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Butterfly Puts Screener For SILJ Report Date:

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# 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 SILJ 11.13 15 Nov '24 224 P 13.00 0.502 1 2.45 4.90 14.00
12.00
0.457
0.418
3
51
3.40
1.90
5.30 (0.40) 0.60 -0.40 -1.50 0.130
2 SILJ 11.13 15 Nov '24 224 P 13.00 0.502 1 2.45 4.90 14.00
11.00
0.457
0.423
3
0
3.40
1.35
4.75 0.15 1.15 -0.85 -1.35 0.124
3 SILJ 11.13 15 Nov '24 224 P 13.00 0.502 1 2.45 4.90 14.00
9.00
0.457
0.428
3
0
3.40
0.55
3.95 0.95 1.95 -2.05 -0.95 0.120
4 SILJ 11.13 15 Nov '24 224 P 13.00 0.502 1 2.45 4.90 14.00
10.00
0.457
0.429
3
5
3.40
0.85
4.25 0.65 1.65 -1.35 -1.22 0.119
5 SILJ 11.13 19 Apr '24 14 P 12.00 0.399 42 0.90 1.80 13.00
11.00
0.329
0.360
1
232
2.20
0.30
2.50 (0.70) 0.30 -0.70 -0.43 0.110
6 SILJ 11.13 16 Aug '24 133 P 13.00 0.450 0 2.20 4.40 14.00
11.00
0.395
0.397
1
0
3.20
1.00
4.20 0.20 1.20 -0.80 -1.50 0.109
7 SILJ 11.13 16 Aug '24 133 P 13.00 0.450 0 2.20 4.40 14.00
12.00
0.395
0.402
1
3
3.20
1.60
4.80 (0.40) 0.60 -0.40 -1.50 0.103
8 SILJ 11.13 17 May '24 42 P 12.00 0.438 13 1.10 2.20 13.00
11.00
0.383
0.392
1
36
2.05
0.60
2.65 (0.45) 0.55 -0.45 -1.22 0.102
9 SILJ 11.13 17 May '24 42 P 12.00 0.438 13 1.10 2.20 13.00
10.00
0.383
0.397
1
163
2.05
0.25
2.30 (0.10) 0.90 -1.10 -0.82 0.097
10 SILJ 11.13 16 Aug '24 133 P 13.00 0.450 0 2.20 4.40 14.00
10.00
0.395
0.412
1
20
3.20
0.60
3.80 0.60 1.60 -1.40 -1.14 0.093
11 SILJ 11.13 16 Jan '26 651 P 12.00 0.565 3 2.60 5.20 13.00
9.00
0.561
0.512
0
1
3.30
1.20
4.50 0.70 1.70 -1.30 -1.31 0.058
12 SILJ 11.13 16 Aug '24 133 P 13.00 0.450 0 2.20 4.40 14.00
9.00
0.395
0.456
1
0
3.20
0.35
3.55 0.85 1.85 -2.15 -0.86 0.049
13 SILJ 11.13 16 Jan '26 651 P 12.00 0.565 3 2.60 5.20 13.00
10.00
0.561
0.529
0
4
3.30
1.60
4.90 0.30 1.30 -0.70 -1.86 0.041
14 SILJ 11.13 17 May '24 42 P 12.00 0.438 13 1.10 2.20 13.00
9.00
0.383
0.457
1
23
2.05
0.10
2.15 0.05 1.05 -1.95 -0.54 0.037
15 SILJ 11.13 16 Jan '26 651 P 12.00 0.565 3 2.60 5.20 14.00
9.00
0.587
0.512
0
1
4.00
1.20
5.20 (0.00) 2.00 -1.00 -2.00 0.032
16 SILJ 11.13 16 Jan '26 651 P 12.00 0.565 3 2.60 5.20 13.00
11.00
0.561
0.543
0
0
3.30
2.20
5.50 (0.30) 0.70 -0.30 -2.33 0.027
17 SILJ 11.13 16 Jan '26 651 P 13.00 0.561 0 3.00 6.00 14.00
9.00
0.587
0.512
0
1
4.00
1.20
5.20 0.80 1.80 -2.20 -0.82 0.023
18 SILJ 11.13 19 Apr '24 14 P 12.00 0.399 42 0.90 1.80 13.00
10.00
0.329
0.449
1
5
2.20
0.10
2.30 (0.50) 0.50 -1.50 -0.33 0.021
19 SILJ 11.13 16 Jan '26 651 P 12.00 0.565 3 2.60 5.20 14.00
10.00
0.587
0.529
0
4
4.00
1.60
5.60 (0.40) 1.60 -0.40 -4.00 0.015
20 SILJ 11.13 16 Aug '24 133 P 12.00 0.402 3 1.50 3.00 14.00
11.00
0.395
0.397
1
0
3.20
1.00
4.20 (1.20) 0.80 -1.20 -0.67 0.014
21 SILJ 11.13 15 Nov '24 224 P 10.00 0.429 5 0.75 1.50 12.00
9.00
0.418
0.428
51
0
1.90
0.55
2.45 (0.95) 1.05 -0.95 -1.11 0.013
22 SILJ 11.13 16 Jan '26 651 P 11.00 0.543 0 1.90 3.80 13.00
9.00
0.561
0.512
0
1
3.30
1.20
4.50 (0.70) 1.30 -0.70 -1.86 0.012
23 SILJ 11.13 16 Jan '26 651 P 11.00 0.543 0 1.90 3.80 12.00
9.00
0.565
0.512
3
1
2.70
1.20
3.90 (0.10) 0.90 -1.10 -0.82 0.007
24 SILJ 11.13 15 Nov '24 224 P 10.00 0.429 5 0.75 1.50 11.00
9.00
0.423
0.428
0
0
1.35
0.55
1.90 (0.40) 0.60 -0.40 -1.50 0.007
25 SILJ 11.13 16 Jan '26 651 P 13.00 0.561 0 3.00 6.00 14.00
10.00
0.587
0.529
0
4
4.00
1.60
5.60 0.40 1.40 -1.60 -0.87 0.007
26 SILJ 11.13 17 May '24 42 P 11.00 0.392 36 0.50 1.00 13.00
10.00
0.383
0.397
1
163
2.05
0.25
2.30 (1.30) 0.70 -1.30 -0.54 0.005
27 SILJ 11.13 17 Jan '25 287 P 13.00 0.441 0 2.55 5.10 14.00
12.00
0.453
0.425
0
0
3.50
2.05
5.55 (0.45) 0.55 -0.45 -1.22 0.004
28 SILJ 11.13 16 Jan '26 651 P 10.00 0.529 4 1.40 2.80 11.00
9.00
0.543
0.512
0
1
2.20
1.20
3.40 (0.60) 0.40 -0.60 -0.67 0.003
29 SILJ 11.13 17 Jan '25 287 P 13.00 0.441 0 2.55 5.10 14.00
11.00
0.453
0.426
0
1
3.50
1.45
4.95 0.15 1.15 -0.85 -1.35 0.002
30 SILJ 11.13 16 Jan '26 651 P 12.00 0.565 3 2.60 5.20 14.00
11.00
0.587
0.543
0
0
4.00
2.20
6.20 (1.00) 1.00 -1.00 -1.00 0.002
31 SILJ 11.13 15 Nov '24 224 P 11.00 0.423 0 1.20 2.40 12.00
9.00
0.418
0.428
51
0
1.90
0.55
2.45 (0.05) 0.95 -1.05 -0.90 0.001
32 SILJ 11.13 17 Jan '25 287 P 10.00 0.430 32 0.85 1.70 12.00
9.00
0.425
0.436
0
1
2.05
0.65
2.70 (1.00) 1.00 -1.00 -1.00 -0.000
33 SILJ 11.13 15 Nov '24 224 P 11.00 0.423 0 1.20 2.40 12.00
10.00
0.418
0.429
51
5
1.90
0.85
2.75 (0.35) 0.65 -0.35 -1.86 -0.000
34 SILJ 11.13 17 Jan '25 287 P 13.00 0.441 0 2.55 5.10 14.00
10.00
0.453
0.430
0
32
3.50
1.00
4.50 0.60 1.60 -1.40 -1.14 -0.002
35 SILJ 11.13 17 Jan '25 287 P 10.00 0.430 32 0.85 1.70 11.00
9.00
0.426
0.436
1
1
1.45
0.65
2.10 (0.40) 0.60 -0.40 -1.50 -0.002
36 SILJ 11.13 16 Aug '24 133 P 12.00 0.402 3 1.50 3.00 14.00
10.00
0.395
0.412
1
20
3.20
0.60
3.80 (0.80) 1.20 -0.80 -1.50 -0.002
37 SILJ 11.13 17 Jan '25 287 P 11.00 0.426 1 1.30 2.60 12.00
10.00
0.425
0.430
0
32
2.05
1.00
3.05 (0.45) 0.55 -0.45 -1.22 -0.003
38 SILJ 11.13 16 Jan '26 651 P 11.00 0.543 0 1.90 3.80 13.00
10.00
0.561
0.529
0
4
3.30
1.60
4.90 (1.10) 0.90 -1.10 -0.82 -0.005
39 SILJ 11.13 16 Jan '26 651 P 13.00 0.561 0 3.00 6.00 14.00
11.00
0.587
0.543
0
0
4.00
2.20
6.20 (0.20) 0.80 -1.20 -0.67 -0.007
40 SILJ 11.13 17 Jan '25 287 P 13.00 0.441 0 2.55 5.10 14.00
9.00
0.453
0.436
0
1
3.50
0.65
4.15 0.95 1.95 -2.05 -0.95 -0.007
41 SILJ 11.13 17 Jan '25 287 P 11.00 0.426 1 1.30 2.60 12.00
9.00
0.425
0.436
0
1
2.05
0.65
2.70 (0.10) 0.90 -1.10 -0.82 -0.008
42 SILJ 11.13 16 Jan '26 651 P 11.00 0.543 0 1.90 3.80 12.00
10.00
0.565
0.529
3
4
2.70
1.60
4.30 (0.50) 0.50 -0.50 -1.00 -0.009
43 SILJ 11.13 16 Jan '26 651 P 11.00 0.543 0 1.90 3.80 14.00
9.00
0.587
0.512
0
1
4.00
1.20
5.20 (1.40) 1.60 -1.40 -1.14 -0.014
44 SILJ 11.13 16 Aug '24 133 P 11.00 0.397 0 0.90 1.80 14.00
10.00
0.395
0.412
1
20
3.20
0.60
3.80 (2.00) 1.00 -2.00 -0.50 -0.014
45 SILJ 11.13 16 Jan '26 651 P 10.00 0.529 4 1.40 2.80 13.00
9.00
0.561
0.512
0
1
3.30
1.20
4.50 (1.70) 1.30 -1.70 -0.76 -0.016
46 SILJ 11.13 17 Jan '25 287 P 10.00 0.430 32 0.85 1.70 13.00
9.00
0.441
0.436
0
1
2.75
0.65
3.40 (1.70) 1.30 -1.70 -0.76 -0.016
47 SILJ 11.13 17 Jan '25 287 P 12.00 0.425 0 1.85 3.70 13.00
11.00
0.441
0.426
0
1
2.75
1.45
4.20 (0.50) 0.50 -0.50 -1.00 -0.018
48 SILJ 11.13 17 Jan '25 287 P 11.00 0.426 1 1.30 2.60 13.00
10.00
0.441
0.430
0
32
2.75
1.00
3.75 (1.15) 0.85 -1.15 -0.74 -0.019
49 SILJ 11.13 16 Jan '26 651 P 10.00 0.529 4 1.40 2.80 12.00
9.00
0.565
0.512
3
1
2.70
1.20
3.90 (1.10) 0.90 -1.10 -0.82 -0.020
50 SILJ 11.13 17 Jan '25 287 P 12.00 0.425 0 1.85 3.70 13.00
10.00
0.441
0.430
0
32
2.75
1.00
3.75 (0.05) 0.95 -1.05 -0.90 -0.022
51 SILJ 11.13 16 Aug '24 133 P 11.00 0.397 0 0.90 1.80 12.00
10.00
0.402
0.412
3
20
1.60
0.60
2.20 (0.40) 0.60 -0.40 -1.50 -0.022
52 SILJ 11.13 17 Jan '25 287 P 11.00 0.426 1 1.30 2.60 13.00
9.00
0.441
0.436
0
1
2.75
0.65
3.40 (0.80) 1.20 -0.80 -1.50 -0.024
53 SILJ 11.13 16 Aug '24 133 P 10.00 0.412 20 0.50 1.00 14.00
9.00
0.395
0.456
1
0
3.20
0.35
3.55 (2.55) 1.45 -2.55 -0.57 -0.026
54 SILJ 11.13 15 Nov '24 224 P 10.00 0.429 5 0.75 1.50 14.00
9.00
0.457
0.428
3
0
3.40
0.55
3.95 (2.45) 1.55 -2.45 -0.63 -0.026
55 SILJ 11.13 17 Jan '25 287 P 12.00 0.425 0 1.85 3.70 13.00
9.00
0.441
0.436
0
1
2.75
0.65
3.40 0.30 1.30 -1.70 -0.76 -0.027
56 SILJ 11.13 16 Aug '24 133 P 10.00 0.412 20 0.50 1.00 11.00
9.00
0.397
0.456
0
0
1.00
0.35
1.35 (0.35) 0.65 -0.35 -1.86 -0.028
57 SILJ 11.13 17 Jan '25 287 P 10.00 0.430 32 0.85 1.70 14.00
9.00
0.453
0.436
0
1
3.50
0.65
4.15 (2.45) 1.55 -2.45 -0.63 -0.029
58 SILJ 11.13 16 Jan '26 651 P 13.00 0.561 0 3.00 6.00 14.00
12.00
0.587
0.565
0
3
4.00
2.70
6.70 (0.70) 0.30 -0.70 -0.43 -0.030
59 SILJ 11.13 17 Jan '25 287 P 12.00 0.425 0 1.85 3.70 14.00
11.00
0.453
0.426
0
1
3.50
1.45
4.95 (1.25) 0.75 -1.25 -0.60 -0.030
60 SILJ 11.13 16 Jan '26 651 P 11.00 0.543 0 1.90 3.80 14.00
10.00
0.587
0.529
0
4
4.00
1.60
5.60 (1.80) 1.20 -1.80 -0.67 -0.030
61 SILJ 11.13 17 Jan '25 287 P 11.00 0.426 1 1.30 2.60 14.00
10.00
0.453
0.430
0
32
3.50
1.00
4.50 (1.90) 1.10 -1.90 -0.58 -0.031
62 SILJ 11.13 16 Aug '24 133 P 10.00 0.412 20 0.50 1.00 12.00
9.00
0.402
0.456
3
0
1.60
0.35
1.95 (0.95) 1.05 -0.95 -1.11 -0.034
63 SILJ 11.13 17 Jan '25 287 P 12.00 0.425 0 1.85 3.70 14.00
10.00
0.453
0.430
0
32
3.50
1.00
4.50 (0.80) 1.20 -0.80 -1.50 -0.034
64 SILJ 11.13 17 Jan '25 287 P 11.00 0.426 1 1.30 2.60 14.00
9.00
0.453
0.436
0
1
3.50
0.65
4.15 (1.55) 1.45 -1.55 -0.94 -0.037
65 SILJ 11.13 15 Nov '24 224 P 11.00 0.423 0 1.20 2.40 14.00
9.00
0.457
0.428
3
0
3.40
0.55
3.95 (1.55) 1.45 -1.55 -0.94 -0.038
66 SILJ 11.13 15 Nov '24 224 P 11.00 0.423 0 1.20 2.40 14.00
10.00
0.457
0.429
3
5
3.40
0.85
4.25 (1.85) 1.15 -1.85 -0.62 -0.039
67 SILJ 11.13 17 Jan '25 287 P 12.00 0.425 0 1.85 3.70 14.00
9.00
0.453
0.436
0
1
3.50
0.65
4.15 (0.45) 1.55 -1.45 -1.07 -0.040
68 SILJ 11.13 16 Jan '26 651 P 10.00 0.529 4 1.40 2.80 14.00
9.00
0.587
0.512
0
1
4.00
1.20
5.20 (2.40) 1.60 -2.40 -0.67 -0.042
69 SILJ 11.13 16 Aug '24 133 P 12.00 0.402 3 1.50 3.00 13.00
11.00
0.450
0.397
0
0
2.55
1.00
3.55 (0.55) 0.45 -0.55 -0.82 -0.042
70 SILJ 11.13 15 Nov '24 224 P 12.00 0.418 51 1.75 3.50 14.00
11.00
0.457
0.423
3
0
3.40
1.35
4.75 (1.25) 0.75 -1.25 -0.60 -0.044
71 SILJ 11.13 16 Aug '24 133 P 12.00 0.402 3 1.50 3.00 14.00
9.00
0.395
0.456
1
0
3.20
0.35
3.55 (0.55) 1.45 -1.55 -0.94 -0.046
72 SILJ 11.13 17 May '24 42 P 10.00 0.397 163 0.15 0.30 13.00
9.00
0.383
0.457
1
23
2.05
0.10
2.15 (1.85) 1.15 -1.85 -0.62 -0.047
73 SILJ 11.13 15 Nov '24 224 P 12.00 0.418 51 1.75 3.50 14.00
9.00
0.457
0.428
3
0
3.40
0.55
3.95 (0.45) 1.55 -1.45 -1.07 -0.049
74 SILJ 11.13 15 Nov '24 224 P 12.00 0.418 51 1.75 3.50 14.00
10.00
0.457
0.429
3
5
3.40
0.85
4.25 (0.75) 1.25 -0.75 -1.67 -0.050
75 SILJ 11.13 17 May '24 42 P 11.00 0.392 36 0.50 1.00 12.00
10.00
0.438
0.397
13
163
1.25
0.25
1.50 (0.50) 0.50 -0.50 -1.00 -0.051
76 SILJ 11.13 17 May '24 42 P 10.00 0.397 163 0.15 0.30 11.00
9.00
0.392
0.457
36
23
0.60
0.10
0.70 (0.40) 0.60 -0.40 -1.50 -0.056
77 SILJ 11.13 17 May '24 42 P 11.00 0.392 36 0.50 1.00 13.00
9.00
0.383
0.457
1
23
2.05
0.10
2.15 (1.15) 0.85 -1.15 -0.74 -0.056
78 SILJ 11.13 16 Aug '24 133 P 11.00 0.397 0 0.90 1.80 14.00
9.00
0.395
0.456
1
0
3.20
0.35
3.55 (1.75) 1.25 -1.75 -0.71 -0.058
79 SILJ 11.13 16 Aug '24 133 P 12.00 0.402 3 1.50 3.00 13.00
10.00
0.450
0.412
0
20
2.55
0.60
3.15 (0.15) 0.85 -1.15 -0.74 -0.058
80 SILJ 11.13 19 Apr '24 14 P 11.00 0.360 232 0.20 0.40 13.00
10.00
0.329
0.449
1
5
2.20
0.10
2.30 (1.90) 0.10 -1.90 -0.05 -0.058
81 SILJ 11.13 16 Aug '24 133 P 11.00 0.397 0 0.90 1.80 12.00
9.00
0.402
0.456
3
0
1.60
0.35
1.95 (0.15) 0.85 -1.15 -0.74 -0.065
82 SILJ 11.13 16 Aug '24 133 P 11.00 0.397 0 0.90 1.80 13.00
10.00
0.450
0.412
0
20
2.55
0.60
3.15 (1.35) 0.65 -1.35 -0.48 -0.069
83 SILJ 11.13 15 Nov '24 224 P 10.00 0.429 5 0.75 1.50 13.00
9.00
0.502
0.428
1
0
3.10
0.55
3.65 (2.15) 0.85 -2.15 -0.40 -0.072
84 SILJ 11.13 19 Apr '24 14 P 10.00 0.449 5  0  0 13.00
9.00
0.329
0.650
1
11
2.20
0.05
2.25 (2.25) 0.75 -2.25 -0.33 -0.080
85 SILJ 11.13 16 Aug '24 133 P 10.00 0.412 20 0.50 1.00 13.00
9.00
0.450
0.456
0
0
2.55
0.35
2.90 (1.90) 1.10 -1.90 -0.58 -0.081
86 SILJ 11.13 15 Nov '24 224 P 11.00 0.423 0 1.20 2.40 13.00
9.00
0.502
0.428
1
0
3.10
0.55
3.65 (1.25) 0.75 -1.25 -0.60 -0.083
87 SILJ 11.13 15 Nov '24 224 P 11.00 0.423 0 1.20 2.40 13.00
10.00
0.502
0.429
1
5
3.10
0.85
3.95 (1.55) 0.45 -1.55 -0.29 -0.085
88 SILJ 11.13 15 Nov '24 224 P 12.00 0.418 51 1.75 3.50 13.00
11.00
0.502
0.423
1
0
3.10
1.35
4.45 (0.95) 0.05 -0.95 -0.05 -0.090
89 SILJ 11.13 15 Nov '24 224 P 12.00 0.418 51 1.75 3.50 13.00
9.00
0.502
0.428
1
0
3.10
0.55
3.65 (0.15) 0.85 -2.15 -0.40 -0.094
90 SILJ 11.13 15 Nov '24 224 P 12.00 0.418 51 1.75 3.50 13.00
10.00
0.502
0.429
1
5
3.10
0.85
3.95 (0.45) 0.55 -1.45 -0.38 -0.096
91 SILJ 11.13 16 Aug '24 133 P 12.00 0.402 3 1.50 3.00 13.00
9.00
0.450
0.456
0
0
2.55
0.35
2.90 0.10 1.10 -1.90 -0.58 -0.101
92 SILJ 11.13 17 May '24 42 P 10.00 0.397 163 0.15 0.30 12.00
9.00
0.438
0.457
13
23
1.25
0.10
1.35 (1.05) 0.95 -1.05 -0.90 -0.102
93 SILJ 11.13 17 May '24 42 P 11.00 0.392 36 0.50 1.00 12.00
9.00
0.438
0.457
13
23
1.25
0.10
1.35 (0.35) 0.65 -1.35 -0.48 -0.111
94 SILJ 11.13 19 Apr '24 14 P 10.00 0.449 5  0  0 11.00
9.00
0.360
0.650
232
11
0.30
0.05
0.35 (0.35) 0.65 -0.35 -1.86 -0.112
95 SILJ 11.13 16 Aug '24 133 P 11.00 0.397 0 0.90 1.80 13.00
9.00
0.450
0.456
0
0
2.55
0.35
2.90 (1.10) 0.90 -1.10 -0.82 -0.113
96 SILJ 11.13 19 Apr '24 14 P 11.00 0.360 232 0.20 0.40 12.00
10.00
0.399
0.449
42
5
1.00
0.10
1.10 (0.70) 0.30 -0.70 -0.43 -0.129
97 SILJ 11.13 19 Apr '24 14 P 10.00 0.449 5  0  0 12.00
9.00
0.399
0.650
42
11
1.00
0.05
1.05 (1.05) 0.95 -1.05 -0.90 -0.151
98 SILJ 11.13 19 Apr '24 14 P 12.00 0.399 42 0.90 1.80 13.00
9.00
0.329
0.650
1
11
2.20
0.05
2.25 (0.45) 0.55 -2.45 -0.22 -0.180
99 SILJ 11.13 17 May '24 42 P 12.00 0.438 13 1.10 2.20 14.00
11.00
0.725
0.392
0
36
3.50
0.60
4.10 (1.90) 0.10 -1.90 -0.05 -0.240
100 SILJ 11.13 17 May '24 42 P 12.00 0.438 13 1.10 2.20 14.00
10.00
0.725
0.397
0
163
3.50
0.25
3.75 (1.55) 0.45 -1.55 -0.29 -0.245
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