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Iron Condor Screener For VXX Report Date:

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Data is delayed from November 14, 2023. 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 19.57 19 Jan '24 66 19.00
21.00
P
C
0.650
0.747
472
84
1.48
1.74
3.22 17.00
22.00
P
C
0.564
0.724
174
221
0.92
1.84
2.76 0.46 -0.46 1.54 -0.30 0.109
2 VXX 19.57 15 Dec '23 31 19.00
21.00
P
C
0.621
0.690
210
287
0.92
0.87
1.79 17.00
22.00
P
C
0.497
0.727
149
86
0.28
1.04
1.32 0.47 -0.47 1.53 -0.31 0.087
3 VXX 19.57 15 Dec '23 31 19.00
20.00
P
C
0.621
0.632
210
206
0.92
1.09
2.01 17.00
21.00
P
C
0.497
0.690
149
287
0.28
1.27
1.55 0.46 -0.46 1.54 -0.30 0.066
4 VXX 19.57 19 Jan '24 66 18.00
21.00
P
C
0.607
0.747
210
84
1.04
1.74
2.78 17.00
22.00
P
C
0.564
0.724
174
221
0.92
1.84
2.76 0.02 -0.02 0.98 -0.02 0.066
5 VXX 19.57 19 Jan '24 66 19.00
21.00
P
C
0.650
0.747
472
84
1.48
1.74
3.22 18.00
22.00
P
C
0.607
0.724
210
221
1.38
1.84
3.22 (0.00)  0 1.00  0 0.066
6 VXX 19.57 15 Dec '23 31 19.00
21.00
P
C
0.621
0.690
210
287
0.92
0.87
1.79 18.00
22.00
P
C
0.549
0.727
276
86
0.62
1.04
1.66 0.13 -0.13 0.87 -0.15 0.035
7 VXX 19.57 19 Jan '24 66 19.00
20.00
P
C
0.650
0.671
472
104
1.48
1.80
3.28 17.00
22.00
P
C
0.564
0.724
174
221
0.92
1.84
2.76 0.52 -0.52 1.48 -0.35 0.033
8 VXX 19.57 15 Dec '23 31 19.00
20.00
P
C
0.621
0.632
210
206
0.92
1.09
2.01 17.00
22.00
P
C
0.497
0.727
149
86
0.28
1.04
1.32 0.69 -0.69 1.31 -0.53 0.029
9 VXX 19.57 15 Dec '23 31 18.00
21.00
P
C
0.549
0.690
276
287
0.39
0.87
1.26 17.00
22.00
P
C
0.497
0.727
149
86
0.28
1.04
1.32 (0.06) 0.06 1.06 0.06 0.015
10 VXX 19.57 15 Dec '23 31 19.00
20.00
P
C
0.621
0.632
210
206
0.92
1.09
2.01 18.00
21.00
P
C
0.549
0.690
276
287
0.62
1.27
1.89 0.12 -0.12 0.88 -0.14 0.014
11 VXX 19.57 19 Jan '24 66 19.00
20.00
P
C
0.650
0.671
472
104
1.48
1.80
3.28 17.00
21.00
P
C
0.564
0.747
174
84
0.92
2.10
3.02 0.26 -0.26 1.74 -0.15 0.010
12 VXX 19.57 15 Dec '23 31 18.00
20.00
P
C
0.549
0.632
276
206
0.39
1.09
1.48 17.00
21.00
P
C
0.497
0.690
149
287
0.28
1.27
1.55 (0.07) 0.07 1.07 0.07 -0.005
13 VXX 19.57 19 Jan '24 66 18.00
20.00
P
C
0.607
0.671
210
104
1.04
1.80
2.84 17.00
22.00
P
C
0.564
0.724
174
221
0.92
1.84
2.76 0.08 -0.08 1.92 -0.04 -0.010
14 VXX 19.57 19 Jan '24 66 19.00
20.00
P
C
0.650
0.671
472
104
1.48
1.80
3.28 18.00
22.00
P
C
0.607
0.724
210
221
1.38
1.84
3.22 0.06 -0.06 1.94 -0.03 -0.010
15 VXX 19.57 15 Dec '23 31 19.00
20.00
P
C
0.621
0.632
210
206
0.92
1.09
2.01 18.00
22.00
P
C
0.549
0.727
276
86
0.62
1.04
1.66 0.35 -0.35 1.65 -0.21 -0.023
16 VXX 19.57 19 Jan '24 66 18.00
20.00
P
C
0.607
0.671
210
104
1.04
1.80
2.84 17.00
21.00
P
C
0.564
0.747
174
84
0.92
2.10
3.02 (0.18) 0.18 1.18 0.15 -0.033
17 VXX 19.57 19 Jan '24 66 19.00
20.00
P
C
0.650
0.671
472
104
1.48
1.80
3.28 18.00
21.00
P
C
0.607
0.747
210
84
1.38
2.10
3.48 (0.20) 0.20 1.20 0.17 -0.033
18 VXX 19.57 15 Dec '23 31 18.00
20.00
P
C
0.549
0.632
276
206
0.39
1.09
1.48 17.00
22.00
P
C
0.497
0.727
149
86
0.28
1.04
1.32 0.16 -0.16 1.84 -0.09 -0.042
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