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Iron Condor Screener For RIO 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 RIO 63.41 21 Jun '24 88 62.50
65.00
P
C
0.217
0.255
73
36
2.10
2.50
4.60 60.00
70.00
P
C
0.226
0.246
26
23
1.35
1.05
2.40 2.20 -2.20 2.80 -0.79 -0.001
2 RIO 63.41 21 Jun '24 88 62.50
65.00
P
C
0.217
0.255
73
36
2.10
2.50
4.60 60.00
67.50
P
C
0.226
0.248
26
6
1.35
1.65
3.00 1.60 -1.60 0.90 -1.78 -0.003
3 RIO 63.41 17 May '24 53 60.00
65.00
P
C
0.239
0.255
26
241
0.85
1.75
2.60 57.50
70.00
P
C
0.256
0.245
13
23
0.50
0.50
1.00 1.60 -1.60 3.40 -0.47 -0.007
4 RIO 63.41 21 Jun '24 88 62.50
67.50
P
C
0.217
0.248
73
6
2.10
1.55
3.65 60.00
70.00
P
C
0.226
0.246
26
23
1.35
1.05
2.40 1.25 -1.25 1.25 -1.00 -0.008
5 RIO 63.41 17 May '24 53 60.00
67.50
P
C
0.239
0.253
26
12
0.85
0.90
1.75 57.50
70.00
P
C
0.256
0.245
13
23
0.50
0.50
1.00 0.75 -0.75 1.75 -0.43 -0.009
6 RIO 63.41 17 May '24 53 62.50
65.00
P
C
0.220
0.255
12
241
1.60
1.75
3.35 60.00
70.00
P
C
0.239
0.245
26
23
0.95
0.50
1.45 1.90 -1.90 3.10 -0.61 -0.010
7 RIO 63.41 17 May '24 53 62.50
67.50
P
C
0.220
0.253
12
12
1.60
0.90
2.50 60.00
70.00
P
C
0.239
0.245
26
23
0.95
0.50
1.45 1.05 -1.05 1.45 -0.72 -0.012
8 RIO 63.41 17 May '24 53 60.00
65.00
P
C
0.239
0.255
26
241
0.85
1.75
2.60 57.50
67.50
P
C
0.256
0.253
13
12
0.50
1.05
1.55 1.05 -1.05 1.45 -0.72 -0.014
9 RIO 63.41 17 May '24 53 62.50
65.00
P
C
0.220
0.255
12
241
1.60
1.75
3.35 60.00
67.50
P
C
0.239
0.253
26
12
0.95
1.05
2.00 1.35 -1.35 1.15 -1.17 -0.017
10 RIO 63.41 17 May '24 53 62.50
65.00
P
C
0.220
0.255
12
241
1.60
1.75
3.35 57.50
70.00
P
C
0.256
0.245
13
23
0.50
0.50
1.00 2.35 -2.35 2.65 -0.89 -0.026
11 RIO 63.41 17 May '24 53 62.50
67.50
P
C
0.220
0.253
12
12
1.60
0.90
2.50 57.50
70.00
P
C
0.256
0.245
13
23
0.50
0.50
1.00 1.50 -1.50 3.50 -0.43 -0.028
12 RIO 63.41 17 May '24 53 62.50
65.00
P
C
0.220
0.255
12
241
1.60
1.75
3.35 57.50
67.50
P
C
0.256
0.253
13
12
0.50
1.05
1.55 1.80 -1.80 3.20 -0.56 -0.034
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