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Iron Condor Screener For SIL 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 SIL 27.95 17 May '24 46 27.00
29.00
P
C
0.329
0.374
22
24
0.80
1.00
1.80 26.00
30.00
P
C
0.326
0.366
2
25
0.55
0.75
1.30 0.50 -0.50 0.50 -1.00 0.011
2 SIL 27.95 17 May '24 46 27.00
28.00
P
C
0.329
0.365
22
63
0.80
1.40
2.20 26.00
30.00
P
C
0.326
0.366
2
25
0.55
0.75
1.30 0.90 -0.90 1.10 -0.82 0.001
3 SIL 27.95 17 May '24 46 27.00
29.00
P
C
0.329
0.374
22
24
0.80
1.00
1.80 25.00
30.00
P
C
0.339
0.366
5
25
0.35
0.75
1.10 0.70 -0.70 1.30 -0.54 -0.002
4 SIL 27.95 19 Jul '24 109 27.00
29.00
P
C
0.313
0.360
1
31
1.30
1.70
3.00 26.00
30.00
P
C
0.319
0.359
26
78
1.10
1.50
2.60 0.40 -0.40 0.60 -0.67 -0.004
5 SIL 27.95 17 May '24 46 26.00
29.00
P
C
0.326
0.374
2
24
0.45
1.00
1.45 25.00
30.00
P
C
0.339
0.366
5
25
0.35
0.75
1.10 0.35 -0.35 0.65 -0.54 -0.004
6 SIL 27.95 19 Jul '24 109 26.00
29.00
P
C
0.319
0.360
26
31
0.90
1.70
2.60 25.00
30.00
P
C
0.327
0.359
5
78
0.80
1.50
2.30 0.30 -0.30 0.70 -0.43 -0.007
7 SIL 27.95 17 May '24 46 27.00
28.00
P
C
0.329
0.365
22
63
0.80
1.40
2.20 26.00
29.00
P
C
0.326
0.374
2
24
0.55
1.10
1.65 0.55 -0.55 0.45 -1.22 -0.007
8 SIL 27.95 17 May '24 46 27.00
28.00
P
C
0.329
0.365
22
63
0.80
1.40
2.20 25.00
30.00
P
C
0.339
0.366
5
25
0.35
0.75
1.10 1.10 -1.10 0.90 -1.22 -0.012
9 SIL 27.95 19 Jul '24 109 27.00
29.00
P
C
0.313
0.360
1
31
1.30
1.70
3.00 25.00
30.00
P
C
0.327
0.359
5
78
0.80
1.50
2.30 0.70 -0.70 1.30 -0.54 -0.012
10 SIL 27.95 17 May '24 46 26.00
28.00
P
C
0.326
0.365
2
63
0.45
1.40
1.85 25.00
30.00
P
C
0.339
0.366
5
25
0.35
0.75
1.10 0.75 -0.75 1.25 -0.60 -0.014
11 SIL 27.95 19 Jul '24 109 27.00
28.00
P
C
0.313
0.349
1
14
1.30
2.05
3.35 26.00
30.00
P
C
0.319
0.359
26
78
1.10
1.50
2.60 0.75 -0.75 1.25 -0.60 -0.015
12 SIL 27.95 19 Jul '24 109 27.00
28.00
P
C
0.313
0.349
1
14
1.30
2.05
3.35 26.00
29.00
P
C
0.319
0.360
26
31
1.10
1.85
2.95 0.40 -0.40 0.60 -0.67 -0.017
13 SIL 27.95 19 Jul '24 109 26.00
28.00
P
C
0.319
0.349
26
14
0.90
2.05
2.95 25.00
30.00
P
C
0.327
0.359
5
78
0.80
1.50
2.30 0.65 -0.65 1.35 -0.48 -0.019
14 SIL 27.95 19 Jul '24 109 26.00
28.00
P
C
0.319
0.349
26
14
0.90
2.05
2.95 25.00
29.00
P
C
0.327
0.360
5
31
0.80
1.85
2.65 0.30 -0.30 0.70 -0.43 -0.020
15 SIL 27.95 17 May '24 46 27.00
28.00
P
C
0.329
0.365
22
63
0.80
1.40
2.20 25.00
29.00
P
C
0.339
0.374
5
24
0.35
1.10
1.45 0.75 -0.75 1.25 -0.60 -0.020
16 SIL 27.95 17 May '24 46 26.00
28.00
P
C
0.326
0.365
2
63
0.45
1.40
1.85 25.00
29.00
P
C
0.339
0.374
5
24
0.35
1.10
1.45 0.40 -0.40 0.60 -0.67 -0.022
17 SIL 27.95 19 Jul '24 109 27.00
28.00
P
C
0.313
0.349
1
14
1.30
2.05
3.35 25.00
30.00
P
C
0.327
0.359
5
78
0.80
1.50
2.30 1.05 -1.05 0.95 -1.11 -0.024
18 SIL 27.95 19 Jul '24 109 27.00
28.00
P
C
0.313
0.349
1
14
1.30
2.05
3.35 25.00
29.00
P
C
0.327
0.360
5
31
0.80
1.85
2.65 0.70 -0.70 1.30 -0.54 -0.025
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