Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FORUM FAQs CONTACT US RSS

Iron Condor Screener Report Date:

SCREENER   
Select Stock
 Symbol 
STOCK PRICE
STOCK VOLUME
Selection Filters
LEG VOLUME
MONEYNESS
EXPIRATION
Additional Filters
There are no additional filters for this screener
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from November 14, 2016. You must subscribe 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 JJC 28.98 16 Dec '16 32 28.00
29.00
P
C
0.412
0.405
22
5
0.85
1.20
2.05 27.00
30.00
P
C
0.359
0.357
2
20
0.60
0.95
1.55 0.50 -0.50 0.50 -1.00 0.100
2 PTCT 12.05 16 Dec '16 32 12.00
13.00
P
C
1.060
1.143
79
117
1.30
1.15
2.45 11.00
14.00
P
C
1.063
1.057
2
79
1.15
0.95
2.10 0.35 -0.35 0.65 -0.54 0.084
3 ADPT 10.57 17 Feb '17 95 10.00
12.50
P
C
1.052
0.963
24
56
1.65
1.15
2.80 7.50
15.00
P
C
1.024
0.910
25
11
0.95
0.95
1.90 0.90 -0.90 1.60 -0.56 0.081
4 SPXU 22.95 16 Dec '16 32 22.00
23.00
P
C
0.358
0.433
68
14
0.50
0.95
1.45 21.00
24.00
P
C
0.323
0.415
142
115
0.25
0.85
1.10 0.35 -0.35 0.65 -0.54 0.054
5 SSRI 9.50 20 Jan '17 67 9.00
10.00
P
C
0.655
0.682
19
1
0.75
0.80
1.55 8.00
11.00
P
C
0.694
0.605
41
45
0.50
0.60
1.10 0.45 -0.45 0.55 -0.82 0.038
6 FIT 9.42 2 Dec '16 18 9.00
9.50
P
C
0.668
0.602
33
81
0.32
0.42
0.74 8.50
10.00
P
C
0.616
0.623
11
7
0.22
0.34
0.56 0.18 -0.18 0.32 -0.56 0.030
7 RGR 50.75 16 Dec '16 32 50.00
52.50
P
C
0.429
0.397
23
32
2.20
1.40
3.60 47.50
55.00
P
C
0.437
0.363
49
8
1.45
0.85
2.30 1.30 -1.30 1.20 -1.08 0.027
8 OAS 11.82 16 Dec '16 32 11.00
12.00
P
C
0.789
0.721
221
136
0.65
0.85
1.50 10.00
13.00
P
C
0.817
0.669
913
10
0.40
0.60
1.00 0.50 -0.50 0.50 -1.00 0.023
9 ADSK 73.56 16 Dec '16 32 72.50
75.00
P
C
0.439
0.464
3
564
3.20
3.10
6.30 70.00
77.50
P
C
0.444
0.439
14
8
2.28
2.29
4.57 1.73 -1.73 0.77 -2.25 0.021
10 FTNT 31.64 16 Dec '16 32 31.00
32.00
P
C
0.330
0.392
1
1,129
0.75
1.05
1.80 30.00
33.00
P
C
0.344
0.357
6
1
0.75
0.90
1.65 0.15 -0.15 0.85 -0.18 0.020
11 CXW 20.80 16 Dec '16 32 20.00
21.00
P
C
0.741
0.766
47
69
1.20
1.65
2.85 19.00
22.00
P
C
0.749
0.739
65
231
1.20
1.45
2.65 0.20 -0.20 0.80 -0.25 0.020
12 GDX 21.12 30 Dec '16 46 21.00
21.50
P
C
0.504
0.504
28
13
1.38
1.23
2.61 20.50
22.00
P
C
0.497
0.492
6
11
1.21
1.17
2.38 0.23 -0.23 0.27 -0.85 0.019
13 LQD 117.47 16 Dec '16 32 117.00
118.00
P
C
0.099
0.075
7,500
10
0.85
0.60
1.45 116.00
119.00
P
C
0.091
0.066
60
31
0.90
0.50
1.40 0.05 -0.05 0.95 -0.05 0.018
14 USO 9.87 9 Dec '16 25 9.50
10.00
P
C
0.514
0.485
180
95
0.32
0.43
0.75 9.00
10.50
P
C
0.507
0.474
12
502
0.20
0.26
0.46 0.29 -0.29 0.21 -1.38 0.017
15 FIT 9.42 9 Dec '16 25 9.00
9.50
P
C
0.659
0.587
20
3
0.39
0.49
0.88 8.50
10.00
P
C
0.631
0.599
1
63
0.31
0.40
0.71 0.17 -0.17 0.33 -0.52 0.016
16 ANET 87.83 16 Dec '16 32 85.00
90.00
P
C
0.367
0.353
201
49
2.45
2.65
5.10 80.00
95.00
P
C
0.388
0.317
17
19
1.45
1.15
2.60 2.50 -2.50 2.50 -1.00 0.015
17 AMTD 37.65 16 Dec '16 32 37.00
38.00
P
C
0.306
0.290
407
4
0.90
0.95
1.85 36.00
39.00
P
C
0.315
0.267
59
20
0.75
0.70
1.45 0.40 -0.40 0.60 -0.67 0.015
18 ED 69.55 20 Jan '17 67 67.50
70.00
P
C
0.236
0.217
52
30
1.65
2.20
3.85 65.00
72.50
P
C
0.237
0.201
116
22
1.10
1.35
2.45 1.40 -1.40 1.10 -1.27 0.014
19 ZION 38.43 16 Dec '16 32 38.00
39.00
P
C
0.336
0.325
9
89
1.21
1.16
2.37 37.00
40.00
P
C
0.336
0.311
43
29
0.93
0.83
1.76 0.61 -0.61 0.39 -1.56 0.014
20 CDE 9.23 16 Dec '16 32 9.00
10.00
P
C
0.744
0.755
292
69
0.65
0.50
1.15 8.00
11.00
P
C
0.752
0.735
125
14
0.35
0.30
0.65 0.50 -0.50 0.50 -1.00 0.012
21 GPRO 10.35 2 Dec '16 18 10.00
10.50
P
C
0.847
0.532
31
30
0.53
0.37
0.90 9.50
11.00
P
C
0.803
0.564
5
15
0.40
0.29
0.69 0.21 -0.21 0.29 -0.72 0.012
22 EUO 26.03 20 Jan '17 67 26.00
27.00
P
C
0.201
0.204
5
38
0.80
0.45
1.25 25.00
28.00
P
C
0.187
0.206
98
1,838
0.50
0.30
0.80 0.45 -0.45 0.55 -0.82 0.011
23 XLF 22.21 2 Dec '16 18 22.00
22.50
P
C
0.249
0.204
164
997
0.31
0.25
0.56 21.50
23.00
P
C
0.244
0.198
218
70
0.23
0.14
0.37 0.19 -0.19 0.31 -0.61 0.011
24 WNR 28.71 16 Dec '16 32 28.00
29.00
P
C
0.487
0.460
10
79
1.25
1.40
2.65 27.00
30.00
P
C
0.501
0.435
2
109
1.05
1.00
2.05 0.60 -0.60 0.40 -1.50 0.011
25 WFM 32.03 9 Dec '16 25 32.00
32.50
P
C
0.337
0.328
8
3
1.03
0.85
1.88 31.50
33.00
P
C
0.324
0.330
1
11
0.86
0.74
1.60 0.28 -0.28 0.22 -1.27 0.011
26 XLI 61.31 2 Dec '16 18 61.00
61.50
P
C
0.152
0.151
165
15
0.61
0.67
1.28 60.50
62.00
P
C
0.154
0.138
1
2
0.54
0.51
1.05 0.23 -0.23 0.27 -0.85 0.011
27 PPL 32.86 16 Dec '16 32 32.00
33.00
P
C
0.235
0.242
154
61
0.65
0.65
1.30 31.00
34.00
P
C
0.241
0.225
42
1
0.40
0.40
0.80 0.50 -0.50 0.50 -1.00 0.011
28 WSM 52.95 20 Jan '17 67 52.50
55.00
P
C
0.330
0.343
23
1,005
2.55
2.05
4.60 50.00
57.50
P
C
0.327
0.336
1
6
1.90
1.55
3.45 1.15 -1.15 1.35 -0.85 0.010
29 CTL 24.31 16 Dec '16 32 24.00
25.00
P
C
0.385
0.237
43
20
0.90
0.35
1.25 23.00
26.00
P
C
0.367
0.245
98
9
0.55
0.20
0.75 0.50 -0.50 0.50 -1.00 0.010
30 GM 33.28 9 Dec '16 25 33.00
33.50
P
C
0.275
0.302
100
28
0.97
0.75
1.72 32.50
34.00
P
C
0.279
0.288
50
56
0.79
0.58
1.37 0.35 -0.35 0.15 -2.33 0.010
31 AKS 8.28 23 Dec '16 39 8.00
8.50
P
C
0.739
0.696
16
20
0.62
0.64
1.26 7.50
9.00
P
C
0.738
0.687
46
6
0.45
0.50
0.95 0.31 -0.31 0.19 -1.63 0.009
32 UCO 8.46 2 Dec '16 18 8.00
8.50
P
C
1.212
0.759
77
164
0.50
0.45
0.95 7.50
9.00
P
C
1.039
0.923
82
48
0.45
0.55
1.00 (0.05) 0.05 0.55 0.09 0.009
33 ROST 63.60 17 Feb '17 95 62.50
65.00
P
C
0.251
0.261
25
1
2.65
2.50
5.15 60.00
67.50
P
C
0.266
0.237
2
13
2.05
1.80
3.85 1.30 -1.30 1.20 -1.08 0.009
34 PFE 32.38 23 Dec '16 39 32.00
32.50
P
C
0.207
0.203
28
51
0.63
0.75
1.38 31.50
33.00
P
C
0.212
0.191
1
2
0.54
0.63
1.17 0.21 -0.21 0.29 -0.72 0.007
35 AKS 8.28 30 Dec '16 46 8.00
8.50
P
C
0.716
0.683
15
15
0.66
0.68
1.34 7.50
9.00
P
C
0.729
0.663
20
1
0.50
0.55
1.05 0.29 -0.29 0.21 -1.38 0.007
36 ADBE 102.42 20 Jan '17 67 100.00
105.00
P
C
0.270
0.259
41
211
3.45
3.35
6.80 97.50
110.00
P
C
0.279
0.244
2
185
2.75
1.70
4.45 2.35 -2.35 2.65 -0.89 0.007
37 QCOM 65.93 2 Dec '16 18 65.50
66.00
P
C
0.246
0.261
1
2
1.41
1.19
2.60 65.00
66.50
P
C
0.248
0.252
36
25
1.29
1.04
2.33 0.27 -0.27 0.23 -1.17 0.007
38 FXI 35.76 9 Dec '16 25 35.50
36.00
P
C
0.246
0.229
2
1
0.73
0.70
1.43 35.00
36.50
P
C
0.245
0.224
534
1
0.61
0.55
1.16 0.27 -0.27 0.23 -1.17 0.007
39 HLT 24.32 20 Jan '17 67 24.00
25.00
P
C
0.219
0.211
82
345
0.70
0.55
1.25 23.00
26.00
P
C
0.229
0.194
283
10
0.50
0.30
0.80 0.45 -0.45 0.55 -0.82 0.006
40 TTWO 46.49 16 Dec '16 32 46.00
47.00
P
C
0.322
0.338
11
31
1.35
1.40
2.75 45.00
48.00
P
C
0.335
0.319
2
1
1.30
1.25
2.55 0.20 -0.20 0.80 -0.25 0.006
41 XLE 69.87 2 Dec '16 18 69.50
70.00
P
C
0.231
0.219
10
119
1.15
1.25
2.40 69.00
70.50
P
C
0.228
0.216
210
27
1.05
1.09
2.14 0.26 -0.26 0.24 -1.08 0.006
42 SVU 5.23 20 Jan '17 67 5.00
5.50
P
C
0.523
0.432
115
7
0.30
0.25
0.55 4.50
6.00
P
C
0.535
0.414
14
45
0.20
0.15
0.35 0.20 -0.20 0.30 -0.67 0.006
43 XLU 46.00 23 Dec '16 39 45.50
46.00
P
C
0.239
0.185
2
102
1.16
1.09
2.25 45.00
47.00
P
C
0.240
0.178
31
550
1.00
0.68
1.68 0.57 -0.57 0.43 -1.33 0.005
44 PII 88.50 16 Dec '16 32 85.00
90.00
P
C
0.396
0.363
2
10
2.50
2.80
5.30 80.00
95.00
P
C
0.405
0.349
224
24
1.25
1.35
2.60 2.70 -2.70 2.30 -1.17 0.005
45 WFC 53.22 2 Dec '16 18 53.00
53.50
P
C
0.271
0.271
16
81
1.14
1.11
2.25 52.50
54.00
P
C
0.273
0.265
34
83
1.00
0.94
1.94 0.31 -0.31 0.19 -1.63 0.005
46 EEM 34.30 16 Dec '16 32 34.00
34.50
P
C
0.267
0.258
97,596
556
0.89
0.94
1.83 33.50
35.00
P
C
0.273
0.248
11,174
4,941
0.76
0.72
1.48 0.35 -0.35 0.15 -2.33 0.005
47 ADI 66.46 16 Dec '16 32 65.00
67.50
P
C
0.272
0.283
30
2
1.50
1.45
2.95 62.50
70.00
P
C
0.295
0.255
20
52
1.00
0.75
1.75 1.20 -1.20 1.30 -0.92 0.004
48 CPB 54.48 16 Dec '16 32 52.50
55.00
P
C
0.309
0.259
3
101
0.90
1.25
2.15 50.00
57.50
P
C
0.316
0.247
23
1
0.60
0.65
1.25 0.90 -0.90 1.60 -0.56 0.004
49 FCX 13.92 23 Dec '16 39 13.50
14.00
P
C
0.595
0.588
12
7
0.85
1.02
1.87 13.00
14.50
P
C
0.603
0.575
509
38
0.67
0.83
1.50 0.37 -0.37 0.13 -2.85 0.004
50 CLR 46.77 16 Dec '16 32 46.00
47.00
P
C
0.455
0.454
4
693
2.05
2.35
4.40 45.00
48.00
P
C
0.469
0.436
81
292
1.80
1.95
3.75 0.65 -0.65 0.35 -1.86 0.004
51 IYR 74.53 23 Dec '16 39 74.50
75.00
P
C
0.248
0.182
1
23
2.36
1.53
3.89 74.00
75.50
P
C
0.246
0.180
27
10
2.15
1.34
3.49 0.40 -0.40 0.10 -4.00 0.004
52 XLI 61.31 23 Dec '16 39 61.00
61.50
P
C
0.173
0.148
1
6
1.16
1.00
2.16 60.50
62.00
P
C
0.172
0.144
26
3
1.07
0.86
1.93 0.23 -0.23 0.27 -0.85 0.004
53 MDT 78.75 9 Dec '16 25 78.50
79.00
P
C
0.298
0.298
8
2
2.20
2.23
4.43 78.00
79.50
P
C
0.302
0.291
3
2
2.22
2.14
4.36 0.07 -0.07 0.43 -0.16 0.004
54 LEN 42.33 16 Dec '16 32 42.00
43.00
P
C
0.269
0.267
3
10
1.11
0.99
2.10 41.00
44.00
P
C
0.277
0.254
105
2
0.92
0.70
1.62 0.48 -0.48 0.52 -0.92 0.004
55 IEF 106.50 20 Jan '17 67 106.00
107.00
P
C
0.083
0.062
25
60
1.10
0.85
1.95 105.00
108.00
P
C
0.079
0.062
16
4
0.90
0.65
1.55 0.40 -0.40 0.60 -0.67 0.004
56 UGL 37.47 16 Dec '16 32 37.00
38.00
P
C
0.370
0.382
25
516
1.25
1.20
2.45 36.00
39.00
P
C
0.370
0.378
2
11
1.15
1.20
2.35 0.10 -0.10 0.90 -0.11 0.003
57 TLT 121.31 30 Dec '16 46 121.00
121.50
P
C
0.185
0.161
51
2
2.92
2.60
5.52 120.50
122.00
P
C
0.183
0.160
8
21
2.78
2.48
5.26 0.26 -0.26 0.24 -1.08 0.003
58 PLD 47.82 17 Feb '17 95 47.00
48.00
P
C
0.245
0.248
5
4
2.05
2.00
4.05 46.00
49.00
P
C
0.254
0.235
5
25
1.85
1.75
3.60 0.45 -0.45 0.55 -0.82 0.003
59 XLU 46.00 23 Dec '16 39 45.50
46.50
P
C
0.239
0.183
2
2
1.16
0.84
2.00 45.00
47.00
P
C
0.240
0.178
31
550
1.00
0.68
1.68 0.32 -0.32 0.18 -1.78 0.003
60 EEM 34.30 23 Dec '16 39 34.00
34.50
P
C
0.298
0.239
5
59
1.16
0.96
2.12 33.50
35.00
P
C
0.300
0.235
1,771
5
0.99
0.76
1.75 0.37 -0.37 0.13 -2.85 0.003
61 NFX 38.56 16 Dec '16 32 38.00
39.00
P
C
0.436
0.396
40
30
1.50
1.50
3.00 37.00
40.00
P
C
0.439
0.389
20
52
1.40
1.25
2.65 0.35 -0.35 0.65 -0.54 0.003
62 SBUX 54.22 23 Dec '16 39 54.00
54.50
P
C
0.205
0.201
38
5
1.38
1.15
2.53 53.50
55.00
P
C
0.206
0.198
1
84
1.27
0.97
2.24 0.29 -0.29 0.21 -1.38 0.003
63 XLU 46.00 23 Dec '16 39 46.00
46.50
P
C
0.238
0.183
12
2
1.40
0.84
2.24 45.50
47.00
P
C
0.239
0.178
2
550
1.22
0.68
1.90 0.34 -0.34 0.16 -2.12 0.003
64 DAL 47.47 23 Dec '16 39 47.00
47.50
P
C
0.306
0.308
109
181
1.63
1.86
3.49 46.50
48.00
P
C
0.310
0.302
52
5
1.47
1.65
3.12 0.37 -0.37 0.13 -2.85 0.003
65 IBM 158.21 23 Dec '16 39 157.50
160.00
P
C
0.187
0.183
7
4
3.30
2.86
6.16 155.00
162.50
P
C
0.194
0.173
2
53
2.68
2.01
4.69 1.47 -1.47 1.03 -1.43 0.003
66 IBKR 38.08 16 Dec '16 32 38.00
39.00
P
C
0.277
0.274
4
44
1.15
0.60
1.75 37.00
40.00
P
C
0.301
0.247
1
3
0.95
0.45
1.40 0.35 -0.35 0.65 -0.54 0.002
67 SLW 18.37 30 Dec '16 46 18.00
18.50
P
C
0.546
0.544
5
1
1.20
1.32
2.52 17.50
19.00
P
C
0.547
0.540
11
11
1.02
1.17
2.19 0.33 -0.33 0.17 -1.94 0.002
68 KO 41.17 2 Dec '16 18 41.00
41.50
P
C
0.145
0.167
68
127
0.60
0.32
0.92 40.50
42.00
P
C
0.153
0.158
12
71
0.42
0.18
0.60 0.32 -0.32 0.18 -1.78 0.002
69 XOP 36.98 2 Dec '16 18 36.50
37.00
P
C
0.392
0.378
1
614
1.04
1.22
2.26 36.00
37.50
P
C
0.400
0.369
10,920
10
0.87
0.99
1.86 0.40 -0.40 0.10 -4.00 0.002
70 DKS 60.89 16 Dec '16 32 60.00
62.50
P
C
0.444
0.389
89
609
2.50
2.00
4.50 57.50
65.00
P
C
0.440
0.391
112
362
1.80
1.40
3.20 1.30 -1.30 1.20 -1.08 0.002
71 XLU 46.00 23 Dec '16 39 46.00
46.50
P
C
0.238
0.183
12
2
1.40
0.84
2.24 45.00
47.00
P
C
0.240
0.178
31
550
1.00
0.68
1.68 0.56 -0.56 0.44 -1.27 0.002
72 BABA 89.77 30 Dec '16 46 89.50
90.00
P
C
0.306
0.307
8
5
3.70
3.75
7.45 89.00
90.50
P
C
0.306
0.306
28
33
3.55
3.60
7.15 0.30 -0.30 0.20 -1.50 0.002
73 EEM 34.30 20 Jan '17 67 34.00
34.50
P
C
0.269
0.211
17,860
51
1.39
1.13
2.52 33.50
35.00
P
C
0.272
0.207
45
7,731
1.24
0.93
2.17 0.35 -0.35 0.15 -2.33 0.001
74 X 27.78 9 Dec '16 25 27.50
28.00
P
C
0.620
0.616
5
9
1.63
1.66
3.29 27.00
28.50
P
C
0.624
0.611
3
1
1.44
1.48
2.92 0.37 -0.37 0.13 -2.85 0.001
75 XLU 46.00 23 Dec '16 39 45.50
46.00
P
C
0.239
0.185
2
102
1.16
1.09
2.25 45.00
46.50
P
C
0.240
0.183
31
2
1.00
0.89
1.89 0.36 -0.36 0.14 -2.57 0.001
76 XME 29.95 30 Dec '16 46 29.50
30.00
P
C
0.370
0.340
1
11
1.30
1.37
2.67 29.00
30.50
P
C
0.375
0.334
1
20
1.18
1.23
2.41 0.26 -0.26 0.24 -1.08 0.001
77 COST 152.05 9 Dec '16 25 150.00
152.50
P
C
0.208
0.202
434
21
2.28
2.95
5.23 149.00
155.00
P
C
0.211
0.198
8
40
2.09
1.97
4.06 1.17 -1.17 1.33 -0.88 0.001
78 CAT 94.17 2 Dec '16 18 94.00
94.50
P
C
0.278
0.274
2
183
2.17
2.09
4.26 93.50
95.00
P
C
0.279
0.272
35
296
2.05
1.93
3.98 0.28 -0.28 0.22 -1.27 0.001
79 PYPL 38.81 2 Dec '16 18 38.50
39.00
P
C
0.265
0.279
15
9
0.71
0.78
1.49 38.00
39.50
P
C
0.279
0.263
15
1
0.66
0.69
1.35 0.14 -0.14 0.36 -0.39 0.001
80 JPM 79.51 9 Dec '16 25 79.50
80.00
P
C
0.251
0.253
6
52
2.04
1.83
3.87 79.00
80.50
P
C
0.254
0.250
1
6
1.90
1.68
3.58 0.29 -0.29 0.21 -1.38 0.001
81 AAPL 105.74 9 Dec '16 25 105.00
106.00
P
C
0.247
0.247
303
226
2.32
2.57
4.89 104.00
107.00
P
C
0.252
0.242
182
296
2.00
2.16
4.16 0.73 -0.73 0.27 -2.70 0.001
82 T 36.13 30 Dec '16 46 36.00
36.50
P
C
0.181
0.183
39
49
0.82
0.74
1.56 35.50
37.00
P
C
0.186
0.178
26
3
0.70
0.59
1.29 0.27 -0.27 0.23 -1.17 0.001
83 AKAM 65.44 2 Dec '16 18 65.00
65.50
P
C
0.244
0.241
43
20
1.14
1.31
2.45 64.50
66.00
P
C
0.252
0.232
19
8
1.04
1.18
2.22 0.23 -0.23 0.27 -0.85 0.001
84 MU 17.73 2 Dec '16 18 17.50
18.00
P
C
0.411
0.403
59
71
0.52
0.50
1.02 17.00
18.50
P
C
0.419
0.395
55
38
0.36
0.35
0.71 0.31 -0.31 0.19 -1.63 0.001
85 SPY 216.57 23 Dec '16 39 216.50
217.00
P
C
0.146
0.114
576
34
4.07
2.99
7.06 216.00
217.50
P
C
0.147
0.112
115
15
3.90
2.76
6.66 0.40 -0.40 0.10 -4.00 0.001
86 VNQ 80.40 16 Dec '16 32 80.00
81.00
P
C
0.172
0.237
1
26
1.60
1.55
3.15 79.00
82.00
P
C
0.186
0.222
1
36
1.50
1.25
2.75 0.40 -0.40 0.60 -0.67 0.001
87 GLD 116.11 23 Dec '16 39 116.00
116.50
P
C
0.171
0.180
22
7
2.49
2.51
5.00 115.50
117.00
P
C
0.172
0.178
14
6
2.34
2.34
4.68 0.32 -0.32 0.18 -1.78 0.001
88 JPM 79.51 23 Dec '16 39 79.50
80.00
P
C
0.245
0.249
1
643
2.48
2.31
4.79 79.00
80.50
P
C
0.247
0.246
12
22
2.35
2.14
4.49 0.30 -0.30 0.20 -1.50 0.001
89 NWL 46.51 16 Dec '16 32 46.00
47.00
P
C
0.285
0.280
205
259
1.30
1.15
2.45 45.00
48.00
P
C
0.297
0.268
48
2
1.10
0.85
1.95 0.50 -0.50 0.50 -1.00 0.000
90 CCL 50.78 20 Jan '17 67 50.00
52.50
P
C
0.252
0.248
3
576
1.90
1.20
3.10 49.00
55.00
P
C
0.261
0.238
16
61
1.65
0.65
2.30 0.80 -0.80 1.70 -0.47 0.000
91 UTX 107.86 2 Dec '16 18 107.00
108.00
P
C
0.157
0.160
4
14
1.31
1.11
2.42 106.00
109.00
P
C
0.162
0.155
3
29
1.09
0.80
1.89 0.53 -0.53 0.47 -1.13 0.000
92 CELG 120.70 2 Dec '16 18 120.00
121.00
P
C
0.297
0.298
36
3
2.78
2.99
5.77 119.00
122.00
P
C
0.301
0.293
3
3
2.46
2.60
5.06 0.71 -0.71 0.29 -2.45 0.000
93 RGLD 66.38 16 Dec '16 32 65.00
67.50
P
C
0.479
0.479
10
39
2.95
3.10
6.05 62.50
70.00
P
C
0.490
0.467
28
16
2.15
2.30
4.45 1.60 -1.60 0.90 -1.78 0.000
94 GDX 21.12 9 Dec '16 25 21.00
21.50
P
C
0.499
0.507
43
279
1.01
0.93
1.94 20.50
22.00
P
C
0.499
0.506
200
80
0.82
0.77
1.59 0.35 -0.35 0.15 -2.33 0.000
95 EEM 34.30 30 Dec '16 46 34.00
34.50
P
C
0.283
0.229
324
1
1.21
0.99
2.20 33.50
35.00
P
C
0.291
0.220
150
10
1.06
0.79
1.85 0.35 -0.35 0.15 -2.33 0.000
96 MS 39.35 23 Dec '16 39 39.00
39.50
P
C
0.300
0.298
4
17
1.34
1.44
2.78 38.50
40.00
P
C
0.305
0.292
30
48
1.18
1.23
2.41 0.37 -0.37 0.13 -2.85 0.000
97 JNJ 116.60 2 Dec '16 18 116.00
117.00
P
C
0.138
0.139
25
5
1.48
0.89
2.37 115.00
118.00
P
C
0.143
0.134
13
8
1.13
0.58
1.71 0.66 -0.66 0.34 -1.94 0.000
98 SO 47.63 17 Feb '17 95 47.00
48.00
P
C
0.228
0.197
21
26
2.11
1.44
3.55 46.00
49.00
P
C
0.233
0.192
23
747
1.73
1.10
2.83 0.72 -0.72 0.28 -2.57 0.000
99 SPY 216.57 14 Dec '16 30 216.50
217.00
P
C
0.123
0.121
209
322
2.99
2.78
5.77 216.00
217.50
P
C
0.126
0.119
141
30
2.86
2.54
5.40 0.37 -0.37 0.13 -2.85 0.000
100 QQQ 114.63 9 Dec '16 25 114.50
115.00
P
C
0.168
0.163
156
4,864
1.93
1.76
3.69 114.00
115.50
P
C
0.172
0.158
610
4,296
1.76
1.51
3.27 0.42 -0.42 0.08 -5.25 0.000
Go to the old report

Data Provided by HistoricalOptionData.com
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.