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Iron Condor Screener For SPY 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 SPY 551.46 16 Aug '24 44 550.00
552.00
P
C
0.092
0.129
1,747
833
6.07
9.78
15.85 549.00
553.00
P
C
0.093
0.127
759
1,153
5.80
9.19
14.99 0.86 -0.86 0.14 -6.14 0.001
2 SPY 551.46 30 Aug '24 58 551.00
552.00
P
C
0.092
0.136
15
67
7.45
12.04
19.49 550.00
553.00
P
C
0.094
0.135
694
14
7.22
11.44
18.66 0.83 -0.83 0.17 -4.88 0.001
3 SPY 551.46 2 Aug '24 30 551.00
552.00
P
C
0.089
0.122
147
245
5.25
7.51
12.76 550.00
553.00
P
C
0.091
0.120
1,080
231
4.97
6.95
11.92 0.84 -0.84 0.16 -5.25 0.000
4 SPY 551.46 16 Aug '24 44 551.00
552.00
P
C
0.090
0.129
557
833
6.42
9.78
16.20 550.00
553.00
P
C
0.092
0.127
1,747
1,153
6.14
9.19
15.33 0.87 -0.87 0.13 -6.69 0.000
5 SPY 551.46 9 Aug '24 37 551.00
552.00
P
C
0.088
0.125
149
32
5.76
8.57
14.33 550.00
553.00
P
C
0.090
0.123
150
7
5.52
8.04
13.56 0.77 -0.77 0.23 -3.35 0.000
6 SPY 551.46 2 Aug '24 30 550.00
552.00
P
C
0.091
0.122
1,080
245
4.89
7.51
12.40 549.00
553.00
P
C
0.093
0.120
262
231
4.63
6.95
11.58 0.82 -0.82 0.18 -4.56 0.000
7 SPY 551.46 30 Aug '24 58 550.00
552.00
P
C
0.094
0.136
694
67
7.14
12.04
19.18 549.00
553.00
P
C
0.096
0.135
202
14
6.90
11.44
18.34 0.84 -0.84 0.16 -5.25 -0.000
8 SPY 551.46 2 Aug '24 30 551.00
552.50
P
C
0.089
0.121
147
99
5.25
7.20
12.45 550.00
553.00
P
C
0.091
0.120
1,080
231
4.97
6.95
11.92 0.53 -0.53 0.47 -1.13 -0.000
9 SPY 551.46 9 Aug '24 37 550.00
552.00
P
C
0.090
0.125
150
32
5.42
8.57
13.99 549.00
553.00
P
C
0.093
0.123
137
7
5.19
8.04
13.23 0.76 -0.76 0.24 -3.17 -0.000
10 SPY 551.46 23 Aug '24 51 551.00
552.00
P
C
0.092
0.132
4
3
6.97
10.85
17.82 550.00
553.00
P
C
0.093
0.131
57
5
6.74
10.39
17.13 0.69 -0.69 0.31 -2.23 -0.000
11 SPY 551.46 23 Aug '24 51 551.00
552.50
P
C
0.092
0.132
4
2
6.97
10.61
17.58 550.00
553.00
P
C
0.093
0.131
57
5
6.74
10.39
17.13 0.45 -0.45 0.55 -0.82 -0.001
12 SPY 551.46 2 Aug '24 30 550.00
552.50
P
C
0.091
0.121
1,080
99
4.89
7.20
12.09 549.00
553.00
P
C
0.093
0.120
262
231
4.63
6.95
11.58 0.51 -0.51 0.49 -1.04 -0.001
13 SPY 551.46 23 Aug '24 51 550.00
552.00
P
C
0.093
0.132
57
3
6.62
10.85
17.47 549.00
553.00
P
C
0.095
0.131
75
5
6.43
10.39
16.82 0.65 -0.65 0.35 -1.86 -0.001
14 SPY 551.46 23 Aug '24 51 550.00
552.50
P
C
0.093
0.132
57
2
6.62
10.61
17.23 549.00
553.00
P
C
0.095
0.131
75
5
6.43
10.39
16.82 0.41 -0.41 0.59 -0.69 -0.001
15 SPY 551.46 9 Aug '24 37 551.00
552.50
P
C
0.088
0.124
149
32
5.76
8.26
14.02 550.00
553.00
P
C
0.090
0.123
150
7
5.52
8.04
13.56 0.46 -0.46 0.54 -0.85 -0.001
16 SPY 551.46 9 Aug '24 37 551.00
552.00
P
C
0.088
0.125
149
32
5.76
8.57
14.33 550.00
552.50
P
C
0.090
0.124
150
32
5.52
8.35
13.87 0.46 -0.46 0.54 -0.85 -0.001
17 SPY 551.46 30 Sep '24 89 550.00
552.00
P
C
0.101
0.136
401
448
9.35
15.39
24.74 549.00
553.00
P
C
0.102
0.136
520
18
9.07
15.18
24.25 0.49 -0.49 0.51 -0.96 -0.001
18 SPY 551.46 2 Aug '24 30 551.00
552.00
P
C
0.089
0.122
147
245
5.25
7.51
12.76 550.00
552.50
P
C
0.091
0.121
1,080
99
4.97
7.28
12.25 0.51 -0.51 0.49 -1.04 -0.001
19 SPY 551.46 30 Sep '24 89 551.00
552.00
P
C
0.099
0.136
77
448
9.67
15.39
25.06 550.00
553.00
P
C
0.101
0.136
401
18
9.44
15.18
24.62 0.44 -0.44 0.56 -0.79 -0.001
20 SPY 551.46 16 Aug '24 44 551.00
552.00
P
C
0.090
0.129
557
833
6.42
9.78
16.20 549.00
553.00
P
C
0.093
0.127
759
1,153
5.80
9.19
14.99 1.21 -1.21 0.79 -1.53 -0.001
21 SPY 551.46 2 Aug '24 30 550.00
552.00
P
C
0.091
0.122
1,080
245
4.89
7.51
12.40 549.00
552.50
P
C
0.093
0.121
262
99
4.63
7.28
11.91 0.49 -0.49 0.51 -0.96 -0.001
22 SPY 551.46 30 Aug '24 58 551.00
552.00
P
C
0.092
0.136
15
67
7.45
12.04
19.49 549.00
553.00
P
C
0.096
0.135
202
14
6.90
11.44
18.34 1.15 -1.15 0.85 -1.35 -0.001
23 SPY 551.46 9 Aug '24 37 550.00
552.50
P
C
0.090
0.124
150
32
5.42
8.26
13.68 549.00
553.00
P
C
0.093
0.123
137
7
5.19
8.04
13.23 0.45 -0.45 0.55 -0.82 -0.001
24 SPY 551.46 23 Aug '24 51 551.00
552.00
P
C
0.092
0.132
4
3
6.97
10.85
17.82 550.00
552.50
P
C
0.093
0.132
57
2
6.74
10.71
17.45 0.37 -0.37 0.63 -0.59 -0.001
25 SPY 551.46 9 Aug '24 37 550.00
552.00
P
C
0.090
0.125
150
32
5.42
8.57
13.99 549.00
552.50
P
C
0.093
0.124
137
32
5.19
8.35
13.54 0.45 -0.45 0.55 -0.82 -0.001
26 SPY 551.46 23 Aug '24 51 550.00
552.00
P
C
0.093
0.132
57
3
6.62
10.85
17.47 549.00
552.50
P
C
0.095
0.132
75
2
6.43
10.71
17.14 0.33 -0.33 0.67 -0.49 -0.002
27 SPY 551.46 2 Aug '24 30 551.00
552.00
P
C
0.089
0.122
147
245
5.25
7.51
12.76 549.00
553.00
P
C
0.093
0.120
262
231
4.63
6.95
11.58 1.18 -1.18 0.82 -1.44 -0.002
28 SPY 551.46 23 Aug '24 51 551.00
552.00
P
C
0.092
0.132
4
3
6.97
10.85
17.82 549.00
553.00
P
C
0.095
0.131
75
5
6.43
10.39
16.82 1.00 -1.00 1.00 -1.00 -0.002
29 SPY 551.46 9 Aug '24 37 551.00
552.00
P
C
0.088
0.125
149
32
5.76
8.57
14.33 549.00
553.00
P
C
0.093
0.123
137
7
5.19
8.04
13.23 1.10 -1.10 0.90 -1.22 -0.002
30 SPY 551.46 23 Aug '24 51 551.00
552.50
P
C
0.092
0.132
4
2
6.97
10.61
17.58 549.00
553.00
P
C
0.095
0.131
75
5
6.43
10.39
16.82 0.76 -0.76 1.24 -0.61 -0.002
31 SPY 551.46 30 Sep '24 89 551.00
552.00
P
C
0.099
0.136
77
448
9.67
15.39
25.06 549.00
553.00
P
C
0.102
0.136
520
18
9.07
15.18
24.25 0.81 -0.81 1.19 -0.68 -0.002
32 SPY 551.46 2 Aug '24 30 551.00
552.50
P
C
0.089
0.121
147
99
5.25
7.20
12.45 549.00
553.00
P
C
0.093
0.120
262
231
4.63
6.95
11.58 0.87 -0.87 1.13 -0.77 -0.002
33 SPY 551.46 2 Aug '24 30 551.00
552.00
P
C
0.089
0.122
147
245
5.25
7.51
12.76 549.00
552.50
P
C
0.093
0.121
262
99
4.63
7.28
11.91 0.85 -0.85 1.15 -0.74 -0.003
34 SPY 551.46 23 Aug '24 51 551.00
552.00
P
C
0.092
0.132
4
3
6.97
10.85
17.82 549.00
552.50
P
C
0.095
0.132
75
2
6.43
10.71
17.14 0.68 -0.68 1.32 -0.52 -0.003
35 SPY 551.46 9 Aug '24 37 551.00
552.50
P
C
0.088
0.124
149
32
5.76
8.26
14.02 549.00
553.00
P
C
0.093
0.123
137
7
5.19
8.04
13.23 0.79 -0.79 1.21 -0.65 -0.003
36 SPY 551.46 9 Aug '24 37 551.00
552.00
P
C
0.088
0.125
149
32
5.76
8.57
14.33 549.00
552.50
P
C
0.093
0.124
137
32
5.19
8.35
13.54 0.79 -0.79 1.21 -0.65 -0.003
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