/> 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.

Filter Criteria
Results Found

Symbols matching your criteria

Avg Breach Rate

Average across all results

Avg Straddle

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
ASND 31.971 17.1% (84/490) $18.94 12.7% $263.28 28% 1.56x 0.27 0.72 0.23 19 18% 490 2026-07-16
DD 24.577 36.3% (184/507) $14.72 9.6% $133.31 19% 3.56x 1.23 0.22 0.19 17 38% 507 2026-07-16
NICE 20.337 28.9% (147/509) $14.26 13.9% $101.16 34% 1.43x 0.29 0.50 1.46 26 18% 509 2026-07-16
INSM 20.233 39.6% (201/508) $13.00 17.1% $105.92 39% 1.62x 0.60 7.15 0.67 19 29% 508 2026-07-16
CNR 19.754 31.9% (97/304) $12.05 11.7% $84.47 9% 1.23x 0.06 0.50 2.02 17 20% 304 2026-07-16
XOM 19.444 32.6% (160/491) $10.36 6.5% $145.78 12% 1.65x -0.42 1.03 1.15 13 12% 491 2026-07-16
MNDY 18.051 36.0% (183/508) $26.23 21.5% $79.21 18% 1.59x 0.78 0.24 1.14 23 46% 508 2026-07-16
DPZ 17.281 34.6% (176/508) $29.19 10.4% $325.39 27% 1.93x 0.10 0.89 1.28 2 14% 508 2026-07-16
ORLY 17.001 35.0% (178/508) $35.53 9.4% $86.13 34% 2.10x 0.01 3.90 0.57 11 12% 508 2026-07-16
ALNY 16.942 34.6% (176/509) $30.49 13.1% $284.11 28% 1.63x 0.47 0.26 0.73 12 40% 509 2026-07-16
EQIX 16.112 34.2% (174/508) $53.18 10.7% $1004.26 12% 2.04x 0.42 1.77 6.07 11 12% 508 2026-07-16
PAYC 15.614 35.4% (180/509) $17.05 14.0% $152.40 11% 1.57x 0.21 1.48 1.42 18 0% 509 2026-07-16
FRPT 15.327 38.6% (196/508) $10.06 18.4% $56.56 41% 1.69x 0.64 2.31 1.20 18 0% 508 2026-07-16
RMD 15.224 32.0% (163/509) $17.53 10.0% $201.32 25% 1.90x 0.50 13.26 1.36 19 0% 509 2026-07-16
NTES 14.634 31.1% (153/492) $10.05 10.3% $130.27 16% 1.88x 0.63 0.06 0.11 26 10% 492 2026-07-16
ALL 13.991 34.4% (175/509) $11.18 7.0% $240.73 19% 1.88x -0.26 23.91 6.99 18 12% 509 2026-07-16
BDX 13.816 34.2% (174/508) $14.10 8.2% $158.63 11% 1.74x 0.47 1.90 0.67 19 38% 508 2026-07-16
GLOB 13.372 38.8% (197/508) $12.88 22.0% $33.35 18% 1.92x 1.12 0.36 0.57 26 20% 508 2026-07-16
AMT 13.235 37.1% (189/509) $11.51 8.0% $168.94 10% 1.81x -0.12 0.45 1.35 10 0% 509 2026-07-16
IRTC 13.091 37.4% (190/508) $14.32 14.6% $117.06 30% 1.72x 0.46 0.61 0.49 12 17% 508 2026-07-16
UTHR 13.065 31.2% (159/509) $33.65 9.8% $530.18 28% 1.12x 0.05 0.08 2.09 11 25% 509 2026-07-16
V 12.927 35.2% (179/508) $16.13 5.8% $362.07 56% 1.99x 0.39 6.77 3.35 10 25% 508 2026-07-16
COST 12.906 31.8% (156/491) $50.16 5.0% $937.52 45% 1.78x -0.12 0.92 0.93 29% 491 2026-07-16
NTRA 12.548 33.5% (165/492) $19.20 15.8% $276.60 38% 1.87x 1.15 0.83 0.30 19 0% 492 2026-07-16
MTN 12.445 23.6% (116/492) $12.78 9.8% $150.92 19% 1.40x 0.57 0.78 1.14 12% 492 2026-07-16
SPOT 12.302 34.2% (168/491) $53.47 13.1% $478.28 38% 1.34x 0.58 1.45 1.99 17 43% 491 2026-07-16
TMDX 12.118 37.5% (191/509) $16.91 22.2% $77.36 19% 1.50x 1.20 3.32 4.58 11 25% 509 2026-07-16
MDGL 11.902 33.4% (164/491) $46.58 13.7% $539.74 22% 1.40x 0.43 1.40 1.21 12 38% 491 2026-07-16
TKO 11.885 38.3% (195/509) $13.29 10.7% $182.43 15% 1.62x 0.54 1.03 1.34 16 0% 509 2026-07-16
INSP 11.818 37.2% (189/508) $17.32 21.6% $52.28 31% 1.62x 0.98 1.09 0.99 16 12% 508 2026-07-16
INTU 11.798 34.8% (177/508) $44.92 13.0% $295.66 23% 1.42x 0.36 3.57 2.22 33 14% 508 2026-07-16
CB 11.78 35.0% (172/492) $13.14 6.1% $342.52 19% 2.00x -0.30 0.76 0.39 3 12% 492 2026-07-16
AMGN 11.713 37.9% (193/509) $19.85 7.3% $367.92 52% 1.86x 0.45 1.10 0.61 17 50% 509 2026-07-16
NBIX 11.697 35.2% (179/508) $11.28 10.2% $171.37 36% 1.81x 0.68 0.48 0.48 12 38% 508 2026-07-16
FANG 11.632 35.4% (180/508) $12.63 9.6% $190.42 5% 1.47x -0.17 0.23 0.25 16 0% 508 2026-07-16
TTWO 11.43 33.5% (170/508) $15.85 11.7% $242.80 64% 2.06x 0.71 0.26 18.51 20 0% 508 2026-07-16
MSCI 11.275 27.2% (134/492) $33.72 8.3% $633.91 34% 1.62x 0.42 1.05 2.15 3 38% 492 2026-07-16
FDS 11.225 35.4% (180/508) $24.62 12.9% $261.93 20% 1.47x 0.05 1.51 0.97 25% 508 2026-07-16
SYK 11.177 31.8% (162/509) $19.44 9.2% $329.54 31% 1.89x 0.24 0.59 0.22 12 0% 509 2026-07-16
ROP 11.064 32.2% (164/509) $25.15 9.3% $360.44 27% 1.92x 0.23 1.93 0.91 5 50% 509 2026-07-16
TRV 10.948 35.4% (180/509) $13.93 6.2% $332.40 11% 2.39x 0.01 0.86 0.55 43% 509 2026-07-16
DVA 10.791 35.6% (181/508) $11.78 11.8% $236.52 6% 1.04x 0.07 2.15 0.36 17 38% 508 2026-07-16
DKS 10.766 24.1% (122/507) $20.18 10.1% $216.22 27% 1.58x 1.07 31.55 4.48 40 12% 507 2026-07-16
CHTR 10.729 38.0% (187/492) $28.23 17.9% $135.03 82% 1.75x 0.25 1.23 1.97 6 62% 492 2026-07-16
ABBV 10.455 39.2% (199/508) $11.75 7.1% $251.45 36% 1.84x -0.04 5.88 0.87 13 25% 508 2026-07-16
DRI 10.26 38.4% (195/508) $12.03 6.8% $199.36 8% 1.63x 0.29 1.45 1.09 38% 508 2026-07-16
MCO 10.142 37.7% (185/491) $26.48 7.2% $515.94 17% 1.68x 0.58 0.03 0.63 4 12% 491 2026-07-16
VEEV 9.983 35.9% (183/509) $17.98 11.1% $199.98 8% 1.36x 0.57 0.26 0.48 39 29% 509 2026-07-16
WDFC 9.917 33.4% (170/509) $16.98 7.0% $258.04 37% 2.02x -0.00 0.68 0.84 25% 509 2026-07-16
ONC 9.912 36.1% (110/305) $31.38 10.8% $317.87 32% 1.39x 0.75 1.55 0.74 18 0% 305 2026-07-16

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.)