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Iron Condor Screener For DAL Report Date:

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# Stock Stock
Price
Expiry Days Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike P/C IVol Volume Price Leg Price Strike P/C IVol Volume Price Leg Price
1 DAL 30.79 24 Jul '20 36 30.00
32.00
P
C
1.008
0.983
7
3
2.67
3.00
5.67 29.00
33.00
P
C
0.983
0.904
2
7
3.35
3.75
7.10 (1.43) 1.43 2.43 0.59 0.104
2 DAL 30.79 24 Jul '20 36 30.00
31.00
P
C
1.008
0.980
7
1
2.67
3.30
5.97 29.00
33.00
P
C
0.983
0.904
2
7
3.35
3.75
7.10 (1.13) 1.13 3.13 0.36 0.102
3 DAL 30.79 24 Jul '20 36 30.00
32.00
P
C
1.008
0.983
7
3
2.67
3.00
5.67 28.00
33.00
P
C
1.047
0.904
25
7
2.75
3.75
6.50 (0.83) 0.83 2.83 0.29 0.040
4 DAL 30.79 10 Jul '20 22 29.00
32.00
P
C
0.935
0.905
33
139
1.29
2.14
3.43 28.00
33.00
P
C
0.929
0.874
40
90
1.59
1.94
3.53 (0.10) 0.10 1.10 0.09 0.038
5 DAL 30.79 24 Jul '20 36 30.00
31.00
P
C
1.008
0.980
7
1
2.67
3.30
5.97 28.00
33.00
P
C
1.047
0.904
25
7
2.75
3.75
6.50 (0.53) 0.53 2.53 0.21 0.038
6 DAL 30.79 2 Jul '20 14 29.00
32.00
P
C
0.912
0.870
45
750
1.25
1.53
2.78 28.00
33.00
P
C
0.894
0.863
274
133
0.99
1.27
2.26 0.52 -0.52 0.48 -1.08 0.024
7 DAL 30.79 17 Jul '20 29 29.00
31.00
P
C
0.938
0.925
121
126
2.12
3.05
5.17 28.00
33.00
P
C
0.934
0.905
111
737
1.93
2.47
4.40 0.77 -0.77 1.23 -0.63 0.024
8 DAL 30.79 2 Jul '20 14 29.00
31.00
P
C
0.912
0.868
45
390
1.25
1.95
3.20 28.00
33.00
P
C
0.894
0.863
274
133
0.99
1.27
2.26 0.94 -0.94 1.06 -0.89 0.023
9 DAL 30.79 24 Jul '20 36 30.00
31.00
P
C
1.008
0.980
7
1
2.67
3.30
5.97 29.00
32.00
P
C
0.983
0.983
2
3
3.35
3.55
6.90 (0.93) 0.93 1.93 0.48 0.022
10 DAL 30.79 17 Jul '20 29 29.00
32.00
P
C
0.938
0.917
121
2,414
2.12
2.63
4.75 28.00
33.00
P
C
0.934
0.905
111
737
1.93
2.47
4.40 0.35 -0.35 0.65 -0.54 0.017
11 DAL 30.79 17 Jul '20 29 30.00
31.00
P
C
0.930
0.925
509
126
2.74
3.05
5.79 28.00
33.00
P
C
0.934
0.905
111
737
1.93
2.47
4.40 1.39 -1.39 0.61 -2.28 0.016
12 DAL 30.79 2 Jul '20 14 29.00
31.00
P
C
0.912
0.868
45
390
1.25
1.95
3.20 28.00
32.00
P
C
0.894
0.870
274
750
0.99
1.59
2.58 0.62 -0.62 0.38 -1.63 0.016
13 DAL 30.79 24 Jul '20 36 29.00
32.00
P
C
0.983
0.983
2
3
2.02
3.00
5.02 28.00
33.00
P
C
1.047
0.904
25
7
2.75
3.75
6.50 (1.48) 1.48 2.48 0.60 0.015
14 DAL 30.79 10 Jul '20 22 29.00
31.00
P
C
0.935
0.882
33
103
1.29
2.50
3.79 28.00
33.00
P
C
0.929
0.874
40
90
1.59
1.94
3.53 0.26 -0.26 1.74 -0.15 0.015
15 DAL 30.79 24 Jul '20 36 29.00
31.00
P
C
0.983
0.980
2
1
2.02
3.30
5.32 28.00
33.00
P
C
1.047
0.904
25
7
2.75
3.75
6.50 (1.18) 1.18 3.18 0.37 0.013
16 DAL 30.79 17 Jul '20 29 29.00
31.00
P
C
0.938
0.925
121
126
2.12
3.05
5.17 28.00
32.00
P
C
0.934
0.917
111
2,414
1.93
2.69
4.62 0.55 -0.55 0.45 -1.22 0.012
17 DAL 30.79 17 Jul '20 29 30.00
31.00
P
C
0.930
0.925
509
126
2.74
3.05
5.79 29.00
33.00
P
C
0.938
0.905
121
737
2.36
2.47
4.83 0.96 -0.96 1.04 -0.92 0.012
18 DAL 30.79 21 Aug '20 64 30.00
32.00
P
C
0.873
0.888
99
52
3.95
3.85
7.80 29.00
33.00
P
C
0.879
0.872
64
40
3.60
3.65
7.25 0.55 -0.55 0.45 -1.22 0.010
19 DAL 30.79 17 Jul '20 29 30.00
32.00
P
C
0.930
0.917
509
2,414
2.74
2.63
5.37 28.00
33.00
P
C
0.934
0.905
111
737
1.93
2.47
4.40 0.97 -0.97 1.03 -0.94 0.008
20 DAL 30.79 21 Aug '20 64 29.00
32.00
P
C
0.879
0.888
64
52
3.45
3.85
7.30 28.00
33.00
P
C
0.887
0.872
28
40
3.15
3.65
6.80 0.50 -0.50 0.50 -1.00 0.007
21 DAL 30.79 21 Aug '20 64 30.00
31.00
P
C
0.873
0.882
99
134
3.95
4.35
8.30 29.00
33.00
P
C
0.879
0.872
64
40
3.60
3.65
7.25 1.05 -1.05 0.95 -1.11 0.005
22 DAL 30.79 17 Jul '20 29 30.00
32.00
P
C
0.930
0.917
509
2,414
2.74
2.63
5.37 29.00
33.00
P
C
0.938
0.905
121
737
2.36
2.47
4.83 0.54 -0.54 0.46 -1.17 0.004
23 DAL 30.79 10 Jul '20 22 30.00
32.00
P
C
0.901
0.905
86
139
2.24
2.14
4.38 28.00
33.00
P
C
0.929
0.874
40
90
1.59
1.94
3.53 0.85 -0.85 1.15 -0.74 0.004
24 DAL 30.79 17 Jul '20 29 30.00
31.00
P
C
0.930
0.925
509
126
2.74
3.05
5.79 28.00
32.00
P
C
0.934
0.917
111
2,414
1.93
2.69
4.62 1.17 -1.17 0.83 -1.41 0.004
25 DAL 30.79 21 Aug '20 64 30.00
32.00
P
C
0.873
0.888
99
52
3.95
3.85
7.80 28.00
33.00
P
C
0.887
0.872
28
40
3.15
3.65
6.80 1.00 -1.00 1.00 -1.00 0.002
26 DAL 30.79 21 Aug '20 64 29.00
31.00
P
C
0.879
0.882
64
134
3.45
4.35
7.80 28.00
33.00
P
C
0.887
0.872
28
40
3.15
3.65
6.80 1.00 -1.00 1.00 -1.00 0.002
27 DAL 30.79 17 Jul '20 29 30.00
31.00
P
C
0.930
0.925
509
126
2.74
3.05
5.79 29.00
32.00
P
C
0.938
0.917
121
2,414
2.36
2.69
5.05 0.74 -0.74 0.26 -2.85 -0.001
28 DAL 30.79 10 Jul '20 22 30.00
32.00
P
C
0.901
0.905
86
139
2.24
2.14
4.38 29.00
33.00
P
C
0.935
0.874
33
90
2.13
1.94
4.07 0.31 -0.31 0.69 -0.45 -0.003
29 DAL 30.79 21 Aug '20 64 30.00
31.00
P
C
0.873
0.882
99
134
3.95
4.35
8.30 28.00
33.00
P
C
0.887
0.872
28
40
3.15
3.65
6.80 1.50 -1.50 0.50 -3.00 -0.004
30 DAL 30.79 21 Aug '20 64 30.00
31.00
P
C
0.873
0.882
99
134
3.95
4.35
8.30 29.00
32.00
P
C
0.879
0.888
64
52
3.60
4.25
7.85 0.45 -0.45 0.55 -0.82 -0.011
31 DAL 30.79 31 Jul '20 43 30.00
32.00
P
C
0.900
0.941
1
37
2.81
2.98
5.79 28.00
33.00
P
C
0.931
0.922
1
107
3.00
3.15
6.15 (0.36) 0.36 2.36 0.15 -0.012
32 DAL 30.79 21 Aug '20 64 29.00
31.00
P
C
0.879
0.882
64
134
3.45
4.35
7.80 28.00
32.00
P
C
0.887
0.888
28
52
3.15
4.25
7.40 0.40 -0.40 0.60 -0.67 -0.014
33 DAL 30.79 2 Jul '20 14 30.00
32.00
P
C
0.873
0.870
646
750
1.68
1.53
3.21 28.00
33.00
P
C
0.894
0.863
274
133
0.99
1.27
2.26 0.95 -0.95 1.05 -0.90 -0.014
34 DAL 30.79 2 Jul '20 14 30.00
31.00
P
C
0.873
0.868
646
390
1.68
1.95
3.63 28.00
33.00
P
C
0.894
0.863
274
133
0.99
1.27
2.26 1.37 -1.37 0.63 -2.17 -0.016
35 DAL 30.79 10 Jul '20 22 29.00
31.00
P
C
0.935
0.882
33
103
1.29
2.50
3.79 28.00
32.00
P
C
0.929
0.905
40
139
1.59
2.29
3.88 (0.09) 0.09 1.09 0.08 -0.017
36 DAL 30.79 21 Aug '20 64 30.00
31.00
P
C
0.873
0.882
99
134
3.95
4.35
8.30 28.00
32.00
P
C
0.887
0.888
28
52
3.15
4.25
7.40 0.90 -0.90 1.10 -0.82 -0.019
37 DAL 30.79 10 Jul '20 22 30.00
31.00
P
C
0.901
0.882
86
103
2.24
2.50
4.74 28.00
33.00
P
C
0.929
0.874
40
90
1.59
1.94
3.53 1.21 -1.21 0.79 -1.53 -0.020
38 DAL 30.79 2 Jul '20 14 30.00
31.00
P
C
0.873
0.868
646
390
1.68
1.95
3.63 28.00
32.00
P
C
0.894
0.870
274
750
0.99
1.59
2.58 1.05 -1.05 0.95 -1.11 -0.023
39 DAL 30.79 10 Jul '20 22 30.00
31.00
P
C
0.901
0.882
86
103
2.24
2.50
4.74 29.00
33.00
P
C
0.935
0.874
33
90
2.13
1.94
4.07 0.67 -0.67 1.33 -0.50 -0.026
40 DAL 30.79 2 Jul '20 14 30.00
32.00
P
C
0.873
0.870
646
750
1.68
1.53
3.21 29.00
33.00
P
C
0.912
0.863
45
133
1.37
1.27
2.64 0.57 -0.57 0.43 -1.33 -0.032
41 DAL 30.79 2 Jul '20 14 30.00
31.00
P
C
0.873
0.868
646
390
1.68
1.95
3.63 29.00
33.00
P
C
0.912
0.863
45
133
1.37
1.27
2.64 0.99 -0.99 1.01 -0.98 -0.033
42 DAL 30.79 2 Jul '20 14 30.00
31.00
P
C
0.873
0.868
646
390
1.68
1.95
3.63 29.00
32.00
P
C
0.912
0.870
45
750
1.37
1.59
2.96 0.67 -0.67 0.33 -2.03 -0.040
43 DAL 30.79 24 Jul '20 36 30.00
31.00
P
C
1.008
0.980
7
1
2.67
3.30
5.97 28.00
32.00
P
C
1.047
0.983
25
3
2.75
3.55
6.30 (0.33) 0.33 2.33 0.14 -0.041
44 DAL 30.79 10 Jul '20 22 30.00
31.00
P
C
0.901
0.882
86
103
2.24
2.50
4.74 28.00
32.00
P
C
0.929
0.905
40
139
1.59
2.29
3.88 0.86 -0.86 1.14 -0.75 -0.051
45 DAL 30.79 10 Jul '20 22 30.00
31.00
P
C
0.901
0.882
86
103
2.24
2.50
4.74 29.00
32.00
P
C
0.935
0.905
33
139
2.13
2.29
4.42 0.32 -0.32 0.68 -0.47 -0.058
46 DAL 30.79 24 Jul '20 36 29.00
31.00
P
C
0.983
0.980
2
1
2.02
3.30
5.32 28.00
32.00
P
C
1.047
0.983
25
3
2.75
3.55
6.30 (0.98) 0.98 1.98 0.49 -0.066
47 DAL 30.79 31 Jul '20 43 30.00
31.00
P
C
0.900
0.874
1
36
2.81
3.50
6.31 28.00
33.00
P
C
0.931
0.922
1
107
3.00
3.15
6.15 0.16 -0.16 1.84 -0.09 -0.079
48 DAL 30.79 31 Jul '20 43 30.00
31.00
P
C
0.900
0.874
1
36
2.81
3.50
6.31 28.00
32.00
P
C
0.931
0.941
1
37
3.00
3.95
6.95 (0.64) 0.64 2.64 0.24 -0.098
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