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Double Diagonal Screener For SPY Report Date:

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Data is delayed from July 26, 2022. You can get started for free to get the latest data.
# Stock Stock
Price
Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Expiry Days Strike P/C IVol Volume Price Leg Price Expiry Days Strike P/C IVol Volume Price Leg Price
1 SPY 391.12 2 Sep '22 38 390.00
392.00
C
P
0.249
0.213
138
409
13.06
11.12
24.18 21 Oct '22 87 389.00
393.00
C
P
0.240
0.220
75
133
19.52
17.62
37.14 (12.96) 13.08 -11.96 -1.09 0.001
2 SPY 391.12 2 Sep '22 38 391.00
392.00
C
P
0.247
0.213
163
409
12.46
11.12
23.58 21 Oct '22 87 390.00
393.00
C
P
0.238
0.220
132
133
18.90
17.62
36.52 (12.94) 13.51 -11.94 -1.13 0.001
3 SPY 391.12 16 Sep '22 52 390.00
392.00
C
P
0.241
0.219
1,486
3,092
14.74
13.28
28.02 21 Oct '22 87 389.00
393.00
C
P
0.240
0.220
75
133
19.52
17.62
37.14 (9.12) 12.82 -8.12 -1.58 -0.000
4 SPY 391.12 2 Sep '22 38 391.00
392.00
C
P
0.247
0.213
163
409
12.46
11.12
23.58 21 Oct '22 87 389.00
393.00
C
P
0.240
0.220
75
133
19.52
17.62
37.14 (13.56) 13.54 -12.56 -1.08 -0.001
5 SPY 391.12 16 Sep '22 52 391.00
392.00
C
P
0.238
0.219
2,073
3,092
14.12
13.28
27.40 21 Oct '22 87 390.00
393.00
C
P
0.238
0.220
132
133
18.90
17.62
36.52 (9.12) 13.23 -8.12 -1.63 -0.001
6 SPY 391.12 16 Sep '22 52 391.00
392.00
C
P
0.238
0.219
2,073
3,092
14.12
13.28
27.40 21 Oct '22 87 389.00
393.00
C
P
0.240
0.220
75
133
19.52
17.62
37.14 (9.74) 13.25 -8.74 -1.52 -0.003
7 SPY 391.12 30 Sep '22 66 390.00
392.00
C
P
0.236
0.221
82
135
16.28
15.00
31.28 21 Oct '22 87 389.00
393.00
C
P
0.240
0.220
75
133
19.52
17.62
37.14 (5.86) 11.01 -4.86 -2.27 -0.003
8 SPY 391.12 30 Sep '22 66 391.00
392.00
C
P
0.235
0.221
315
135
15.68
15.00
30.68 21 Oct '22 87 390.00
393.00
C
P
0.238
0.220
132
133
18.90
17.62
36.52 (5.84) 11.44 -4.84 -2.36 -0.003
9 SPY 391.12 30 Sep '22 66 391.00
392.00
C
P
0.235
0.221
315
135
15.68
15.00
30.68 21 Oct '22 87 389.00
393.00
C
P
0.240
0.220
75
133
19.52
17.62
37.14 (6.46) 11.45 -5.46 -2.10 -0.005
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