
1.215
0
0
2.86
2.34
5.20 (4.40) -2.90 -4.40 0.66 0.273
33 SABR 2.58 18 Jun '26 794 P 2.50 1.084 0 0.64 1.28 4.00
2.00
0.805
1.129
0
0
2.82
2.90
5.72 (4.44) -2.94 -4.44 0.66 0.234
34 SABR 2.58 17 May '24 32 P 2.50 1.034 11 0.25 0.50 4.00
2.00
0.766
1.070
0
0
1.66
0.10
1.76 (1.26) 0.24 -1.26 -0.19 0.232
35 SABR 2.58 20 Jun '25 431 P 2.00 0.946 0 0.53 1.06 4.00
1.50
0.689
0.985
0
0
1.84
0.35
2.19 (1.13) 0.87 -1.13 -0.77 0.219
36 SABR 2.58 16 Jan '26 641 P 3.50 1.139 0 1.54 3.08 4.00
3.00
0.972
1.090
0
0
2.16
1.47
3.63 (0.55) -0.05 -0.55 0.09 0.216
37 SABR 2.58 16 Jan '26 641 P 3.00 1.090 0 1.21 2.42 4.00
2.50
0.972
0.991
0
0
2.16
0.97
3.13 (0.71) 0.29 -0.71 -0.41 0.216
38 SABR 2.58 16 Jan '26 641 P 3.00 1.090 0 1.21 2.42 4.00
2.00
0.972
0.993
0
0
2.16
0.90
3.06 (0.64) 0.36 -0.64 -0.56 0.214
39 SABR 2.58 17 Jan '25 277 P 2.50 0.997 0 0.63 1.26 3.00
2.00
0.842
0.942
0
1,528
0.99
0.45
1.44 (0.18) 0.32 -0.18 -1.78 0.210
40 SABR 2.58 19 Dec '25 613 P 2.00 0.998 0 0.64 1.28 3.00
1.50
0.551
1.236
0
0
1.26
0.59
1.85 (0.57) 0.43 -0.57 -0.75 0.209
41 SABR 2.58 17 May '24 32 P 2.50 1.034 11 0.25 0.50 3.50
2.00
0.789
1.070
0
0
1.15
0.10
1.25 (0.75) 0.25 -0.75 -0.33 0.209
42 SABR 2.58 17 Jan '25 277 P 2.00 0.942 1,528 0.43 0.86 4.00
1.50
0.709
0.968
0
0
1.72
1.02
2.74 (1.88) 0.12 -1.88 -0.06 0.207
43 SABR 2.58 20 Jun '25 431 P 2.00 0.946 0 0.53 1.06 3.50
1.50
0.708
0.985
0
0
1.46
0.35
1.81 (0.75) 0.75 -0.75 -1.00 0.199
44 SABR 2.58 20 Jun '25 431 P 3.00 0.889 0 1.08 2.16 4.00
2.50
0.689
0.895
0
0
1.84
0.83
2.67 (0.51) 0.49 -0.51 -0.96 0.194
45 SABR 2.58 17 Jan '25 277 P 2.50 0.997 0 0.63 1.26 3.00
1.50
0.842
0.968
0
0
0.99
1.02
2.01 (0.75) -0.25 -1.25 0.20 0.185
46 SABR 2.58 19 Dec '25 613 P 3.50 0.903 0 1.30 2.60 4.00
3.00
1.074
0.551
0
0
2.15
1.26
3.41 (0.81) -0.31 -0.81 0.38 0.182
47 SABR 2.58 16 Jan '26 641 P 3.00 1.090 0 1.21 2.42 4.00
1.50
0.972
1.026
0
0
2.16
0.88
3.04 (0.62) 0.38 -1.12 -0.34 0.181
48 SABR 2.58 18 Jun '26 794 P 2.00 1.129 0 0.25 0.50 3.50
1.50
0.992
1.084
0
0
3.80
2.12
5.92 (5.42) -3.92 -5.42 0.72 0.181
49 SABR 2.58 19 Dec '25 613 P 2.50 0.982 0 0.88 1.76 3.00
1.50
0.551
1.236
0
0
1.26
0.59
1.85 (0.09) 0.41 -0.59 -0.69 0.178
50 SABR 2.58 17 May '24 32 P 3.00 0.987 0 0.56 1.12 4.00
2.50
0.766
1.034
0
11
1.66
0.28
1.94 (0.82) 0.18 -0.82 -0.22 0.174
51 SABR 2.58 20 Jun '25 431 P 3.00 0.889 0 1.08 2.16 3.50
2.50
0.708
0.895
0
0
1.46
0.83
2.29 (0.13) 0.37 -0.13 -2.85 0.174
52 SABR 2.58 20 Jun '25 431 P 2.50 0.895 0 0.76 1.52 4.00
2.00
0.689
0.946
0
0
1.84
0.57
2.41 (0.89) 0.61 -0.89 -0.69 0.155
53 SABR 2.58 17 May '24 32 P 3.00 0.987 0 0.56 1.12 3.50
2.50
0.789
1.034
0
11
1.15
0.28
1.43 (0.31) 0.19 -0.31 -0.61 0.151
54 SABR 2.58 17 Apr '25 367 P 3.00 0.951 0 1.00 2.00 3.50
2.50
0.889
0.867
0
0
1.50
0.97
2.47 (0.47) 0.03 -0.47 -0.06 0.147
55 SABR 2.58 20 Jun '25 431 P 3.00 0.889 0 1.08 2.16 4.00
2.00
0.689
0.946
0
0
1.84
0.57
2.41 (0.25) 0.75 -0.25 -3.00 0.142
56 SABR 2.58 17 May '24 32 P 3.00 0.987 0 0.56 1.12 4.00
2.00
0.766
1.070
0
0
1.66
0.10
1.76 (0.64) 0.36 -0.64 -0.56 0.138
57 SABR 2.58 20 Jun '25 431 P 2.50 0.895 0 0.76 1.52 3.50
2.00
0.708
0.946
0
0
1.46
0.57
2.03 (0.51) 0.49 -0.51 -0.96 0.135
58 SABR 2.58 17 Apr '25 367 P 3.00 0.951 0 1.00 2.00 4.00
2.50
0.905
0.867
0
0
1.99
0.97
2.96 (0.96) 0.04 -0.96 -0.04 0.131
59 SABR 2.58 20 Jun '25 431 P 3.00 0.889 0 1.08 2.16 3.50
2.00
0.708
0.946
0
0
1.46
0.57
2.03 0.13 0.63 -0.37 -1.70 0.122
60 SABR 2.58 20 Jun '25 431 P 2.50 0.895 0 0.76 1.52 4.00
1.50
0.689
0.985
0
0
1.84
0.35
2.19 (0.67) 0.83 -0.67 -1.24 0.116
61 SABR 2.58 17 May '24 32 P 3.00 0.987 0 0.56 1.12 3.50
2.00
0.789
1.070
0
0
1.15
0.10
1.25 (0.13) 0.37 -0.63 -0.59 0.115
62 SABR 2.58 20 Jun '25 431 P 3.00 0.889 0 1.08 2.16 4.00
1.50
0.689
0.985
0
0
1.84
0.35
2.19 (0.03) 0.97 -0.53 -1.83 0.103
63 SABR 2.58 20 Jun '25 431 P 2.50 0.895 0 0.76 1.52 3.50
1.50
0.708
0.985
0
0
1.46
0.35
1.81 (0.29) 0.71 -0.29 -2.45 0.096
64 SABR 2.58 18 Jun '26 794 P 3.50 0.992 0 0.74 1.48 4.00
2.50
0.805
1.084
0
0
2.82
2.58
5.40 (3.92) -3.42 -4.42 0.77 0.095
65 SABR 2.58 18 Jun '26 794 P 3.50 0.992 0 0.74 1.48 4.00
1.50
0.805
1.084
0
0
2.82
2.12
4.94 (3.46) -2.96 -4.96 0.60 0.095
66 SABR 2.58 17 May '24 32 P 2.00 1.070 0 0.07 0.14 4.00
1.50
0.766
1.279
0
0
1.66
0.04
1.70 (1.56) 0.44 -1.56 -0.28 0.094
67 SABR 2.58 18 Jun '26 794 P 2.50 1.084 0 0.64 1.28 3.50
1.50
0.992
1.084
0
0
3.80
2.12
5.92 (4.64) -3.64 -4.64 0.78 0.091
68 SABR 2.58 18 Jun '26 794 P 2.00 1.129 0 0.25 0.50 2.50
1.50
1.084
1.084
0
0
2.58
2.12
4.70 (4.20) -3.70 -4.20 0.88 0.089
69 SABR 2.58 20 Jun '25 431 P 3.00 0.889 0 1.08 2.16 3.50
1.50
0.708
0.985
0
0
1.46
0.35
1.81 0.35 0.85 -0.65 -1.31 0.083
70 SABR 2.58 19 Jul '24 95 P 2.50 0.816 0 0.36 0.72 4.00
2.00
0.771
0.783
0
0
1.51
0.18
1.69 (0.97) 0.53 -0.97 -0.55 0.078
71 SABR 2.58 17 Jan '25 277 P 2.00 0.942 1,528 0.43 0.86 3.00
1.50
0.842
0.968
0
0
0.99
1.02
2.01 (1.15) -0.15 -1.15 0.13 0.075
72 SABR 2.58 17 May '24 32 P 2.00 1.070 0 0.07 0.14 3.50
1.50
0.789
1.279
0
0
1.15
0.04
1.19 (1.05) 0.45 -1.05 -0.43 0.071
73 SABR 2.58 19 Jul '24 95 P 2.50 0.816 0 0.36 0.72 3.50
2.00
0.780
0.783
0
0
1.09
0.18
1.27 (0.55) 0.45 -0.55 -0.82 0.069
74 SABR 2.58 19 Jul '24 95 P 2.50 0.816 0 0.36 0.72 3.00
2.00
0.784
0.783
0
0
0.69
0.18
0.87 (0.15) 0.35 -0.15 -2.33 0.065
75 SABR 2.58 17 Apr '25 367 P 3.00 0.951 0 1.00 2.00 3.50
2.00
0.889
0.949
0
5
1.50
0.53
2.03 (0.03) 0.47 -0.53 -0.89 0.065
76 SABR 2.58 19 Dec '25 613 P 2.50 0.982 0 0.88 1.76 3.50
2.00
0.903
0.998
0
0
1.62
0.69
2.31 (0.55) 0.45 -0.55 -0.82 0.063
77 SABR 2.58 17 Jan '25 277 P 2.50 0.997 0 0.63 1.26 3.50
2.00
1.001
0.942
0
1,528
1.52
0.45
1.97 (0.71) 0.29 -0.71 -0.41 0.052
78 SABR 2.58 18 Jun '26 794 P 3.50 0.992 0 0.74 1.48 4.00
2.00
0.805
1.129
0
0
2.82
2.90
5.72 (4.24) -3.74 -5.24 0.71 0.051
79 SABR 2.58 17 Apr '25 367 P 3.00 0.951 0 1.00 2.00 4.00
2.00
0.905
0.949
0
5
1.99
0.53
2.52 (0.52) 0.48 -0.52 -0.92 0.049
80 SABR 2.58 16 Jan '26 641 P 3.00 1.090 0 1.21 2.42 3.50
2.50
1.139
0.991
0
0
1.91
0.97
2.88 (0.46) 0.04 -0.46 -0.09 0.049
81 SABR 2.58 18 Jun '26 794 P 2.50 1.084 0 0.64 1.28 3.50
2.00
0.992
1.129
0
0
3.80
2.90
6.70 (5.42) -4.42 -5.42 0.82 0.047
82 SABR 2.58 16 Jan '26 641 P 3.00 1.090 0 1.21 2.42 3.50
2.00
1.139
0.993
0
0
1.91
0.90
2.81 (0.39) 0.11 -0.89 -0.12 0.047
83 SABR 2.58 18 Oct '24 186 P 2.00 0.905 0 0.31 0.62 3.50
1.50
0.797
0.980
0
0
1.21
0.17
1.38 (0.76) 0.74 -0.76 -0.97 0.033
84 SABR 2.58 17 Jan '25 277 P 3.00 0.842 0 0.93 1.86 4.00
2.00
0.709
0.942
0
1,528
1.72
0.45
2.17 (0.31) 0.69 -0.31 -2.23 0.032
85 SABR 2.58 17 Jan '25 277 P 2.50 0.997 0 0.63 1.26 3.50
1.50
1.001
0.968
0
0
1.52
1.02
2.54 (1.28) -0.28 -1.28 0.22 0.026
86 SABR 2.58 17 May '24 32 P 2.50 1.034 11 0.25 0.50 4.00
1.50
0.766
1.279
0
0
1.66
0.04
1.70 (1.20) 0.30 -1.20 -0.25 0.022
87 SABR 2.58 20 Jun '25 431 P 2.00 0.946 0 0.53 1.06 3.00
1.50
0.889
0.985
0
0
1.12
0.35
1.47 (0.41) 0.59 -0.41 -1.44 0.019
88 SABR 2.58 16 Jan '26 641 P 2.50 0.991 0 0.91 1.82 4.00
2.00
0.972
0.993
0
0
2.16
0.90
3.06 (1.24) 0.26 -1.24 -0.21 0.017
89 SABR 2.58 16 Jan '26 641 P 3.00 1.090 0 1.21 2.42 3.50
1.50
1.139
1.026
0
0
1.91
0.88
2.79 (0.37) 0.13 -1.37 -0.09 0.014
90 SABR 2.58 19 Jul '24 95 P 3.00 0.784 0 0.66 1.32 4.00
2.00
0.771
0.783
0
0
1.51
0.18
1.69 (0.37) 0.63 -0.37 -1.70 0.014
91 SABR 2.58 20 Jun '25 431 P 2.00 0.946 0 0.53 1.06 2.50
1.50
0.895
0.985
0
0
0.83
0.35
1.18 (0.12) 0.38 -0.12 -3.17 0.013
92 SABR 2.58 17 May '24 32 P 2.50 1.034 11 0.25 0.50 3.00
2.00
0.987
1.070
0
0
0.59
0.10
0.69 (0.19) 0.31 -0.19 -1.63 0.011
93 SABR 2.58 18 Dec '26 977 P 2.00 1.215 0 0.09 0.18 2.50
1.50
1.225
1.195
0
0
2.78
1.07
3.85 (3.67) -3.17 -3.67 0.86 0.010
94 SABR 2.58 18 Oct '24 186 P 2.00 0.905 0 0.31 0.62 3.00
1.50
0.822
0.980
0
0
0.87
0.17
1.04 (0.42) 0.58 -0.42 -1.38 0.009
95 SABR 2.58 17 Apr '25 367 P 3.50 0.889 0 1.34 2.68 4.00
2.50
0.905
0.867
0
0
1.99
0.97
2.96 (0.28) 0.22 -0.78 -0.28 0.006
96 SABR 2.58 17 Jan '25 277 P 3.00 0.842 0 0.93 1.86 4.00
1.50
0.709
0.968
0
0
1.72
1.02
2.74 (0.88) 0.12 -1.38 -0.09 0.006
97 SABR 2.58 19 Jul '24 95 P 3.50 0.780 0 1.04 2.08 4.00
2.00
0.771
0.783
0
0
1.51
0.18
1.69 0.39 0.89 -0.61 -1.46 0.005
98 SABR 2.58 19 Jul '24 95 P 3.00 0.784 0 0.66 1.32 3.50
2.00
0.780
0.783
0
0
1.09
0.18
1.27 0.05 0.55 -0.45 -1.22 0.005
99 SABR 2.58 19 Jul '24 95 P 3.50 0.780 0 1.04 2.08 4.00
3.00
0.771
0.784
0
0
1.51
0.69
2.20 (0.12) 0.38 -0.12 -3.17 0.004
100 SABR 2.58 17 May '24 32 P 2.50 1.034 11 0.25 0.50 3.50
1.50
0.789
1.279
0
0
1.15
0.04
1.19 (0.69) 0.31 -0.69 -0.45 -0.001
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