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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 16.27 13 Mar '20 42 16.00
17.00
P
C
0.868
0.868
179
83
1.71
1.57
3.28 15.00
17.50
P
C
0.837
0.881
113
53
1.23
1.49
2.72 0.56 -0.56 0.44 -1.27 0.019
2 VXX 16.27 13 Mar '20 42 15.50
17.00
P
C
0.864
0.868
92
83
1.41
1.57
2.98 15.00
17.50
P
C
0.837
0.881
113
53
1.23
1.49
2.72 0.26 -0.26 0.24 -1.08 0.015
3 VXX 16.27 13 Mar '20 42 16.00
16.50
P
C
0.868
0.847
179
32
1.71
1.72
3.43 15.00
17.00
P
C
0.837
0.868
113
83
1.23
1.64
2.87 0.56 -0.56 0.44 -1.27 0.010
4 VXX 16.27 13 Mar '20 42 15.50
16.50
P
C
0.864
0.847
92
32
1.41
1.72
3.13 15.00
17.00
P
C
0.837
0.868
113
83
1.23
1.64
2.87 0.26 -0.26 0.24 -1.08 0.006
5 VXX 16.27 6 Mar '20 35 16.00
17.00
P
C
0.867
0.889
132
81
1.57
1.44
3.01 15.00
17.50
P
C
0.840
0.915
71
37
1.09
1.36
2.45 0.56 -0.56 0.44 -1.27 0.001
6 VXX 16.27 6 Mar '20 35 16.00
16.50
P
C
0.867
0.863
132
74
1.57
1.60
3.17 15.00
17.00
P
C
0.840
0.889
71
81
1.09
1.50
2.59 0.58 -0.58 0.42 -1.38 0.001
7 VXX 16.27 13 Mar '20 42 16.00
16.50
P
C
0.868
0.847
179
32
1.71
1.72
3.43 15.00
17.50
P
C
0.837
0.881
113
53
1.23
1.49
2.72 0.71 -0.71 0.29 -2.45 -0.003
8 VXX 16.27 6 Mar '20 35 15.50
17.00
P
C
0.860
0.889
130
81
1.29
1.44
2.73 15.00
17.50
P
C
0.840
0.915
71
37
1.09
1.36
2.45 0.28 -0.28 0.22 -1.27 -0.006
9 VXX 16.27 6 Mar '20 35 15.50
16.50
P
C
0.860
0.863
130
74
1.29
1.60
2.89 15.00
17.00
P
C
0.840
0.889
71
81
1.09
1.50
2.59 0.30 -0.30 0.20 -1.50 -0.006
10 VXX 16.27 13 Mar '20 42 15.50
16.50
P
C
0.864
0.847
92
32
1.41
1.72
3.13 15.00
17.50
P
C
0.837
0.881
113
53
1.23
1.49
2.72 0.41 -0.41 0.59 -0.69 -0.006
11 VXX 16.27 13 Mar '20 42 16.00
17.00
P
C
0.868
0.868
179
83
1.71
1.57
3.28 15.50
17.50
P
C
0.864
0.881
92
53
1.50
1.49
2.99 0.29 -0.29 0.21 -1.38 -0.009
12 VXX 16.27 13 Mar '20 42 16.00
16.50
P
C
0.868
0.847
179
32
1.71
1.72
3.43 15.50
17.00
P
C
0.864
0.868
92
83
1.50
1.64
3.14 0.29 -0.29 0.21 -1.38 -0.018
13 VXX 16.27 6 Mar '20 35 16.00
17.00
P
C
0.867
0.889
132
81
1.57
1.44
3.01 15.50
17.50
P
C
0.860
0.915
130
37
1.36
1.36
2.72 0.29 -0.29 0.21 -1.38 -0.019
14 VXX 16.27 6 Mar '20 35 16.00
16.50
P
C
0.867
0.863
132
74
1.57
1.60
3.17 15.50
17.00
P
C
0.860
0.889
130
81
1.36
1.50
2.86 0.31 -0.31 0.19 -1.63 -0.019
15 VXX 16.27 6 Mar '20 35 16.00
16.50
P
C
0.867
0.863
132
74
1.57
1.60
3.17 15.00
17.50
P
C
0.840
0.915
71
37
1.09
1.36
2.45 0.72 -0.72 0.28 -2.57 -0.025
16 VXX 16.27 13 Mar '20 42 16.00
16.50
P
C
0.868
0.847
179
32
1.71
1.72
3.43 15.50
17.50
P
C
0.864
0.881
92
53
1.50
1.49
2.99 0.44 -0.44 0.56 -0.79 -0.030
17 VXX 16.27 6 Mar '20 35 15.50
16.50
P
C
0.860
0.863
130
74
1.29
1.60
2.89 15.00
17.50
P
C
0.840
0.915
71
37
1.09
1.36
2.45 0.44 -0.44 0.56 -0.79 -0.032
18 VXX 16.27 6 Mar '20 35 16.00
16.50
P
C
0.867
0.863
132
74
1.57
1.60
3.17 15.50
17.50
P
C
0.860
0.915
130
37
1.36
1.36
2.72 0.45 -0.45 0.55 -0.82 -0.045
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