Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Butterfly Puts Screener For VXX Report Date:

SCREENER   
Select Stock
 Symbol   
Selection Filters
LEG VOLUME
STRIKE RANGE
EXPIRATION
Additional Filters
There are no additional filters for this screener
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from April 3, 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 VXX 13.37 5 Apr '24 2 P 14.00 0.986 1,069 0.49 0.98 14.50
12.50
0.467
0.590
10
461
1.50
0.02
1.52 (0.54) -0.04 -1.54 0.03 0.914
2 VXX 13.37 5 Apr '24 2 P 14.00 0.986 1,069 0.49 0.98 14.50
13.00
0.467
0.620
10
3,184
1.50
0.11
1.61 (0.63) -0.13 -1.13 0.12 0.885
3 VXX 13.37 5 Apr '24 2 P 14.00 0.986 1,069 0.49 0.98 14.50
13.50
0.467
0.706
10
2,114
1.50
0.36
1.86 (0.88) -0.38 -0.88 0.43 0.798
4 VXX 13.37 5 Apr '24 2 P 14.00 0.986 1,069 0.49 0.98 14.50
12.00
0.467
0.800
10
205
1.50
0.01
1.51 (0.53) -0.03 -2.03 0.01 0.705
5 VXX 13.37 5 Apr '24 2 P 13.50 0.706 2,114 0.26 0.52 14.50
12.50
0.467
0.590
10
461
1.50
0.02
1.52 (1.00) -0.00 -1.00  0 0.356
6 VXX 13.37 5 Apr '24 2 P 13.50 0.706 2,114 0.26 0.52 14.50
13.00
0.467
0.620
10
3,184
1.50
0.11
1.61 (1.09) -0.09 -1.09 0.08 0.326
7 VXX 13.37 26 Apr '24 23 P 13.50 0.614 12 0.80 1.60 14.00
12.00
0.606
0.426
0
5
1.49
0.34
1.83 (0.23) 0.27 -1.23 -0.22 0.196
8 VXX 13.37 5 Apr '24 2 P 13.00 0.620 3,184 0.07 0.14 14.50
12.50
0.467
0.590
10
461
1.50
0.02
1.52 (1.38) 0.12 -1.38 -0.09 0.182
9 VXX 13.37 12 Apr '24 9 P 14.00 0.692 359 0.83 1.66 14.50
12.00
0.782
0.431
5
58
1.51
0.04
1.55 0.11 0.61 -1.39 -0.44 0.171
10 VXX 13.37 19 Apr '24 16 P 14.00 0.651 49 0.94 1.88 14.50
12.00
0.691
0.442
402
14
1.59
0.09
1.68 0.20 0.70 -1.30 -0.54 0.170
11 VXX 13.37 5 Apr '24 2 P 13.50 0.706 2,114 0.26 0.52 14.50
12.00
0.467
0.800
10
205
1.50
0.01
1.51 (0.99) 0.01 -1.49 -0.01 0.146
12 VXX 13.37 12 Apr '24 9 P 14.00 0.692 359 0.83 1.66 14.50
12.50
0.782
0.463
5
260
1.51
0.11
1.62 0.04 0.54 -0.96 -0.56 0.139
13 VXX 13.37 19 Apr '24 16 P 14.00 0.651 49 0.94 1.88 14.50
12.50
0.691
0.474
402
312
1.59
0.21
1.80 0.08 0.58 -0.92 -0.63 0.138
14 VXX 13.37 26 Apr '24 23 P 13.50 0.614 12 0.80 1.60 14.00
12.50
0.606
0.498
0
8
1.49
0.32
1.81 (0.21) 0.29 -0.71 -0.41 0.124
15 VXX 13.37 26 Apr '24 23 P 13.50 0.614 12 0.80 1.60 14.50
12.00
0.696
0.426
0
5
1.72
0.34
2.06 (0.46) 0.54 -0.96 -0.56 0.106
16 VXX 13.37 19 Apr '24 16 P 14.00 0.651 49 0.94 1.88 14.50
13.00
0.691
0.515
402
1,942
1.59
0.45
2.04 (0.16) 0.34 -0.66 -0.52 0.098
17 VXX 13.37 12 Apr '24 9 P 14.00 0.692 359 0.83 1.66 14.50
13.00
0.782
0.508
5
603
1.51
0.30
1.81 (0.15) 0.35 -0.65 -0.54 0.094
18 VXX 13.37 26 Apr '24 23 P 14.00 0.606 0 1.16 2.32 14.50
12.00
0.696
0.426
0
5
1.72
0.34
2.06 0.26 0.76 -1.24 -0.61 0.090
19 VXX 13.37 26 Apr '24 23 P 13.00 0.554 37 0.35 0.70 14.00
12.00
0.606
0.426
0
5
1.49
0.34
1.83 (1.13) -0.13 -1.13 0.12 0.077
20 VXX 13.37 19 Apr '24 16 P 13.50 0.583 110 0.65 1.30 14.00
12.00
0.651
0.442
49
14
1.15
0.09
1.24 0.06 0.56 -0.94 -0.60 0.072
21 VXX 13.37 17 Jan '25 289 P 13.00 0.853 47 3.15 6.30 14.00
12.00
0.836
0.798
0
30
4.15
3.50
7.65 (1.35) -0.35 -1.35 0.26 0.072
22 VXX 13.37 26 Apr '24 23 P 13.00 0.554 37 0.35 0.70 13.50
12.00
0.614
0.426
12
5
0.93
0.34
1.27 (0.57) -0.07 -1.07 0.07 0.069
23 VXX 13.37 26 Apr '24 23 P 13.50 0.614 12 0.80 1.60 14.00
13.00
0.606
0.554
0
37
1.49
0.60
2.09 (0.49) 0.01 -0.49 -0.02 0.067
24 VXX 13.37 12 Apr '24 9 P 14.00 0.692 359 0.83 1.66 14.50
13.50
0.782
0.538
5
1,350
1.51
0.60
2.11 (0.45) 0.05 -0.45 -0.11 0.065
25 VXX 13.37 12 Apr '24 9 P 13.00 0.508 603 0.20 0.40 13.50
12.00
0.538
0.431
1,350
58
0.60
0.04
0.64 (0.24) 0.26 -0.74 -0.35 0.047
26 VXX 13.37 19 Apr '24 16 P 13.50 0.583 110 0.65 1.30 14.00
12.50
0.651
0.474
49
312
1.15
0.21
1.36 (0.06) 0.44 -0.56 -0.79 0.040
27 VXX 13.37 26 Apr '24 23 P 13.50 0.614 12 0.80 1.60 14.50
12.50
0.696
0.498
0
8
1.72
0.32
2.04 (0.44) 0.56 -0.44 -1.27 0.034
28 VXX 13.37 19 Apr '24 16 P 13.50 0.583 110 0.65 1.30 14.50
12.00
0.691
0.442
402
14
1.59
0.09
1.68 (0.38) 0.62 -0.88 -0.70 0.033
29 VXX 13.37 19 Apr '24 16 P 14.00 0.651 49 0.94 1.88 14.50
13.50
0.691
0.583
402
110
1.59
0.81
2.40 (0.52) -0.02 -0.52 0.04 0.029
30 VXX 13.37 26 Apr '24 23 P 14.00 0.606 0 1.16 2.32 14.50
12.50
0.696
0.498
0
8
1.72
0.32
2.04 0.28 0.78 -0.72 -1.08 0.017
31 VXX 13.37 26 Apr '24 23 P 12.50 0.498 8 0.11 0.22 13.00
12.00
0.554
0.426
37
5
0.60
0.34
0.94 (0.72) -0.22 -0.72 0.31 0.016
32 VXX 13.37 12 Apr '24 9 P 13.00 0.508 603 0.20 0.40 13.50
12.50
0.538
0.463
1,350
260
0.60
0.11
0.71 (0.31) 0.19 -0.31 -0.61 0.015
33 VXX 13.37 17 May '24 44 P 13.00 0.609 149 0.87 1.74 14.00
12.00
0.686
0.518
418
665
1.67
0.41
2.08 (0.34) 0.66 -0.34 -1.94 0.014
34 VXX 13.37 26 Apr '24 23 P 13.00 0.554 37 0.35 0.70 14.00
12.50
0.606
0.498
0
8
1.49
0.32
1.81 (1.11) -0.11 -1.11 0.10 0.005
35 VXX 13.37 16 Jan '26 653 P 13.00 0.977 0 4.65 9.30 14.00
12.00
0.971
0.979
0
0
6.00
4.25
10.25 (0.95) 0.05 -0.95 -0.05 0.005
36 VXX 13.37 19 Apr '24 16 P 13.00 0.515 1,942 0.37 0.74 13.50
12.00
0.583
0.442
110
14
0.81
0.09
0.90 (0.16) 0.34 -0.66 -0.52 0.004
37 VXX 13.37 20 Sep '24 170 P 13.00 0.751 57 2.00 4.00 14.00
12.00
0.767
0.734
0
1
3.45
1.97
5.42 (1.42) -0.42 -1.42 0.30 0.001
38 VXX 13.37 19 Apr '24 16 P 13.50 0.583 110 0.65 1.30 14.50
12.50
0.691
0.474
402
312
1.59
0.21
1.80 (0.50) 0.50 -0.50 -1.00 0.001
39 VXX 13.37 19 Apr '24 16 P 13.50 0.583 110 0.65 1.30 14.00
13.00
0.651
0.515
49
1,942
1.15
0.45
1.60 (0.30) 0.20 -0.30 -0.67 -0.000
40 VXX 13.37 26 Apr '24 23 P 13.00 0.554 37 0.35 0.70 13.50
12.50
0.614
0.498
12
8
0.93
0.32
1.25 (0.55) -0.05 -0.55 0.09 -0.003
41 VXX 13.37 19 Apr '24 16 P 12.50 0.474 312 0.16 0.32 13.00
12.00
0.515
0.442
1,942
14
0.45
0.09
0.54 (0.22) 0.28 -0.22 -1.27 -0.008
42 VXX 13.37 26 Apr '24 23 P 13.00 0.554 37 0.35 0.70 14.50
12.00
0.696
0.426
0
5
1.72
0.34
2.06 (1.36) 0.14 -1.36 -0.10 -0.013
43 VXX 13.37 12 Apr '24 9 P 12.50 0.463 260 0.07 0.14 13.00
12.00
0.508
0.431
603
58
0.30
0.04
0.34 (0.20) 0.30 -0.20 -1.50 -0.013
44 VXX 13.37 26 Apr '24 23 P 13.50 0.614 12 0.80 1.60 14.50
13.00
0.696
0.554
0
37
1.72
0.60
2.32 (0.72) 0.28 -0.72 -0.39 -0.023
45 VXX 13.37 5 Apr '24 2 P 13.00 0.620 3,184 0.07 0.14 14.50
12.00
0.467
0.800
10
205
1.50
0.01
1.51 (1.37) 0.13 -1.37 -0.09 -0.028
46 VXX 13.37 19 Apr '24 16 P 13.00 0.515 1,942 0.37 0.74 13.50
12.50
0.583
0.474
110
312
0.81
0.21
1.02 (0.28) 0.22 -0.28 -0.79 -0.028
47 VXX 13.37 21 Jun '24 79 P 13.00 0.634 94 1.30 2.60 14.00
12.00
0.712
0.589
17
627
2.28
0.80
3.08 (0.48) 0.52 -0.48 -1.08 -0.033
48 VXX 13.37 26 Apr '24 23 P 12.50 0.498 8 0.11 0.22 14.00
12.00
0.606
0.426
0
5
1.49
0.34
1.83 (1.61) -0.11 -1.61 0.07 -0.035
49 VXX 13.37 26 Apr '24 23 P 14.00 0.606 0 1.16 2.32 14.50
13.00
0.696
0.554
0
37
1.72
0.60
2.32 (0.00) 0.50 -0.50 -1.00 -0.039
50 VXX 13.37 19 Apr '24 16 P 13.50 0.583 110 0.65 1.30 14.50
13.00
0.691
0.515
402
1,942
1.59
0.45
2.04 (0.74) 0.26 -0.74 -0.35 -0.039
51 VXX 13.37 12 Apr '24 9 P 12.50 0.463 260 0.07 0.14 13.50
12.00
0.538
0.431
1,350
58
0.60
0.04
0.64 (0.50) 0.50 -0.50 -1.00 -0.043
52 VXX 13.37 26 Apr '24 23 P 12.50 0.498 8 0.11 0.22 13.50
12.00
0.614
0.426
12
5
0.93
0.34
1.27 (1.05) -0.05 -1.05 0.05 -0.043
53 VXX 13.37 12 Apr '24 9 P 13.50 0.538 1,350 0.50 1.00 14.00
12.00
0.692
0.431
359
58
0.98
0.04
1.02 (0.02) 0.48 -1.02 -0.47 -0.048
54 VXX 13.37 5 Apr '24 2 P 13.00 0.620 3,184 0.07 0.14 13.50
12.50
0.706
0.590
2,114
461
0.36
0.02
0.38 (0.24) 0.26 -0.24 -1.08 -0.057
55 VXX 13.37 19 Apr '24 16 P 13.00 0.515 1,942 0.37 0.74 14.00
12.00
0.651
0.442
49
14
1.15
0.09
1.24 (0.50) 0.50 -0.50 -1.00 -0.064
56 VXX 13.37 19 Apr '24 16 P 12.50 0.474 312 0.16 0.32 13.50
12.00
0.583
0.442
110
14
0.81
0.09
0.90 (0.58) 0.42 -0.58 -0.72 -0.076
57 VXX 13.37 12 Apr '24 9 P 13.50 0.538 1,350 0.50 1.00 14.00
12.50
0.692
0.463
359
260
0.98
0.11
1.09 (0.09) 0.41 -0.59 -0.69 -0.080
58 VXX 13.37 26 Apr '24 23 P 13.00 0.554 37 0.35 0.70 14.50
12.50
0.696
0.498
0
8
1.72
0.32
2.04 (1.34) 0.16 -1.34 -0.12 -0.085
59 VXX 13.37 5 Apr '24 2 P 12.50 0.590 461 0.01 0.02 14.50
12.00
0.467
0.800
10
205
1.50
0.01
1.51 (1.49) 0.51 -1.49 -0.34 -0.087
60 VXX 13.37 19 Apr '24 16 P 13.00 0.515 1,942 0.37 0.74 14.00
12.50
0.651
0.474
49
312
1.15
0.21
1.36 (0.62) 0.38 -0.62 -0.61 -0.096
61 VXX 13.37 26 Apr '24 23 P 14.00 0.606 0 1.16 2.32 14.50
13.50
0.696
0.614
0
12
1.72
0.93
2.65 (0.33) 0.17 -0.33 -0.52 -0.098
62 VXX 13.37 19 Apr '24 16 P 13.00 0.515 1,942 0.37 0.74 14.50
12.00
0.691
0.442
402
14
1.59
0.09
1.68 (0.94) 0.56 -0.94 -0.60 -0.104
63 VXX 13.37 12 Apr '24 9 P 13.00 0.508 603 0.20 0.40 14.00
12.00
0.692
0.431
359
58
0.98
0.04
1.02 (0.62) 0.38 -0.62 -0.61 -0.107
64 VXX 13.37 12 Apr '24 9 P 13.50 0.538 1,350 0.50 1.00 14.00
13.00
0.692
0.508
359
603
0.98
0.30
1.28 (0.28) 0.22 -0.28 -0.79 -0.125
65 VXX 13.37 26 Apr '24 23 P 12.50 0.498 8 0.11 0.22 14.50
12.00
0.696
0.426
0
5
1.72
0.34
2.06 (1.84) 0.16 -1.84 -0.09 -0.125
66 VXX 13.37 19 Apr '24 16 P 13.00 0.515 1,942 0.37 0.74 14.50
12.50
0.691
0.474
402
312
1.59
0.21
1.80 (1.06) 0.44 -1.06 -0.42 -0.136
67 VXX 13.37 12 Apr '24 9 P 13.50 0.538 1,350 0.50 1.00 14.50
12.00
0.782
0.431
5
58
1.51
0.04
1.55 (0.55) 0.45 -1.05 -0.43 -0.138
68 VXX 13.37 12 Apr '24 9 P 13.00 0.508 603 0.20 0.40 14.00
12.50
0.692
0.463
359
260
0.98
0.11
1.09 (0.69) 0.31 -0.69 -0.45 -0.139
69 VXX 13.37 19 Apr '24 16 P 12.50 0.474 312 0.16 0.32 14.00
12.00
0.651
0.442
49
14
1.15
0.09
1.24 (0.92) 0.58 -0.92 -0.63 -0.145
70 VXX 13.37 5 Apr '24 2 P 13.50 0.706 2,114 0.26 0.52 14.00
12.50
0.986
0.590
1,069
461
0.82
0.02
0.84 (0.32) 0.18 -0.82 -0.22 -0.163
71 VXX 13.37 12 Apr '24 9 P 13.50 0.538 1,350 0.50 1.00 14.50
12.50
0.782
0.463
5
260
1.51
0.11
1.62 (0.62) 0.38 -0.62 -0.61 -0.169
72 VXX 13.37 19 Apr '24 16 P 12.50 0.474 312 0.16 0.32 14.50
12.00
0.691
0.442
402
14
1.59
0.09
1.68 (1.36) 0.64 -1.36 -0.47 -0.184
73 VXX 13.37 5 Apr '24 2 P 13.50 0.706 2,114 0.26 0.52 14.00
13.00
0.986
0.620
1,069
3,184
0.82
0.11
0.93 (0.41) 0.09 -0.41 -0.22 -0.193
74 VXX 13.37 12 Apr '24 9 P 13.00 0.508 603 0.20 0.40 14.50
12.00
0.782
0.431
5
58
1.51
0.04
1.55 (1.15) 0.35 -1.15 -0.30 -0.197
75 VXX 13.37 12 Apr '24 9 P 12.50 0.463 260 0.07 0.14 14.00
12.00
0.692
0.431
359
58
0.98
0.04
1.02 (0.88) 0.62 -0.88 -0.70 -0.197
76 VXX 13.37 12 Apr '24 9 P 13.50 0.538 1,350 0.50 1.00 14.50
13.00
0.782
0.508
5
603
1.51
0.30
1.81 (0.81) 0.19 -0.81 -0.23 -0.214
77 VXX 13.37 12 Apr '24 9 P 13.00 0.508 603 0.20 0.40 14.50
12.50
0.782
0.463
5
260
1.51
0.11
1.62 (1.22) 0.28 -1.22 -0.23 -0.229
78 VXX 13.37 5 Apr '24 2 P 12.50 0.590 461 0.01 0.02 13.00
12.00
0.620
0.800
3,184
205
0.11
0.01
0.12 (0.10) 0.40 -0.10 -4.00 -0.239
79 VXX 13.37 5 Apr '24 2 P 13.00 0.620 3,184 0.07 0.14 13.50
12.00
0.706
0.800
2,114
205
0.36
0.01
0.37 (0.23) 0.27 -0.73 -0.37 -0.267
80 VXX 13.37 12 Apr '24 9 P 12.50 0.463 260 0.07 0.14 14.50
12.00
0.782
0.431
5
58
1.51
0.04
1.55 (1.41) 0.59 -1.41 -0.42 -0.287
81 VXX 13.37 5 Apr '24 2 P 12.50 0.590 461 0.01 0.02 13.50
12.00
0.706
0.800
2,114
205
0.36
0.01
0.37 (0.35) 0.65 -0.35 -1.86 -0.326
82 VXX 13.37 5 Apr '24 2 P 13.00 0.620 3,184 0.07 0.14 14.00
12.50
0.986
0.590
1,069
461
0.82
0.02
0.84 (0.70) 0.30 -0.70 -0.43 -0.337
83 VXX 13.37 5 Apr '24 2 P 13.50 0.706 2,114 0.26 0.52 14.00
12.00
0.986
0.800
1,069
205
0.82
0.01
0.83 (0.31) 0.19 -1.31 -0.15 -0.373
84 VXX 13.37 5 Apr '24 2 P 13.00 0.620 3,184 0.07 0.14 14.00
12.00
0.986
0.800
1,069
205
0.82
0.01
0.83 (0.69) 0.31 -0.69 -0.45 -0.546
85 VXX 13.37 5 Apr '24 2 P 12.50 0.590 461 0.01 0.02 14.00
12.00
0.986
0.800
1,069
205
0.82
0.01
0.83 (0.81) 0.69 -0.81 -0.85 -0.605
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.