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Butterfly Puts Screener For SABR Report Date:

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Data is delayed from March 7, 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 SABR 2.18 15 Mar '24 8 P 1.50 1.587 0  0  0 2.50
1.00
0.589
0.761
0
0
0.35
0.69
1.04 (1.04) -0.04 -1.04 0.04 1.823
2 SABR 2.18 18 Jun '26 833 P 3.00 2.191 0 0.01 0.02 3.50
2.00
1.942
0.761
0
0
4.50
3.45
7.95 (7.93) -7.43 -8.43 0.88 1.679
3 SABR 2.18 18 Jun '26 833 P 3.00 2.191 0 0.01 0.02 3.50
2.50
1.942
0.761
0
0
4.50
4.15
8.65 (8.63) -8.13 -8.63 0.94 1.679
4 SABR 2.18 18 Jun '26 833 P 3.00 2.191 0 0.01 0.02 3.50
1.00
1.942
0.761
0
0
4.50
3.25
7.75 (7.73) -7.23 -9.23 0.78 1.679
5 SABR 2.18 18 Jun '26 833 P 3.00 2.191 0 0.01 0.02 3.50
1.50
1.942
0.761
0
0
4.50
4.45
8.95 (8.93) -8.43 -9.93 0.85 1.679
6 SABR 2.18 15 Mar '24 8 P 1.50 1.587 0  0  0 2.00
1.00
0.761
0.761
0
0
0.05
0.69
0.74 (0.74) -0.24 -0.74 0.32 1.651
7 SABR 2.18 15 Mar '24 8 P 1.50 1.587 0  0  0 3.00
1.00
0.761
0.761
10
0
1.04
0.69
1.73 (1.73) -0.23 -1.73 0.13 1.651
8 SABR 2.18 17 Apr '25 406 P 1.50 1.055 0 0.21 0.42 3.00
1.00
0.736
1.009
0
0
1.27
0.19
1.46 (1.04) 0.46 -1.04 -0.44 0.365
9 SABR 2.18 17 Apr '25 406 P 1.50 1.055 0 0.21 0.42 3.50
1.00
0.761
1.009
0
0
1.82
0.19
2.01 (1.59) 0.41 -1.59 -0.26 0.340
10 SABR 2.18 16 Jan '26 680 P 2.00 1.041 10 0.68 1.36 2.50
1.50
0.797
1.026
0
0
1.42
0.52
1.94 (0.58) -0.08 -0.58 0.14 0.258
11 SABR 2.18 17 Apr '25 406 P 1.50 1.055 0 0.21 0.42 2.50
1.00
0.868
1.009
0
0
1.10
0.19
1.29 (0.87) 0.13 -0.87 -0.15 0.233
12 SABR 2.18 16 Jan '26 680 P 2.00 1.041 10 0.68 1.36 3.00
1.50
0.825
1.026
0
0
1.85
0.52
2.37 (1.01) -0.01 -1.01 0.01 0.230
13 SABR 2.18 16 Jan '26 680 P 2.00 1.041 10 0.68 1.36 2.50
1.00
0.797
1.060
0
1
1.42
0.28
1.70 (0.34) 0.16 -0.84 -0.19 0.224
14 SABR 2.18 16 Jan '26 680 P 2.00 1.041 10 0.68 1.36 3.00
1.00
0.825
1.060
0
1
1.85
0.28
2.13 (0.77) 0.23 -0.77 -0.30 0.196
15 SABR 2.18 16 Jan '26 680 P 1.50 1.026 0 0.43 0.86 2.50
1.00
0.797
1.060
0
1
1.42
0.28
1.70 (0.84) 0.16 -0.84 -0.19 0.196
16 SABR 2.18 17 Apr '25 406 P 1.50 1.055 0 0.21 0.42 2.00
1.00
0.907
1.009
0
0
0.93
0.19
1.12 (0.70) -0.20 -0.70 0.29 0.193
17 SABR 2.18 15 Mar '24 8 P 2.00 0.761 0 0.01 0.02 2.50
1.00
0.589
0.761
0
0
0.35
0.69
1.04 (1.02) -0.52 -1.52 0.34 0.171
18 SABR 2.18 16 Jan '26 680 P 1.50 1.026 0 0.43 0.86 3.00
1.00
0.825
1.060
0
1
1.85
0.28
2.13 (1.27) 0.23 -1.27 -0.18 0.168
19 SABR 2.18 20 Jun '25 470 P 2.50 0.943 0 0.73 1.46 3.00
1.50
0.887
0.831
0
0
1.33
0.80
2.13 (0.67) -0.17 -1.17 0.15 0.167
20 SABR 2.18 20 Jun '25 470 P 2.50 0.943 0 0.73 1.46 3.50
1.50
0.931
0.831
0
0
1.72
0.80
2.52 (1.06) -0.06 -1.06 0.06 0.123
21 SABR 2.18 20 Jun '25 470 P 2.50 0.943 0 0.73 1.46 3.00
2.00
0.887
0.889
0
0
1.33
1.07
2.40 (0.94) -0.44 -0.94 0.47 0.109
22 SABR 2.18 17 Apr '25 406 P 2.50 0.868 0 0.65 1.30 3.00
2.00
0.736
0.907
0
0
1.27
0.93
2.20 (0.90) -0.40 -0.90 0.44 0.093
23 SABR 2.18 20 Jun '25 470 P 2.50 0.943 0 0.73 1.46 3.00
1.00
0.887
0.908
0
0
1.33
0.40
1.73 (0.27) 0.23 -1.27 -0.18 0.090
24 SABR 2.18 17 Apr '25 406 P 2.00 0.907 0 0.32 0.64 3.00
1.00
0.736
1.009
0
0
1.27
0.19
1.46 (0.82) 0.18 -0.82 -0.22 0.070
25 SABR 2.18 17 Apr '25 406 P 2.50 0.868 0 0.65 1.30 3.50
2.00
0.761
0.907
0
0
1.82
0.93
2.75 (1.45) -0.45 -1.45 0.31 0.067
26 SABR 2.18 19 Dec '25 652 P 3.00 0.970 1 1.25 2.50 3.50
2.50
1.041
0.833
0
0
1.92
1.92
3.84 (1.34) -0.84 -1.34 0.63 0.066
27 SABR 2.18 20 Jun '25 470 P 2.50 0.943 0 0.73 1.46 3.50
2.00
0.931
0.889
0
0
1.72
1.07
2.79 (1.33) -0.33 -1.33 0.25 0.065
28 SABR 2.18 20 Jun '25 470 P 2.00 0.889 0 0.29 0.58 3.00
1.50
0.887
0.831
0
0
1.33
0.80
2.13 (1.55) -0.55 -1.55 0.35 0.059
29 SABR 2.18 20 Jun '25 470 P 2.50 0.943 0 0.73 1.46 3.50
1.00
0.931
0.908
0
0
1.72
0.40
2.12 (0.66) 0.34 -1.16 -0.29 0.046
30 SABR 2.18 19 Jul '24 134 P 2.50 0.804 0 0.60 1.20 3.00
2.00
0.781
0.781
3
1
1.01
0.35
1.36 (0.16) 0.34 -0.16 -2.13 0.045
31 SABR 2.18 17 Apr '25 406 P 2.00 0.907 0 0.32 0.64 3.50
1.00
0.761
1.009
0
0
1.82
0.19
2.01 (1.37) 0.13 -1.37 -0.09 0.044
32 SABR 2.18 19 Dec '25 652 P 3.00 0.970 1 1.25 2.50 3.50
2.00
1.041
0.857
0
0
1.92
0.81
2.73 (0.23) 0.27 -0.73 -0.37 0.042
33 SABR 2.18 19 Jul '24 134 P 2.50 0.804 0 0.60 1.20 3.50
2.00
0.795
0.781
0
1
1.43
0.35
1.78 (0.58) 0.42 -0.58 -0.72 0.032
34 SABR 2.18 15 Mar '24 8 P 1.50 1.587 0  0  0 3.50
1.00
2.383
0.761
0
0
1.54
0.69
2.23 (2.23) -0.23 -2.23 0.10 0.029
35 SABR 2.18 17 Jan '25 316 P 1.50 0.931 0 0.28 0.56 3.50
1.00
0.838
0.996
0
80
1.58
0.16
1.74 (1.18) 0.82 -1.18 -0.69 0.028
36 SABR 2.18 17 Jan '25 316 P 1.50 0.931 0 0.28 0.56 3.00
1.00
0.838
0.996
5
80
1.19
0.16
1.35 (0.79) 0.71 -0.79 -0.90 0.028
37 SABR 2.18 17 Apr '25 406 P 2.00 0.907 0 0.32 0.64 3.00
1.50
0.736
1.055
0
0
1.27
0.63
1.90 (1.26) -0.26 -1.26 0.21 0.024
38 SABR 2.18 17 Jan '25 316 P 1.50 0.931 0 0.28 0.56 2.50
1.00
0.849
0.996
0
80
0.85
0.16
1.01 (0.45) 0.55 -0.45 -1.22 0.017
39 SABR 2.18 20 Jun '25 470 P 2.00 0.889 0 0.29 0.58 3.50
1.50
0.931
0.831
0
0
1.72
0.80
2.52 (1.94) -0.44 -1.94 0.23 0.015
40 SABR 2.18 19 Dec '25 652 P 3.00 0.970 1 1.25 2.50 3.50
1.50
1.041
0.886
0
0
1.92
0.49
2.41 0.09 0.59 -0.91 -0.65 0.013
41 SABR 2.18 20 Jun '25 470 P 3.00 0.887 0 1.18 2.36 3.50
1.50
0.931
0.831
0
0
1.72
0.80
2.52 (0.16) 0.34 -1.16 -0.29 0.012
42 SABR 2.18 18 Oct '24 225 P 1.50 0.920 0 0.21 0.42 3.50
1.00
0.800
1.028
0
0
1.51
0.11
1.62 (1.20) 0.80 -1.20 -0.67 0.012
43 SABR 2.18 18 Oct '24 225 P 2.00 0.862 0 0.42 0.84 3.50
1.50
0.800
0.920
0
0
1.51
0.25
1.76 (0.92) 0.58 -0.92 -0.63 0.004
44 SABR 2.18 20 Jun '25 470 P 2.00 0.889 0 0.29 0.58 2.50
1.50
0.943
0.831
0
0
1.20
0.80
2.00 (1.42) -0.92 -1.42 0.65 0.004
45 SABR 2.18 19 Apr '24 43 P 2.50 0.764 0 0.42 0.84 3.00
2.00
0.739
0.786
13
7
0.87
0.16
1.03 (0.19) 0.31 -0.19 -1.63 0.002
46 SABR 2.18 18 Oct '24 225 P 1.50 0.920 0 0.21 0.42 3.00
1.00
0.810
1.028
0
0
1.11
0.11
1.22 (0.80) 0.70 -0.80 -0.87 0.002
47 SABR 2.18 18 Dec '26 1016 P 2.50 0.761 0  0  0 3.00
1.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.50 -11.00 0.86  0
48 SABR 2.18 18 Dec '26 1016 P 2.00 0.761 0  0  0 3.00
1.50
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.00 -10.00 0.90  0
49 SABR 2.18 18 Dec '26 1016 P 2.00 0.761 0  0  0 2.50
1.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.50 -10.50 0.90  0
50 SABR 2.18 18 Jun '26 833 P 2.00 0.761 0 0.04 0.08 2.50
1.50
0.761
0.761
0
0
4.15
4.45
8.60 (8.52) -8.02 -8.52 0.94  0
51 SABR 2.18 18 Dec '26 1016 P 1.50 0.761 0  0  0 2.50
1.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.00 -10.00 0.90  0
52 SABR 2.18 18 Dec '26 1016 P 3.00 0.761 0  0  0 3.50
1.50
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -9.45 -10.95 0.86  0
53 SABR 2.18 18 Dec '26 1016 P 2.50 0.761 0  0  0 3.50
1.50
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -8.95 -9.95 0.90  0
54 SABR 2.18 18 Dec '26 1016 P 2.50 0.761 0  0  0 3.00
1.50
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.50 -10.50 0.90  0
55 SABR 2.18 18 Dec '26 1016 P 2.00 0.761 0  0  0 3.50
1.00
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -8.45 -9.95 0.85  0
56 SABR 2.18 18 Dec '26 1016 P 2.00 0.761 0  0  0 2.50
1.50
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.50 -10.00 0.95  0
57 SABR 2.18 18 Dec '26 1016 P 1.50 0.761 0  0  0 3.00
1.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -8.50 -10.00 0.85  0
58 SABR 2.18 18 Dec '26 1016 P 3.00 0.761 0  0  0 3.50
2.00
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -9.45 -10.45 0.90  0
59 SABR 2.18 18 Dec '26 1016 P 2.50 0.761 0  0  0 3.50
2.00
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -8.95 -9.95 0.90  0
60 SABR 2.18 18 Jun '26 833 P 1.50 0.761 0 0.03 0.06 2.00
1.00
0.761
0.761
0
0
3.45
3.25
6.70 (6.64) -6.14 -6.64 0.92  0
61 SABR 2.18 18 Dec '26 1016 P 2.50 0.761 0  0  0 3.00
2.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.50 -10.00 0.95  0
62 SABR 2.18 18 Dec '26 1016 P 2.00 0.761 0  0  0 3.50
1.50
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -8.45 -9.95 0.85  0
63 SABR 2.18 18 Dec '26 1016 P 2.00 0.761 0  0  0 3.00
1.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.00 -10.00 0.90  0
64 SABR 2.18 18 Dec '26 1016 P 1.50 0.761 0  0  0 3.50
1.00
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -7.95 -9.95 0.80  0
65 SABR 2.18 18 Dec '26 1016 P 3.00 0.761 0  0  0 3.50
2.50
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -9.45 -9.95 0.95  0
66 SABR 2.18 18 Jun '26 833 P 2.00 0.761 0 0.04 0.08 2.50
1.00
0.761
0.761
0
0
4.15
3.25
7.40 (7.32) -6.82 -7.82 0.87  0
67 SABR 2.18 18 Dec '26 1016 P 1.50 0.761 0  0  0 2.00
1.00
0.761
0.761
0
0
5.00
5.00
10.00 (10.00) -9.50 -10.00 0.95  0
68 SABR 2.18 18 Dec '26 1016 P 3.00 0.761 0  0  0 3.50
1.00
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -9.45 -11.45 0.83  0
69 SABR 2.18 18 Jun '26 833 P 1.50 0.761 0 0.03 0.06 2.50
1.00
0.761
0.761
0
0
4.15
3.25
7.40 (7.34) -6.34 -7.34 0.86  0
70 SABR 2.18 18 Dec '26 1016 P 2.50 0.761 0  0  0 3.50
1.00
0.761
0.761
0
0
4.95
5.00
9.95 (9.95) -8.95 -10.45 0.86  0
71 SABR 2.18 15 Mar '24 8 P 2.00 0.761 0 0.01 0.02 3.00
1.00
0.761
0.761
10
0
1.04
0.69
1.73 (1.71) -0.71 -1.71 0.42 -0.001
72 SABR 2.18 17 Apr '25 406 P 2.00 0.907 0 0.32 0.64 3.50
1.50
0.761
1.055
0
0
1.82
0.63
2.45 (1.81) -0.31 -1.81 0.17 -0.001
73 SABR 2.18 18 Oct '24 225 P 2.50 0.829 0 0.71 1.42 3.50
2.00
0.800
0.862
0
0
1.51
0.47
1.98 (0.56) 0.44 -0.56 -0.79 -0.004
74 SABR 2.18 19 Dec '25 652 P 2.00 0.857 0 0.06 0.12 2.50
1.50
0.833
0.886
0
0
1.92
0.49
2.41 (2.29) -1.79 -2.29 0.78 -0.004
75 SABR 2.18 18 Oct '24 225 P 2.00 0.862 0 0.42 0.84 3.00
1.50
0.810
0.920
0
0
1.11
0.25
1.36 (0.52) 0.48 -0.52 -0.92 -0.005
76 SABR 2.18 17 Jan '25 316 P 1.50 0.931 0 0.28 0.56 2.00
1.00
0.873
0.996
0
80
0.54
0.16
0.70 (0.14) 0.36 -0.14 -2.57 -0.007
77 SABR 2.18 17 Apr '25 406 P 2.50 0.868 0 0.65 1.30 3.00
1.00
0.736
1.009
0
0
1.27
0.19
1.46 (0.16) 0.34 -1.16 -0.29 -0.009
78 SABR 2.18 18 Oct '24 225 P 3.00 0.810 0 1.06 2.12 3.50
2.50
0.800
0.829
0
0
1.51
0.76
2.27 (0.15) 0.35 -0.15 -2.33 -0.010
79 SABR 2.18 17 Jan '25 316 P 3.00 0.838 5 1.14 2.28 3.50
2.50
0.838
0.849
0
0
1.58
0.85
2.43 (0.15) 0.35 -0.15 -2.33 -0.011
80 SABR 2.18 17 Jan '25 316 P 2.50 0.849 0 0.79 1.58 3.50
2.00
0.838
0.873
0
0
1.58
0.54
2.12 (0.54) 0.46 -0.54 -0.85 -0.012
81 SABR 2.18 17 Jan '25 316 P 2.50 0.849 0 0.79 1.58 3.00
2.00
0.838
0.873
5
0
1.19
0.54
1.73 (0.15) 0.35 -0.15 -2.33 -0.012
82 SABR 2.18 18 Oct '24 225 P 2.50 0.829 0 0.71 1.42 3.00
2.00
0.810
0.862
0
0
1.11
0.47
1.58 (0.16) 0.34 -0.16 -2.12 -0.013
83 SABR 2.18 19 Jul '24 134 P 3.00 0.781 3 0.97 1.94 3.50
2.00
0.795
0.781
0
1
1.43
0.35
1.78 0.16 0.66 -0.34 -1.94 -0.014
84 SABR 2.18 18 Oct '24 225 P 1.50 0.920 0 0.21 0.42 2.50
1.00
0.829
1.028
0
0
0.76
0.11
0.87 (0.45) 0.55 -0.45 -1.22 -0.018
85 SABR 2.18 20 Jun '25 470 P 2.00 0.889 0 0.29 0.58 3.00
1.00
0.887
0.908
0
0
1.33
0.40
1.73 (1.15) -0.15 -1.15 0.13 -0.018
86 SABR 2.18 17 Jan '25 316 P 2.00 0.873 0 0.51 1.02 3.50
1.50
0.838
0.931
0
0
1.58
0.32
1.90 (0.88) 0.62 -0.88 -0.70 -0.023
87 SABR 2.18 17 Jan '25 316 P 2.00 0.873 0 0.51 1.02 3.00
1.50
0.838
0.931
5
0
1.19
0.32
1.51 (0.49) 0.51 -0.49 -1.04 -0.023
88 SABR 2.18 18 Oct '24 225 P 2.00 0.862 0 0.42 0.84 2.50
1.50
0.829
0.920
0
0
0.76
0.25
1.01 (0.17) 0.33 -0.17 -1.94 -0.025
89 SABR 2.18 17 Jan '25 316 P 2.00 0.873 0 0.51 1.02 2.50
1.50
0.849
0.931
0
0
0.85
0.32
1.17 (0.15) 0.35 -0.15 -2.33 -0.034
90 SABR 2.18 17 Apr '25 406 P 2.50 0.868 0 0.65 1.30 3.50
1.00
0.761
1.009
0
0
1.82
0.19
2.01 (0.71) 0.29 -1.21 -0.24 -0.034
91 SABR 2.18 17 Jan '25 316 P 3.00 0.838 5 1.14 2.28 3.50
2.00
0.838
0.873
0
0
1.58
0.54
2.12 0.16 0.66 -0.34 -1.94 -0.035
92 SABR 2.18 19 Jul '24 134 P 3.00 0.781 3 0.97 1.94 3.50
2.50
0.795
0.804
0
0
1.43
0.63
2.06 (0.12) 0.38 -0.12 -3.17 -0.036
93 SABR 2.18 18 Oct '24 225 P 3.00 0.810 0 1.06 2.12 3.50
2.00
0.800
0.862
0
0
1.51
0.47
1.98 0.14 0.64 -0.36 -1.78 -0.043
94 SABR 2.18 20 Jun '25 470 P 3.00 0.887 0 1.18 2.36 3.50
2.00
0.931
0.889
0
0
1.72
1.07
2.79 (0.43) 0.07 -0.93 -0.08 -0.045
95 SABR 2.18 16 Jan '26 680 P 1.50 1.026 0 0.43 0.86 2.00
1.00
1.041
1.060
10
1
0.78
0.28
1.06 (0.20) 0.30 -0.20 -1.50 -0.048
96 SABR 2.18 18 Oct '24 225 P 1.50 0.920 0 0.21 0.42 2.00
1.00
0.862
1.028
0
0
0.47
0.11
0.58 (0.16) 0.34 -0.16 -2.12 -0.050
97 SABR 2.18 19 Apr '24 43 P 2.50 0.764 0 0.42 0.84 3.50
2.00
0.794
0.786
0
7
1.35
0.16
1.51 (0.67) 0.33 -0.67 -0.49 -0.053
98 SABR 2.18 17 Apr '25 406 P 2.50 0.868 0 0.65 1.30 3.00
1.50
0.736
1.055
0
0
1.27
0.63
1.90 (0.60) -0.10 -1.10 0.09 -0.055
99 SABR 2.18 18 Oct '24 225 P 2.50 0.829 0 0.71 1.42 3.50
1.50
0.800
0.920
0
0
1.51
0.25
1.76 (0.34) 0.66 -0.34 -1.94 -0.061
100 SABR 2.18 20 Jun '25 470 P 2.00 0.889 0 0.29 0.58 3.50
1.00
0.931
0.908
0
0
1.72
0.40
2.12 (1.54) -0.04 -1.54 0.03 -0.062
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