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Iron Condor Screener For CCI 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 CCI 102.17 17 May '24 44 97.50
105.00
P
C
0.266
0.286
6
13
1.70
2.80
4.50 95.00
115.00
P
C
0.269
0.269
21
13
1.25
0.55
1.80 2.70 -2.70 7.30 -0.37 0.014
2 CCI 102.17 17 May '24 44 97.50
105.00
P
C
0.266
0.286
6
13
1.70
2.80
4.50 95.00
110.00
P
C
0.269
0.272
21
18
1.25
1.40
2.65 1.85 -1.85 3.15 -0.59 0.011
3 CCI 102.17 17 May '24 44 100.00
105.00
P
C
0.258
0.286
12
13
2.50
2.80
5.30 97.50
115.00
P
C
0.266
0.269
6
13
1.85
0.55
2.40 2.90 -2.90 7.10 -0.41 0.010
4 CCI 102.17 19 Jul '24 107 100.00
105.00
P
C
0.274
0.255
22
3
4.60
4.50
9.10 97.50
110.00
P
C
0.275
0.247
2
2
3.80
2.85
6.65 2.45 -2.45 2.55 -0.96 0.008
5 CCI 102.17 17 May '24 44 100.00
105.00
P
C
0.258
0.286
12
13
2.50
2.80
5.30 95.00
115.00
P
C
0.269
0.269
21
13
1.25
0.55
1.80 3.50 -3.50 6.50 -0.54 0.007
6 CCI 102.17 17 May '24 44 100.00
105.00
P
C
0.258
0.286
12
13
2.50
2.80
5.30 97.50
110.00
P
C
0.266
0.272
6
18
1.85
1.40
3.25 2.05 -2.05 2.95 -0.69 0.007
7 CCI 102.17 19 Jul '24 107 100.00
105.00
P
C
0.274
0.255
22
3
4.60
4.50
9.10 97.50
115.00
P
C
0.275
0.249
2
69
3.80
1.70
5.50 3.60 -3.60 6.40 -0.56 0.006
8 CCI 102.17 21 Jun '24 79 100.00
105.00
P
C
0.271
0.265
14
25
3.90
3.80
7.70 97.50
110.00
P
C
0.275
0.256
7
63
3.20
2.20
5.40 2.30 -2.30 2.70 -0.85 0.005
9 CCI 102.17 17 May '24 44 100.00
105.00
P
C
0.258
0.286
12
13
2.50
2.80
5.30 95.00
110.00
P
C
0.269
0.272
21
18
1.25
1.40
2.65 2.65 -2.65 2.35 -1.13 0.003
10 CCI 102.17 19 Jul '24 107 97.50
105.00
P
C
0.275
0.255
2
3
3.60
4.50
8.10 95.00
110.00
P
C
0.280
0.247
20
2
3.00
2.85
5.85 2.25 -2.25 2.75 -0.82 0.003
11 CCI 102.17 21 Jun '24 79 100.00
105.00
P
C
0.271
0.265
14
25
3.90
3.80
7.70 97.50
115.00
P
C
0.275
0.258
7
9
3.20
1.20
4.40 3.30 -3.30 6.70 -0.49 0.003
12 CCI 102.17 19 Jul '24 107 100.00
105.00
P
C
0.274
0.255
22
3
4.60
4.50
9.10 95.00
110.00
P
C
0.280
0.247
20
2
3.00
2.85
5.85 3.25 -3.25 1.75 -1.86 0.003
13 CCI 102.17 19 Jul '24 107 97.50
105.00
P
C
0.275
0.255
2
3
3.60
4.50
8.10 95.00
115.00
P
C
0.280
0.249
20
69
3.00
1.70
4.70 3.40 -3.40 6.60 -0.52 0.001
14 CCI 102.17 19 Jul '24 107 100.00
105.00
P
C
0.274
0.255
22
3
4.60
4.50
9.10 95.00
115.00
P
C
0.280
0.249
20
69
3.00
1.70
4.70 4.40 -4.40 5.60 -0.79 0.000
15 CCI 102.17 17 May '24 44 97.50
110.00
P
C
0.266
0.272
6
18
1.70
1.20
2.90 95.00
115.00
P
C
0.269
0.269
21
13
1.25
0.55
1.80 1.10 -1.10 3.90 -0.28 0.000
16 CCI 102.17 19 Jul '24 107 100.00
110.00
P
C
0.274
0.247
22
2
4.60
2.70
7.30 97.50
115.00
P
C
0.275
0.249
2
69
3.80
1.70
5.50 1.80 -1.80 3.20 -0.56 -0.003
17 CCI 102.17 17 May '24 44 100.00
110.00
P
C
0.258
0.272
12
18
2.50
1.20
3.70 97.50
115.00
P
C
0.266
0.269
6
13
1.85
0.55
2.40 1.30 -1.30 3.70 -0.35 -0.004
18 CCI 102.17 21 Jun '24 79 100.00
110.00
P
C
0.271
0.256
14
63
3.90
2.05
5.95 97.50
115.00
P
C
0.275
0.258
7
9
3.20
1.20
4.40 1.55 -1.55 3.45 -0.45 -0.006
19 CCI 102.17 17 May '24 44 100.00
110.00
P
C
0.258
0.272
12
18
2.50
1.20
3.70 95.00
115.00
P
C
0.269
0.269
21
13
1.25
0.55
1.80 1.90 -1.90 3.10 -0.61 -0.007
20 CCI 102.17 19 Jul '24 107 97.50
110.00
P
C
0.275
0.247
2
2
3.60
2.70
6.30 95.00
115.00
P
C
0.280
0.249
20
69
3.00
1.70
4.70 1.60 -1.60 3.40 -0.47 -0.007
21 CCI 102.17 19 Jul '24 107 100.00
110.00
P
C
0.274
0.247
22
2
4.60
2.70
7.30 95.00
115.00
P
C
0.280
0.249
20
69
3.00
1.70
4.70 2.60 -2.60 2.40 -1.08 -0.008
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