Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Iron Condor Screener For LI Report Date:

SCREENER   
Select Stock
 Symbol   
Selection Filters
LEG VOLUME
STRIKE RANGE
EXPIRATION
Additional Filters
There are no additional filters for this screener
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from October 6, 2020. You can get started for free to get the latest data.
# 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 LI 17.35 18 Dec '20 73 15.00
17.50
P
C
0.794
0.882
2,017
20
1.12
2.45
3.57 10.00
20.00
P
C
0.730
0.856
4
108
0.31
1.89
2.20 1.37 -1.37 3.63 -0.38 0.090
2 LI 17.35 18 Dec '20 73 15.00
17.50
P
C
0.794
0.882
2,017
20
1.12
2.45
3.57 12.50
20.00
P
C
0.747
0.856
4
108
0.58
1.89
2.47 1.10 -1.10 1.40 -0.79 0.073
3 LI 17.35 18 Dec '20 73 15.00
17.50
P
C
0.794
0.882
2,017
20
1.12
2.45
3.57 10.00
22.50
P
C
0.730
0.893
4
32
0.31
1.27
1.58 1.99 -1.99 3.01 -0.66 0.053
4 LI 17.35 20 Nov '20 45 15.00
20.00
P
C
0.786
0.911
75
102
0.70
1.22
1.92 12.50
22.50
P
C
0.732
0.917
19
150
0.19
0.86
1.05 0.87 -0.87 1.63 -0.53 0.048
5 LI 17.35 18 Dec '20 73 12.50
17.50
P
C
0.747
0.882
4
20
0.32
2.45
2.77 10.00
20.00
P
C
0.730
0.856
4
108
0.31
1.89
2.20 0.57 -0.57 1.93 -0.30 0.043
6 LI 17.35 18 Dec '20 73 15.00
17.50
P
C
0.794
0.882
2,017
20
1.12
2.45
3.57 12.50
22.50
P
C
0.747
0.893
4
32
0.58
1.27
1.85 1.72 -1.72 3.28 -0.52 0.037
7 LI 17.35 18 Dec '20 73 15.00
20.00
P
C
0.794
0.856
2,017
108
1.12
1.68
2.80 10.00
22.50
P
C
0.730
0.893
4
32
0.31
1.27
1.58 1.22 -1.22 3.78 -0.32 0.027
8 LI 17.35 20 Nov '20 45 15.00
17.50
P
C
0.786
0.869
75
121
0.70
1.79
2.49 12.50
20.00
P
C
0.732
0.911
19
102
0.19
1.33
1.52 0.97 -0.97 1.53 -0.63 0.014
9 LI 17.35 18 Dec '20 73 15.00
20.00
P
C
0.794
0.856
2,017
108
1.12
1.68
2.80 12.50
22.50
P
C
0.747
0.893
4
32
0.58
1.27
1.85 0.95 -0.95 1.55 -0.61 0.011
10 LI 17.35 20 Nov '20 45 15.00
17.50
P
C
0.786
0.869
75
121
0.70
1.79
2.49 12.50
22.50
P
C
0.732
0.917
19
150
0.19
0.86
1.05 1.44 -1.44 3.56 -0.40 0.007
11 LI 17.35 18 Dec '20 73 12.50
17.50
P
C
0.747
0.882
4
20
0.32
2.45
2.77 10.00
22.50
P
C
0.730
0.893
4
32
0.31
1.27
1.58 1.19 -1.19 3.81 -0.31 0.006
12 LI 17.35 20 Nov '20 45 15.00
20.00
P
C
0.786
0.911
75
102
0.70
1.22
1.92 10.00
22.50
P
C
0.783
0.917
1
150
0.23
0.86
1.09 0.83 -0.83 4.17 -0.20 -0.003
13 LI 17.35 19 Mar '21 164 15.00
17.50
P
C
0.759
0.826
101
13
2.13
3.65
5.78 10.00
20.00
P
C
0.751
0.852
1
34
0.72
3.30
4.02 1.76 -1.76 3.24 -0.54 -0.019
14 LI 17.35 18 Dec '20 73 12.50
20.00
P
C
0.747
0.856
4
108
0.32
1.68
2.00 10.00
22.50
P
C
0.730
0.893
4
32
0.31
1.27
1.58 0.42 -0.42 2.08 -0.20 -0.020
15 LI 17.35 19 Mar '21 164 15.00
20.00
P
C
0.759
0.852
101
34
2.13
2.77
4.90 10.00
22.50
P
C
0.751
0.890
1
9
0.72
2.67
3.39 1.51 -1.51 3.49 -0.43 -0.030
16 LI 17.35 20 Nov '20 45 15.00
17.50
P
C
0.786
0.869
75
121
0.70
1.79
2.49 10.00
20.00
P
C
0.783
0.911
1
102
0.23
1.33
1.56 0.93 -0.93 4.07 -0.23 -0.037
17 LI 17.35 20 Nov '20 45 15.00
17.50
P
C
0.786
0.869
75
121
0.70
1.79
2.49 10.00
22.50
P
C
0.783
0.917
1
150
0.23
0.86
1.09 1.40 -1.40 3.60 -0.39 -0.044
18 LI 17.35 19 Mar '21 164 15.00
17.50
P
C
0.759
0.826
101
13
2.13
3.65
5.78 10.00
22.50
P
C
0.751
0.890
1
9
0.72
2.67
3.39 2.39 -2.39 2.61 -0.92 -0.057
19 LI 17.35 20 Nov '20 45 12.50
20.00
P
C
0.732
0.911
19
102
0.10
1.22
1.32 10.00
22.50
P
C
0.783
0.917
1
150
0.23
0.86
1.09 0.23 -0.23 2.27 -0.10 -0.058
20 LI 17.35 20 Nov '20 45 12.50
17.50
P
C
0.732
0.869
19
121
0.10
1.79
1.89 10.00
20.00
P
C
0.783
0.911
1
102
0.23
1.33
1.56 0.33 -0.33 2.17 -0.15 -0.092
21 LI 17.35 20 Nov '20 45 12.50
17.50
P
C
0.732
0.869
19
121
0.10
1.79
1.89 10.00
22.50
P
C
0.783
0.917
1
150
0.23
0.86
1.09 0.80 -0.80 4.20 -0.19 -0.099
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.