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Iron Condor Screener For VXX 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 VXX 24.44 1 Nov '19 35 24.00
25.00
P
C
0.754
0.767
37
62
2.01
2.04
4.05 23.00
25.50
P
C
0.727
0.780
56
8
1.50
1.94
3.44 0.61 -0.61 0.39 -1.56 0.014
2 VXX 24.44 1 Nov '19 35 24.00
24.50
P
C
0.754
0.754
37
39
2.01
2.21
4.22 23.00
25.00
P
C
0.727
0.767
56
62
1.50
2.10
3.60 0.62 -0.62 0.38 -1.63 0.013
3 VXX 24.44 8 Nov '19 42 24.00
24.50
P
C
0.755
0.759
127
40
2.23
2.43
4.66 23.00
25.00
P
C
0.738
0.767
41
16
1.75
2.35
4.10 0.56 -0.56 0.44 -1.27 0.009
4 VXX 24.44 8 Nov '19 42 24.00
25.00
P
C
0.755
0.767
127
16
2.23
2.25
4.48 23.00
25.50
P
C
0.738
0.782
41
33
1.75
2.19
3.94 0.54 -0.54 0.46 -1.17 0.001
5 VXX 24.44 1 Nov '19 35 24.00
25.00
P
C
0.754
0.767
37
62
2.01
2.04
4.05 23.50
25.50
P
C
0.740
0.780
1
8
1.77
1.94
3.71 0.34 -0.34 0.16 -2.12 0.001
6 VXX 24.44 1 Nov '19 35 24.00
24.50
P
C
0.754
0.754
37
39
2.01
2.21
4.22 23.50
25.00
P
C
0.740
0.767
1
62
1.77
2.10
3.87 0.35 -0.35 0.15 -2.33 0.001
7 VXX 24.44 1 Nov '19 35 24.00
24.50
P
C
0.754
0.754
37
39
2.01
2.21
4.22 23.00
25.50
P
C
0.727
0.780
56
8
1.50
1.94
3.44 0.78 -0.78 0.22 -3.55 0.000
8 VXX 24.44 1 Nov '19 35 23.50
25.00
P
C
0.740
0.767
1
62
1.72
2.04
3.76 23.00
25.50
P
C
0.727
0.780
56
8
1.50
1.94
3.44 0.32 -0.32 0.18 -1.78 -0.000
9 VXX 24.44 1 Nov '19 35 23.50
24.50
P
C
0.740
0.754
1
39
1.72
2.21
3.93 23.00
25.00
P
C
0.727
0.767
56
62
1.50
2.10
3.60 0.33 -0.33 0.17 -1.94 -0.001
10 VXX 24.44 8 Nov '19 42 24.00
24.50
P
C
0.755
0.759
127
40
2.23
2.43
4.66 23.00
25.50
P
C
0.738
0.782
41
33
1.75
2.19
3.94 0.72 -0.72 0.28 -2.57 -0.006
11 VXX 24.44 1 Nov '19 35 24.00
24.50
P
C
0.754
0.754
37
39
2.01
2.21
4.22 23.50
25.50
P
C
0.740
0.780
1
8
1.77
1.94
3.71 0.51 -0.51 0.49 -1.04 -0.013
12 VXX 24.44 1 Nov '19 35 23.50
24.50
P
C
0.740
0.754
1
39
1.72
2.21
3.93 23.00
25.50
P
C
0.727
0.780
56
8
1.50
1.94
3.44 0.49 -0.49 0.51 -0.96 -0.014
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