Butterfly Screener (Calls)


Stock and Option Trader's Tools

Tools
Volatility Quote Option Chains Stock Price History Option Price History Strike Pegger Volatility Skew Portfolios

Calculators
Option Calculator Probability Calc Strategy Calculator

Screeners
Morning Hot Sheet Volatile Stocks Volume Change Covered Calls Spreads Straddles Dividends Trade Finder Skew Finder 52 Week Hi/Low IV

Advanced Screens
Butterflies Calendar Straddles Butterfly Diagonals Double Diagonals Iron Condor

Open Interest
About OI Put/Call Ratio OI Change OI % Change Highest OI

Learning Center
Articles Tutorial Glossary Symbol Lookup

HOME	HOT SHEET	REGISTER	SUBSCRIBE	FAQs	CONTACT US

	Symbol		Short Leg Expiry		Minimum Option Volume				Moneyness		Sort Order
	Screener:

Try the new Complex Option Screener

#	Stock	Stock Price	Short Leg						Long Leg						Credit/ (Debit)	Max Profit	Max Loss	Profit Loss	Net IVol
			Symbol	Expiry	Strike	P/C	Price	Leg Px	Symbol	Expiry	Strike	P/C	Price	Leg Px
1	DXD	28.62	DXD	Aug '10	30.00	C	1.32	2.65	DXD	Aug '10	31.00	C	1.02	4.12	(1.47)	2.53	-1.47	-1.71	0.10
			DXD		30.00	C	1.32		DXD		26.00	C	3.10
2	QID	18.68	QID	Aug '10	20.00	C	0.95	1.90	QID	Aug '10	21.00	C	0.74	3.65	(1.75)	2.25	-1.75	-1.29	0.09
			QID		20.00	C	0.95		QID		16.00	C	2.90
3	ATPG	10.60	ATPG	Aug '10	10.00	C	1.78	3.56	ATPG	Aug '10	12.00	C	0.85	3.20	0.36	1.36	-0.64	-2.13	0.09
			ATPG		10.00	C	1.78		ATPG		9.00	C	2.35
4	QID	18.68	QID	Aug '10	19.00	C	1.27	2.54	QID	Aug '10	20.00	C	0.95	3.85	(1.31)	1.69	-1.31	-1.29	0.08
			QID		19.00	C	1.27		QID		16.00	C	2.90
5	ATPG	10.60	ATPG	Aug '10	10.00	C	1.78	3.56	ATPG	Aug '10	11.00	C	1.20	3.55	0.01	1.01	0.01	101.00	0.08
			ATPG		10.00	C	1.78		ATPG		9.00	C	2.35
6	VVUS	11.69	VVUS	Aug '10	11.00	C	3.78	7.56	VVUS	Aug '10	13.00	C	2.85	7.15	0.41	1.41	-0.59	-2.39	0.08
			VVUS		11.00	C	3.78		VVUS		10.00	C	4.30
7	SFD	14.69	SFD	Aug '10	15.00	C	1.00	2.00	SFD	Aug '10	16.00	C	0.60	2.00	(0.00)	1.00	0	0	0.07
			SFD		15.00	C	1.00		SFD		14.00	C	1.40
8	UYM	27.17	UYM	Aug '10	26.00	C	2.95	5.90	UYM	Aug '10	30.00	C	0.95	4.60	1.30	2.30	-1.70	-1.35	0.07
			UYM		26.00	C	2.95		UYM		25.00	C	3.65
9	SRS	27.92	SRS	Aug '10	29.00	C	2.23	4.47	SRS	Aug '10	30.00	C	1.93	5.92	(1.45)	2.54	-1.46	-1.75	0.07
			SRS		29.00	C	2.23		SRS		25.00	C	4.00
10	SSO	34.75	SSO	Aug '10	33.00	C	3.30	6.60	SSO	Aug '10	37.00	C	1.08	5.08	1.52	2.51	-1.49	-1.69	0.07
			SSO		33.00	C	3.30		SSO		32.00	C	4.00
11	DXD	28.62	DXD	Aug '10	30.00	C	1.32	2.65	DXD	Aug '10	31.00	C	1.02	3.52	(0.87)	2.13	-0.87	-2.43	0.07
			DXD		30.00	C	1.32		DXD		27.00	C	2.50
12	SDS	34.75	SDS	Aug '10	36.00	C	1.95	3.90	SDS	Aug '10	37.00	C	1.69	5.34	(1.44)	2.56	-1.44	-1.78	0.07
			SDS		36.00	C	1.95		SDS		32.00	C	3.65
13	COP	51.55	COP	Aug '10	49.00	C	3.48	6.95	COP	Aug '10	57.50	C	0.18	4.43	2.52	3.52	-4.98	-0.71	0.07
			COP		49.00	C	3.48		COP		48.00	C	4.25
14	JDSU	10.13	JDSU	Aug '10	10.00	C	0.88	1.75	JDSU	Aug '10	12.00	C	0.15	1.65	0.10	1.10	-0.90	-1.22	0.06
			JDSU		10.00	C	0.88		JDSU		9.00	C	1.50
15	SD	6.17	SD	Aug '10	6.00	C	0.52	1.04	SD	Aug '10	7.00	C	0.18	1.38	(0.34)	0.66	-0.34	-1.94	0.06
			SD		6.00	C	0.52		SD		5.00	C	1.20
16	QLD	54.02	QLD	Aug '10	55.00	C	3.20	6.40	QLD	Aug '10	56.00	C	2.47	6.50	(0.10)	1.90	-0.10	-19.00	0.06
			QLD		55.00	C	3.20		QLD		53.00	C	4.03
17	TMV	42.67	TMV	Aug '10	41.00	C	3.50	7.00	TMV	Aug '10	43.00	C	2.25	6.25	0.75	1.75	-0.25	-7.00	0.06
			TMV		41.00	C	3.50		TMV		40.00	C	4.00
18	QID	18.68	QID	Aug '10	20.00	C	0.95	1.90	QID	Aug '10	21.00	C	0.74	2.95	(1.05)	1.95	-1.05	-1.86	0.06
			QID		20.00	C	0.95		QID		17.00	C	2.21
19	AMX	49.39	AMX	Aug '10	49.00	C	2.12	4.25	AMX	Aug '10	55.00	C	0.20	2.80	1.45	2.45	-3.55	-0.69	0.06
			AMX		49.00	C	2.12		AMX		48.00	C	2.60
20	DXD	28.62	DXD	Aug '10	29.00	C	1.62	3.25	DXD	Aug '10	30.00	C	1.32	4.42	(1.17)	1.83	-1.17	-1.55	0.05
			DXD		29.00	C	1.62		DXD		26.00	C	3.10
21	QLD	54.02	QLD	Aug '10	55.00	C	3.20	6.40	QLD	Aug '10	56.00	C	2.47	6.04	0.36	1.36	0.36	3.78	0.05
			QLD		55.00	C	3.20		QLD		54.00	C	3.57
22	SWC	11.96	SWC	Aug '10	11.00	C	1.70	3.40	SWC	Aug '10	14.00	C	0.42	2.80	0.60	1.60	-1.40	-1.14	0.05
			SWC		11.00	C	1.70		SWC		10.00	C	2.38
23	QLD	54.02	QLD	Aug '10	55.00	C	3.20	6.40	QLD	Aug '10	57.00	C	2.15	6.18	0.22	2.22	0.22	10.09	0.05
			QLD		55.00	C	3.20		QLD		53.00	C	4.03
24	COP	51.55	COP	Aug '10	49.00	C	3.48	6.95	COP	Aug '10	55.00	C	0.56	4.81	2.14	3.14	-2.86	-1.10	0.05
			COP		49.00	C	3.48		COP		48.00	C	4.25
25	SSO	34.75	SSO	Aug '10	33.00	C	3.30	6.60	SSO	Aug '10	36.00	C	1.51	5.51	1.09	2.09	-0.91	-2.30	0.05
			SSO		33.00	C	3.30		SSO		32.00	C	4.00
26	LULU	38.72	LULU	Aug '10	39.00	C	2.65	5.30	LULU	Aug '10	41.00	C	1.75	4.72	0.58	1.58	-0.42	-3.76	0.05
			LULU		39.00	C	2.65		LULU		38.00	C	2.97
27	BP	33.74	BP	Aug '10	33.00	C	3.48	6.95	BP	Aug '10	36.00	C	2.00	6.05	0.90	1.90	-1.10	-1.73	0.05
			BP		33.00	C	3.48		BP		32.00	C	4.05
28	CAM	35.02	CAM	Aug '10	34.00	C	3.10	6.20	CAM	Aug '10	37.50	C	1.35	5.35	0.85	2.35	-1.15	-2.04	0.05
			CAM		34.00	C	3.10		CAM		32.50	C	4.00
29	VXX	26.24	VXX	Aug '10	28.00	C	2.00	4.00	VXX	Aug '10	29.00	C	1.78	5.38	(1.38)	2.62	-1.38	-1.90	0.05
			VXX		28.00	C	2.00		VXX		24.00	C	3.60
30	COP	51.55	COP	Aug '10	50.00	C	2.77	5.54	COP	Aug '10	57.50	C	0.18	3.66	1.88	2.89	-4.61	-0.63	0.05
			COP		50.00	C	2.77		COP		49.00	C	3.48

Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.

Butterfly Screener (Calls) Report Date: 07-08 07-07 07-06 07-02 07-01 06-30

Butterfly Screener (Calls) Report Date: