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Iron Condor Screener For VXX Report Date:

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Data is delayed from February 4, 2021. 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 16.50 5 Mar '21 29 16.50
17.00
P
C
0.875
0.891
342
578
1.61
1.41
3.02 15.00
17.50
P
C
0.720
0.937
2,103
52
0.68
1.34
2.02 1.00 -1.00 0.50 -2.00 0.109
2 VXX 16.50 5 Mar '21 29 16.50
17.50
P
C
0.875
0.937
342
52
1.61
1.30
2.91 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.98 -0.98 0.52 -1.88 0.108
3 VXX 16.50 12 Mar '21 36 16.50
17.50
P
C
0.913
0.957
515
13
1.86
1.55
3.41 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 1.02 -1.02 0.48 -2.12 0.107
4 VXX 16.50 12 Mar '21 36 16.50
17.00
P
C
0.913
0.918
515
2,075
1.86
1.66
3.52 15.00
17.50
P
C
0.769
0.957
70
13
0.90
1.59
2.49 1.03 -1.03 0.47 -2.19 0.104
5 VXX 16.50 26 Mar '21 50 16.50
17.00
P
C
0.945
0.958
124
27
2.25
2.10
4.35 15.00
17.50
P
C
0.840
0.979
145
3
1.32
2.01
3.33 1.02 -1.02 0.48 -2.12 0.084
6 VXX 16.50 26 Mar '21 50 16.50
17.50
P
C
0.945
0.979
124
3
2.25
1.94
4.19 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.96 -0.96 0.54 -1.78 0.074
7 VXX 16.50 12 Mar '21 36 16.50
17.00
P
C
0.913
0.918
515
2,075
1.86
1.66
3.52 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 1.13 -1.13 0.37 -3.05 0.068
8 VXX 16.50 5 Mar '21 29 16.50
17.00
P
C
0.875
0.891
342
578
1.61
1.41
3.02 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 1.09 -1.09 0.41 -2.66 0.062
9 VXX 16.50 12 Mar '21 36 16.00
17.50
P
C
0.867
0.957
56
13
1.50
1.55
3.05 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 0.66 -0.66 0.34 -1.94 0.061
10 VXX 16.50 5 Mar '21 29 16.00
17.00
P
C
0.827
0.891
216
578
1.25
1.41
2.66 15.00
17.50
P
C
0.720
0.937
2,103
52
0.68
1.34
2.02 0.64 -0.64 0.36 -1.78 0.060
11 VXX 16.50 5 Mar '21 29 16.00
17.50
P
C
0.827
0.937
216
52
1.25
1.30
2.55 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.62 -0.62 0.38 -1.63 0.060
12 VXX 16.50 5 Mar '21 29 16.00
16.50
P
C
0.827
0.843
216
107
1.25
1.54
2.79 15.00
17.00
P
C
0.720
0.891
2,103
578
0.68
1.46
2.14 0.65 -0.65 0.35 -1.86 0.059
13 VXX 16.50 12 Mar '21 36 16.00
17.00
P
C
0.867
0.918
56
2,075
1.50
1.66
3.16 15.00
17.50
P
C
0.769
0.957
70
13
0.90
1.59
2.49 0.67 -0.67 0.33 -2.03 0.058
14 VXX 16.50 5 Mar '21 29 16.50
17.00
P
C
0.875
0.891
342
578
1.61
1.41
3.02 15.50
17.50
P
C
0.773
0.937
575
52
0.96
1.34
2.30 0.72 -0.72 0.28 -2.57 0.056
15 VXX 16.50 12 Mar '21 36 16.00
16.50
P
C
0.867
0.876
56
156
1.50
1.79
3.29 15.00
17.00
P
C
0.769
0.918
70
2,075
0.90
1.70
2.60 0.69 -0.69 0.31 -2.23 0.055
16 VXX 16.50 12 Mar '21 36 16.50
17.50
P
C
0.913
0.957
515
13
1.86
1.55
3.41 15.50
18.00
P
C
0.822
0.993
599
1,027
1.21
1.49
2.70 0.71 -0.71 0.29 -2.45 0.055
17 VXX 16.50 5 Mar '21 29 16.50
17.50
P
C
0.875
0.937
342
52
1.61
1.30
2.91 15.50
18.00
P
C
0.773
0.984
575
237
0.96
1.25
2.21 0.70 -0.70 0.30 -2.33 0.055
18 VXX 16.50 26 Mar '21 50 16.50
17.00
P
C
0.945
0.958
124
27
2.25
2.10
4.35 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 1.12 -1.12 0.38 -2.95 0.053
19 VXX 16.50 26 Mar '21 50 16.00
17.00
P
C
0.913
0.958
20
27
1.90
2.10
4.00 15.00
17.50
P
C
0.840
0.979
145
3
1.32
2.01
3.33 0.67 -0.67 0.33 -2.03 0.053
20 VXX 16.50 12 Mar '21 36 16.50
17.00
P
C
0.913
0.918
515
2,075
1.86
1.66
3.52 15.50
17.50
P
C
0.822
0.957
599
13
1.21
1.59
2.80 0.72 -0.72 0.28 -2.57 0.052
21 VXX 16.50 26 Mar '21 50 16.50
17.00
P
C
0.945
0.958
124
27
2.25
2.10
4.35 15.50
17.50
P
C
0.875
0.979
8
3
1.63
2.01
3.64 0.71 -0.71 0.29 -2.45 0.049
22 VXX 16.50 26 Mar '21 50 16.00
17.50
P
C
0.913
0.979
20
3
1.90
1.94
3.84 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.61 -0.61 0.39 -1.56 0.043
23 VXX 16.50 26 Mar '21 50 16.50
17.50
P
C
0.945
0.979
124
3
2.25
1.94
4.19 15.50
18.00
P
C
0.875
1.010
8
79
1.63
1.91
3.54 0.65 -0.65 0.35 -1.86 0.039
24 VXX 16.50 26 Mar '21 50 16.00
16.50
P
C
0.913
0.920
20
126
1.90
2.21
4.11 15.00
17.00
P
C
0.840
0.958
145
27
1.32
2.13
3.45 0.66 -0.66 0.34 -1.94 0.035
25 VXX 16.50 12 Mar '21 36 16.00
17.00
P
C
0.867
0.918
56
2,075
1.50
1.66
3.16 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 0.77 -0.77 0.23 -3.35 0.022
26 VXX 16.50 26 Mar '21 50 16.00
17.00
P
C
0.913
0.958
20
27
1.90
2.10
4.00 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.77 -0.77 0.23 -3.35 0.022
27 VXX 16.50 26 Mar '21 50 16.50
17.00
P
C
0.945
0.958
124
27
2.25
2.10
4.35 15.50
18.00
P
C
0.875
1.010
8
79
1.63
1.91
3.54 0.81 -0.81 0.19 -4.26 0.018
28 VXX 16.50 26 Mar '21 50 16.00
17.00
P
C
0.913
0.958
20
27
1.90
2.10
4.00 15.50
17.50
P
C
0.875
0.979
8
3
1.63
2.01
3.64 0.36 -0.36 0.14 -2.57 0.018
29 VXX 16.50 19 Mar '21 43 16.00
17.00
P
C
0.889
0.946
6,722
8,016
1.72
1.91
3.63 15.00
18.00
P
C
0.807
1.011
8,678
3,125
1.09
1.71
2.80 0.83 -0.83 0.17 -4.88 0.017
30 VXX 16.50 12 Mar '21 36 15.50
17.50
P
C
0.822
0.957
599
13
1.17
1.55
2.72 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 0.33 -0.33 0.17 -1.94 0.016
31 VXX 16.50 12 Mar '21 36 16.00
16.50
P
C
0.867
0.876
56
156
1.50
1.79
3.29 15.00
17.50
P
C
0.769
0.957
70
13
0.90
1.59
2.49 0.80 -0.80 0.20 -4.00 0.016
32 VXX 16.50 12 Mar '21 36 16.50
17.00
P
C
0.913
0.918
515
2,075
1.86
1.66
3.52 15.50
18.00
P
C
0.822
0.993
599
1,027
1.21
1.49
2.70 0.82 -0.82 0.18 -4.56 0.016
33 VXX 16.50 26 Mar '21 50 16.00
16.50
P
C
0.913
0.920
20
126
1.90
2.21
4.11 15.00
17.50
P
C
0.840
0.979
145
3
1.32
2.01
3.33 0.78 -0.78 0.22 -3.55 0.015
34 VXX 16.50 26 Mar '21 50 15.50
17.00
P
C
0.875
0.958
8
27
1.56
2.10
3.66 15.00
17.50
P
C
0.840
0.979
145
3
1.32
2.01
3.33 0.33 -0.33 0.17 -1.94 0.014
35 VXX 16.50 5 Mar '21 29 16.00
17.00
P
C
0.827
0.891
216
578
1.25
1.41
2.66 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.73 -0.73 0.27 -2.70 0.013
36 VXX 16.50 12 Mar '21 36 15.50
17.00
P
C
0.822
0.918
599
2,075
1.17
1.66
2.83 15.00
17.50
P
C
0.769
0.957
70
13
0.90
1.59
2.49 0.34 -0.34 0.16 -2.12 0.013
37 VXX 16.50 5 Mar '21 29 16.00
16.50
P
C
0.827
0.843
216
107
1.25
1.54
2.79 15.00
17.50
P
C
0.720
0.937
2,103
52
0.68
1.34
2.02 0.77 -0.77 0.23 -3.35 0.012
38 VXX 16.50 16 Apr '21 71 16.00
17.00
P
C
0.940
0.965
426
598
2.41
2.57
4.98 15.00
18.00
P
C
0.882
1.011
152
292
1.77
2.36
4.13 0.85 -0.85 0.15 -5.67 0.012
39 VXX 16.50 18 Jun '21 134 16.00
17.00
P
C
0.974
0.986
43
194
3.50
3.65
7.15 15.00
18.00
P
C
0.942
1.007
147
393
2.86
3.45
6.31 0.84 -0.84 0.16 -5.25 0.012
40 VXX 16.50 26 Mar '21 50 16.50
17.00
P
C
0.945
0.958
124
27
2.25
2.10
4.35 16.00
17.50
P
C
0.913
0.979
20
3
1.98
2.01
3.99 0.36 -0.36 0.14 -2.57 0.011
41 VXX 16.50 12 Mar '21 36 15.50
16.50
P
C
0.822
0.876
599
156
1.17
1.79
2.96 15.00
17.00
P
C
0.769
0.918
70
2,075
0.90
1.70
2.60 0.36 -0.36 0.14 -2.57 0.010
42 VXX 16.50 12 Mar '21 36 16.50
17.50
P
C
0.913
0.957
515
13
1.86
1.55
3.41 16.00
18.00
P
C
0.867
0.993
56
1,027
1.54
1.49
3.03 0.38 -0.38 0.12 -3.17 0.010
43 VXX 16.50 12 Mar '21 36 16.00
17.50
P
C
0.867
0.957
56
13
1.50
1.55
3.05 15.50
18.00
P
C
0.822
0.993
599
1,027
1.21
1.49
2.70 0.35 -0.35 0.15 -2.33 0.009
44 VXX 16.50 5 Mar '21 29 16.50
17.00
P
C
0.875
0.891
342
578
1.61
1.41
3.02 15.50
18.00
P
C
0.773
0.984
575
237
0.96
1.25
2.21 0.81 -0.81 0.19 -4.26 0.009
45 VXX 16.50 26 Mar '21 50 16.00
17.50
P
C
0.913
0.979
20
3
1.90
1.94
3.84 15.50
18.00
P
C
0.875
1.010
8
79
1.63
1.91
3.54 0.30 -0.30 0.20 -1.50 0.008
46 VXX 16.50 5 Mar '21 29 15.50
17.00
P
C
0.773
0.891
575
578
0.93
1.41
2.34 15.00
17.50
P
C
0.720
0.937
2,103
52
0.68
1.34
2.02 0.32 -0.32 0.18 -1.78 0.007
47 VXX 16.50 5 Mar '21 29 16.00
17.00
P
C
0.827
0.891
216
578
1.25
1.41
2.66 15.50
17.50
P
C
0.773
0.937
575
52
0.96
1.34
2.30 0.36 -0.36 0.14 -2.57 0.007
48 VXX 16.50 12 Mar '21 36 16.50
17.00
P
C
0.913
0.918
515
2,075
1.86
1.66
3.52 16.00
17.50
P
C
0.867
0.957
56
13
1.54
1.59
3.13 0.39 -0.39 0.11 -3.55 0.007
49 VXX 16.50 5 Mar '21 29 15.50
17.50
P
C
0.773
0.937
575
52
0.93
1.30
2.23 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.30 -0.30 0.20 -1.50 0.006
50 VXX 16.50 5 Mar '21 29 16.00
17.50
P
C
0.827
0.937
216
52
1.25
1.30
2.55 15.50
18.00
P
C
0.773
0.984
575
237
0.96
1.25
2.21 0.34 -0.34 0.16 -2.12 0.006
51 VXX 16.50 12 Mar '21 36 16.00
17.00
P
C
0.867
0.918
56
2,075
1.50
1.66
3.16 15.50
17.50
P
C
0.822
0.957
599
13
1.21
1.59
2.80 0.36 -0.36 0.14 -2.57 0.006
52 VXX 16.50 5 Mar '21 29 15.50
16.50
P
C
0.773
0.843
575
107
0.93
1.54
2.47 15.00
17.00
P
C
0.720
0.891
2,103
578
0.68
1.46
2.14 0.33 -0.33 0.17 -1.94 0.006
53 VXX 16.50 5 Mar '21 29 16.00
16.50
P
C
0.827
0.843
216
107
1.25
1.54
2.79 15.50
17.00
P
C
0.773
0.891
575
578
0.96
1.46
2.42 0.37 -0.37 0.13 -2.85 0.005
54 VXX 16.50 26 Mar '21 50 15.50
17.50
P
C
0.875
0.979
8
3
1.56
1.94
3.50 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.27 -0.27 0.23 -1.17 0.004
55 VXX 16.50 12 Mar '21 36 16.00
16.50
P
C
0.867
0.876
56
156
1.50
1.79
3.29 15.50
17.00
P
C
0.822
0.918
599
2,075
1.21
1.70
2.91 0.38 -0.38 0.12 -3.17 0.003
56 VXX 16.50 5 Mar '21 29 16.50
17.00
P
C
0.875
0.891
342
578
1.61
1.41
3.02 16.00
17.50
P
C
0.827
0.937
216
52
1.29
1.34
2.63 0.39 -0.39 0.11 -3.55 0.002
57 VXX 16.50 5 Mar '21 29 16.50
17.50
P
C
0.875
0.937
342
52
1.61
1.30
2.91 16.00
18.00
P
C
0.827
0.984
216
237
1.29
1.25
2.54 0.37 -0.37 0.13 -2.85 0.002
58 VXX 16.50 26 Mar '21 50 16.00
16.50
P
C
0.913
0.920
20
126
1.90
2.21
4.11 15.50
17.00
P
C
0.875
0.958
8
27
1.63
2.13
3.76 0.35 -0.35 0.15 -2.33 0.001
59 VXX 16.50 26 Mar '21 50 16.50
17.50
P
C
0.945
0.979
124
3
2.25
1.94
4.19 16.00
18.00
P
C
0.913
1.010
20
79
1.98
1.91
3.89 0.30 -0.30 0.20 -1.50 0.000
60 VXX 16.50 26 Mar '21 50 15.50
16.50
P
C
0.875
0.920
8
126
1.56
2.21
3.77 15.00
17.00
P
C
0.840
0.958
145
27
1.32
2.13
3.45 0.32 -0.32 0.18 -1.78 -0.003
61 VXX 16.50 26 Mar '21 50 16.00
17.00
P
C
0.913
0.958
20
27
1.90
2.10
4.00 15.50
18.00
P
C
0.875
1.010
8
79
1.63
1.91
3.54 0.46 -0.46 0.54 -0.85 -0.013
62 VXX 16.50 26 Mar '21 50 16.00
16.50
P
C
0.913
0.920
20
126
1.90
2.21
4.11 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.88 -0.88 0.62 -1.42 -0.016
63 VXX 16.50 26 Mar '21 50 15.50
17.00
P
C
0.875
0.958
8
27
1.56
2.10
3.66 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.43 -0.43 0.57 -0.75 -0.017
64 VXX 16.50 26 Mar '21 50 16.00
16.50
P
C
0.913
0.920
20
126
1.90
2.21
4.11 15.50
17.50
P
C
0.875
0.979
8
3
1.63
2.01
3.64 0.47 -0.47 0.53 -0.89 -0.020
65 VXX 16.50 12 Mar '21 36 16.00
16.50
P
C
0.867
0.876
56
156
1.50
1.79
3.29 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 0.90 -0.90 0.60 -1.50 -0.020
66 VXX 16.50 26 Mar '21 50 16.50
17.00
P
C
0.945
0.958
124
27
2.25
2.10
4.35 16.00
18.00
P
C
0.913
1.010
20
79
1.98
1.91
3.89 0.46 -0.46 0.54 -0.85 -0.020
67 VXX 16.50 12 Mar '21 36 15.50
17.00
P
C
0.822
0.918
599
2,075
1.17
1.66
2.83 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 0.44 -0.44 0.56 -0.79 -0.023
68 VXX 16.50 26 Mar '21 50 15.50
16.50
P
C
0.875
0.920
8
126
1.56
2.21
3.77 15.00
17.50
P
C
0.840
0.979
145
3
1.32
2.01
3.33 0.44 -0.44 0.56 -0.79 -0.024
69 VXX 16.50 12 Mar '21 36 15.50
16.50
P
C
0.822
0.876
599
156
1.17
1.79
2.96 15.00
17.50
P
C
0.769
0.957
70
13
0.90
1.59
2.49 0.47 -0.47 0.53 -0.89 -0.029
70 VXX 16.50 12 Mar '21 36 16.50
17.00
P
C
0.913
0.918
515
2,075
1.86
1.66
3.52 16.00
18.00
P
C
0.867
0.993
56
1,027
1.54
1.49
3.03 0.49 -0.49 0.51 -0.96 -0.029
71 VXX 16.50 12 Mar '21 36 16.00
17.00
P
C
0.867
0.918
56
2,075
1.50
1.66
3.16 15.50
18.00
P
C
0.822
0.993
599
1,027
1.21
1.49
2.70 0.46 -0.46 0.54 -0.85 -0.030
72 VXX 16.50 5 Mar '21 29 16.00
16.50
P
C
0.827
0.843
216
107
1.25
1.54
2.79 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.86 -0.86 0.64 -1.34 -0.035
73 VXX 16.50 12 Mar '21 36 16.00
16.50
P
C
0.867
0.876
56
156
1.50
1.79
3.29 15.50
17.50
P
C
0.822
0.957
599
13
1.21
1.59
2.80 0.49 -0.49 0.51 -0.96 -0.036
74 VXX 16.50 5 Mar '21 29 15.50
17.00
P
C
0.773
0.891
575
578
0.93
1.41
2.34 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.41 -0.41 0.59 -0.69 -0.040
75 VXX 16.50 5 Mar '21 29 16.00
17.00
P
C
0.827
0.891
216
578
1.25
1.41
2.66 15.50
18.00
P
C
0.773
0.984
575
237
0.96
1.25
2.21 0.45 -0.45 0.55 -0.82 -0.040
76 VXX 16.50 5 Mar '21 29 15.50
16.50
P
C
0.773
0.843
575
107
0.93
1.54
2.47 15.00
17.50
P
C
0.720
0.937
2,103
52
0.68
1.34
2.02 0.45 -0.45 0.55 -0.82 -0.041
77 VXX 16.50 5 Mar '21 29 16.00
16.50
P
C
0.827
0.843
216
107
1.25
1.54
2.79 15.50
17.50
P
C
0.773
0.937
575
52
0.96
1.34
2.30 0.49 -0.49 0.51 -0.96 -0.041
78 VXX 16.50 5 Mar '21 29 16.50
17.00
P
C
0.875
0.891
342
578
1.61
1.41
3.02 16.00
18.00
P
C
0.827
0.984
216
237
1.29
1.25
2.54 0.48 -0.48 0.52 -0.92 -0.045
79 VXX 16.50 26 Mar '21 50 16.00
16.50
P
C
0.913
0.920
20
126
1.90
2.21
4.11 15.50
18.00
P
C
0.875
1.010
8
79
1.63
1.91
3.54 0.57 -0.57 0.93 -0.61 -0.051
80 VXX 16.50 26 Mar '21 50 15.50
16.50
P
C
0.875
0.920
8
126
1.56
2.21
3.77 15.00
18.00
P
C
0.840
1.010
145
79
1.32
1.91
3.23 0.54 -0.54 0.96 -0.56 -0.055
81 VXX 16.50 12 Mar '21 36 15.50
16.50
P
C
0.822
0.876
599
156
1.17
1.79
2.96 15.00
18.00
P
C
0.769
0.993
70
1,027
0.90
1.49
2.39 0.57 -0.57 0.93 -0.61 -0.065
82 VXX 16.50 12 Mar '21 36 16.00
16.50
P
C
0.867
0.876
56
156
1.50
1.79
3.29 15.50
18.00
P
C
0.822
0.993
599
1,027
1.21
1.49
2.70 0.59 -0.59 0.91 -0.65 -0.072
83 VXX 16.50 5 Mar '21 29 15.50
16.50
P
C
0.773
0.843
575
107
0.93
1.54
2.47 15.00
18.00
P
C
0.720
0.984
2,103
237
0.68
1.25
1.93 0.54 -0.54 0.96 -0.56 -0.088
84 VXX 16.50 5 Mar '21 29 16.00
16.50
P
C
0.827
0.843
216
107
1.25
1.54
2.79 15.50
18.00
P
C
0.773
0.984
575
237
0.96
1.25
2.21 0.58 -0.58 0.92 -0.63 -0.088
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