/> Iron Condor Screener - Frenzy Capital

Iron Condor Screener

Find symbols with low breach rates and attractive premiums for selling iron condors.

Screener results are algorithmic and for informational purposes only. Scores do not constitute trading recommendations. Past performance is not indicative of future results. See Terms §17.

Results Found

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Symbols matching your criteria

Avg Breach Rate

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Average across all results

Avg Straddle

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Average premium across results

Screening Results

Symbol Score ↕ Breach Rate Avg Straddle Straddle % Current Price IV Rank IV Premium Beta P/C Vol P/C OI Earn Days Earn Breach Observations Last Update Actions
MNDY 22.762 35.5% (206/580) $24.65 19.9% $95.49 82% 1.44x 0.57 0.51 1.78 8 46% 580 2026-10-30
MDGL 20.253 33.6% (189/563) $47.61 13.8% $430.36 100% 1.53x 0.32 2.68 1.97 2 14% 563 2026-10-30
NICE 17.42 27.7% (161/581) $13.87 13.8% $113.76 96% 1.19x 0.26 0.01 0.17 3 18% 581 2026-10-30
CNR 15.997 30.9% (116/376) $11.38 9.1% $86.93 53% 1.05x 0.02 1.11 0.87 4 8% 376 2026-10-30
DD 15.648 35.4% (205/579) $14.10 7.5% $140.18 66% 1.17x 1.03 4.22 0.24 2 52% 579 2026-10-30
GLOB 14.334 38.6% (224/580) $11.97 18.3% $46.70 76% 1.41x 0.63 0.82 1.08 11 20% 580 2026-10-30
MTN 13.633 24.1% (136/564) $12.77 7.8% $151.99 46% 1.08x 0.45 0.19 1.06 38 22% 564 2026-10-30
PRAX 12.895 32.2% (187/581) $28.44 19.1% $285.83 100% 1.37x 1.26 0.63 0.31 8 15% 581 2026-10-30
FDXF 12.78 38.4% (28/73) $14.61 9.7% $126.04 47% 0.98x -0.29 0.78 1.54 — 0% 73 2026-10-30
ALNY 12.552 37.2% (216/581) $30.06 10.8% $164.95 63% 1.00x 0.49 0.47 1.08 — 29% 581 2026-10-30
UTHR 12.418 32.0% (186/581) $34.42 7.6% $598.72 63% 1.09x 0.21 0.03 0.69 3 26% 581 2026-10-30
XOM 12.197 34.6% (195/563) $10.37 6.5% $187.23 38% 1.10x -0.71 0.16 0.24 — 0% 563 2026-10-30
UNF 12.193 32.9% (191/581) $16.95 8.4% $254.84 94% 1.34x 0.20 5.39 3.20 — 29% 581 2026-10-30
TTWO 12.009 32.1% (186/580) $16.85 13.4% $190.14 100% 1.79x 0.64 0.98 0.68 8 41% 580 2026-10-30
INBX 11.999 21.8% (126/579) $12.70 17.8% $71.78 25% 1.14x 2.01 0.67 0.31 12 0% 579 2026-10-30
FANG 11.149 35.9% (208/580) $12.97 7.5% $212.13 57% 1.13x -0.55 0.31 0.50 1 0% 580 2026-10-30
PAYC 11.067 39.2% (228/581) $17.35 11.9% $264.20 71% 1.17x 0.03 5.60 0.78 3 26% 581 2026-10-30
PCTY 10.914 36.8% (214/581) $13.95 10.1% $170.69 46% 1.18x -0.17 0.35 0.12 4 22% 581 2026-10-30
APPF 10.298 37.9% (220/581) $20.79 9.7% $213.25 11% 1.07x 0.38 0.11 0.17 — 33% 581 2026-10-30
MANE 10.136 20.8% (11/53) $23.90 13.5% $139.25 14% 0.72x 1.00 0.36 0.21 9 — 53 2026-10-30
NBIX 9.938 37.8% (219/580) $11.32 10.2% $146.19 100% 1.42x 0.59 0.56 0.72 1 30% 580 2026-10-30
INTU 9.861 37.8% (219/580) $44.13 13.2% $341.10 56% 1.16x 0.17 1.45 1.80 18 30% 580 2026-10-30
CVSA 9.799 26.9% (42/156) $11.75 7.7% $124.05 15% 0.86x -0.15 13.36 0.91 — 50% 156 2026-10-30
COKE 9.646 39.2% (124/316) $12.65 9.9% $210.29 77% 1.27x -0.10 6.08 7.80 3 20% 316 2026-10-30
EQIX 9.532 31.7% (184/580) $55.70 6.8% $1014.16 42% 1.33x 0.59 0.26 1.99 — 25% 580 2026-10-30
CHTR 9.362 38.1% (215/564) $27.09 17.2% $111.42 76% 1.45x 0.11 0.16 0.73 5 52% 564 2026-10-30
ALL 9.303 36.7% (213/581) $11.61 6.9% $259.66 100% 1.29x -0.46 8.54 2.47 3 30% 581 2026-10-30
ORLY 9.217 32.9% (191/580) $31.83 5.3% $88.12 26% 1.05x 0.07 0.67 0.44 — 8% 580 2026-10-30
PEN 9.142 28.7% (167/581) $20.59 3.0% $318.95 24% 1.01x 0.06 3.48 9.71 — 17% 581 2026-10-30
AN 8.957 36.1% (210/581) $14.42 7.4% $179.64 43% 1.15x 0.41 1.01 1.76 — 9% 581 2026-10-30
SPOT 8.908 33.9% (191/563) $53.34 8.6% $594.30 18% 0.83x 0.16 3.30 3.32 — 43% 563 2026-10-30
DE 8.894 31.2% (181/580) $33.42 9.1% $675.48 93% 1.22x 0.42 0.70 0.88 24 61% 580 2026-10-30
GPI 8.837 39.3% (221/562) $30.46 8.9% $260.15 39% 1.11x 0.32 0.60 0.91 — 12% 562 2026-10-30
BDX 8.783 37.1% (215/580) $15.23 6.9% $197.84 58% 1.06x 0.31 0.72 0.28 4 39% 580 2026-10-30
FIVE 8.772 37.8% (219/580) $16.41 8.1% $241.01 53% 1.18x 0.78 2.76 1.48 31 26% 580 2026-10-30
ABVX 8.682 22.7% (60/264) $23.61 14.6% $86.61 8% 0.76x 1.11 0.11 0.44 50 0% 264 2026-10-30
HONA 8.566 24.5% (13/53) $28.12 9.2% $154.50 62% 1.10x 1.62 1.55 0.88 — 50% 53 2026-10-30
DVA 8.516 36.7% (213/580) $12.49 8.0% $187.31 34% 0.83x -0.08 0.35 0.27 — 38% 580 2026-10-30
VEEV 8.418 39.2% (228/581) $18.52 9.3% $313.00 70% 1.14x 0.55 0.35 0.84 18 36% 581 2026-10-30
DKS 8.336 28.1% (163/579) $19.83 12.5% $143.62 90% 1.16x 0.77 2.60 1.25 23 39% 579 2026-10-30
RMD 8.266 33.2% (193/581) $17.30 6.4% $229.94 24% 1.05x 0.47 0.49 1.36 — 21% 581 2026-10-30
GKOS 8.187 33.3% (193/580) $14.21 9.6% $237.43 19% 0.82x 0.80 13.48 5.49 — 22% 580 2026-10-30
EFX 8.167 36.5% (212/580) $17.47 8.6% $184.60 46% 1.03x 0.48 1.75 1.46 — 12% 580 2026-10-30
ONC 7.976 35.5% (134/377) $30.81 8.5% $370.21 77% 1.21x 0.79 2.07 0.88 4 0% 377 2026-10-30
MSCI 7.898 26.4% (149/564) $34.07 5.2% $623.38 12% 0.89x 0.30 0.50 1.07 — 33% 564 2026-10-30
AMT 7.838 35.8% (208/581) $11.41 5.9% $187.78 55% 1.04x -0.07 0.52 0.53 — 8% 581 2026-10-30
NTES 7.836 29.1% (164/564) $10.09 9.1% $113.64 79% 1.25x 0.43 1.15 0.59 18 10% 564 2026-10-30
SYK 7.819 34.2% (199/581) $19.73 6.5% $291.64 42% 1.06x 0.16 0.50 0.36 — 8% 581 2026-10-30
FDS 7.812 36.7% (213/580) $25.33 8.9% $329.57 32% 0.98x -0.06 1.76 1.18 46 22% 580 2026-10-30
BR 7.801 38.2% (222/581) $11.76 8.4% $178.82 82% 1.35x 0.03 7.33 1.05 2 35% 581 2026-10-30

Iron Condor Strategy Guide

What is an Iron Condor?

An iron condor is a neutral options strategy that profits when the underlying stays within a defined range. You sell an out-of-the-money put spread and an out-of-the-money call spread simultaneously, collecting premium from both sides. The strategy is most profitable when the stock price stays between your short strikes through expiration.

How to Use This Screener

  • Score: Composite ranking: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Rewards low breach history, rich premium, options priced above realized vol, and low-beta behavior. Higher is better.
  • Breach Rate: Historical percentage of times price moved outside the expected straddle range. Lower is better — target under 30%.
  • Avg Straddle / Straddle %: Average ATM straddle price in dollars and as a percent of stock price. The % column normalizes across high- and low-priced stocks.
  • IV Rank: Where current IV sits vs the past 90 days (0–100%). Use Min IV Rank ≥ 50 to screen for elevated-IV setups where selling premium is most attractive.
  • IV Premium: Implied vol ÷ realized vol. Values above 1.0 mean the market is pricing in more movement than has historically occurred — options are "rich." This is the sweet spot for iron condors. Values below 1.0 mean options are "cheap" and premium collection is thin.
  • Beta: Sensitivity to SPY. Lower-beta stocks tend to range-trade more predictably. Iron condors on high-beta names (>1.5) face more breach risk even if historical rates look good.
  • P/C Vol / P/C OI: Put-to-call ratios by volume and open interest. Elevated put ratios (>1.5) indicate institutional hedging demand, which elevates put-wing IV — useful context for skewing your condor.
  • Observations: Number of historical data points. More observations = more reliable breach rate estimate.

Strategy Tips

  • Look for symbols with breach rates under 30% - these stay within expected ranges most of the time
  • Higher straddle prices mean more premium to collect, but also indicate higher volatility
  • Click "Expected Move" to see detailed breach history before entering a trade
  • Consider current market conditions and upcoming catalysts (earnings, Fed meetings, etc.)