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Iron Condor Screener For VXX Report Date:

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Data is delayed from November 4, 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 VXX 22.37 4 Dec '20 30 22.00
22.50
P
C
1.013
1.054
246
103
2.32
2.53
4.85 21.00
23.00
P
C
0.968
1.050
15
386
1.82
2.51
4.33 0.52 -0.52 0.48 -1.08 0.049
2 VXX 22.37 4 Dec '20 30 22.00
22.50
P
C
1.013
1.054
246
103
2.32
2.53
4.85 21.50
23.00
P
C
0.984
1.050
122
386
2.12
2.51
4.63 0.22 -0.22 0.28 -0.79 0.033
3 VXX 22.37 11 Dec '20 37 22.00
22.50
P
C
1.002
1.031
12
1
2.58
2.79
5.37 21.00
23.00
P
C
0.960
1.048
5
21
2.06
2.77
4.83 0.54 -0.54 0.46 -1.17 0.025
4 VXX 22.37 11 Dec '20 37 22.00
23.00
P
C
1.002
1.048
12
21
2.58
2.64
5.22 21.00
23.50
P
C
0.960
1.067
5
1
2.06
2.63
4.69 0.53 -0.53 0.47 -1.13 0.023
5 VXX 22.37 4 Dec '20 30 21.50
22.50
P
C
0.984
1.054
122
103
2.01
2.53
4.54 21.00
23.00
P
C
0.968
1.050
15
386
1.82
2.51
4.33 0.21 -0.21 0.29 -0.72 0.020
6 VXX 22.37 4 Dec '20 30 22.00
22.50
P
C
1.013
1.054
246
103
2.32
2.53
4.85 21.00
23.50
P
C
0.968
1.085
15
44
1.82
2.36
4.18 0.67 -0.67 0.33 -2.03 0.014
7 VXX 22.37 4 Dec '20 30 22.00
23.00
P
C
1.013
1.050
246
386
2.32
2.40
4.72 21.00
23.50
P
C
0.968
1.085
15
44
1.82
2.36
4.18 0.54 -0.54 0.46 -1.17 0.009
8 VXX 22.37 11 Dec '20 37 22.00
22.50
P
C
1.002
1.031
12
1
2.58
2.79
5.37 21.00
23.50
P
C
0.960
1.067
5
1
2.06
2.63
4.69 0.68 -0.68 0.32 -2.12 0.006
9 VXX 22.37 4 Dec '20 30 22.00
22.50
P
C
1.013
1.054
246
103
2.32
2.53
4.85 21.50
23.50
P
C
0.984
1.085
122
44
2.12
2.36
4.48 0.37 -0.37 0.63 -0.59 -0.002
10 VXX 22.37 4 Dec '20 30 22.00
23.00
P
C
1.013
1.050
246
386
2.32
2.40
4.72 21.50
23.50
P
C
0.984
1.085
122
44
2.12
2.36
4.48 0.24 -0.24 0.26 -0.92 -0.007
11 VXX 22.37 4 Dec '20 30 21.50
22.50
P
C
0.984
1.054
122
103
2.01
2.53
4.54 21.00
23.50
P
C
0.968
1.085
15
44
1.82
2.36
4.18 0.36 -0.36 0.64 -0.56 -0.015
12 VXX 22.37 4 Dec '20 30 21.50
23.00
P
C
0.984
1.050
122
386
2.01
2.40
4.41 21.00
23.50
P
C
0.968
1.085
15
44
1.82
2.36
4.18 0.23 -0.23 0.27 -0.85 -0.019
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