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Strangle Screener Report Date:

Screener: DATA IS DELAYED
Symbol Expiration Min Price Sort Order Min Volume    One Per Underlying
   

# Stock Stock
Price
Expiry Call Leg Put Leg % of
Stock
IVol
Sum
Price
Symbol IVol Strike Price Symbol IVol Strike Price
1 GERN 2.10 Mar '24 GERN 3.62 1.50 0.75 GERN 3.66 2.00 0.39 54.29 7.28 1.14
2 GERN 2.10 Mar '24 GERN 3.33 2.50 0.28 GERN 3.91 1.50 0.17 21.43 7.24 0.45
3 GERN 2.10 Mar '24 GERN 3.33 2.50 0.28 GERN 3.66 2.00 0.39 31.67 6.99 0.66
4 GERN 2.10 Mar '24 GERN 2.89 2.00 0.40 GERN 3.91 1.50 0.17 27.38 6.81 0.58
5 VTYX 10.13 Mar '24 VTYX 3.29 10.00 2.00 VTYX 3.45 7.50 0.75 27.15 6.73 2.75
6 BBAI 3.76 Mar '24 BBAI 2.89 4.50 0.39 BBAI 3.53 5.00 1.65 54.26 6.42 2.04
7 AMLX 18.97 Mar '24 AMLX 3.21 21.00 2.83 AMLX 3.14 19.00 3.50 33.34 6.35 6.33
8 AMLX 18.97 Mar '24 AMLX 3.21 21.00 2.83 AMLX 3.08 17.50 2.60 28.60 6.29 5.42
9 AMLX 18.97 Mar '24 AMLX 3.10 17.50 4.10 AMLX 3.14 19.00 3.50 40.06 6.24 7.60
10 AMLX 18.97 Mar '24 AMLX 3.10 20.00 3.05 AMLX 3.14 19.00 3.50 34.53 6.24 6.55
11 AMLX 18.97 Mar '24 AMLX 3.10 20.00 3.05 AMLX 3.08 17.50 2.60 29.78 6.18 5.65
12 BBAI 3.76 Mar '24 BBAI 2.65 4.00 0.49 BBAI 3.53 5.00 1.65 56.91 6.18 2.14
13 AMLX 18.97 Mar '24 AMLX 3.07 19.00 3.40 AMLX 3.08 17.50 2.60 31.63 6.15 6.00
14 BBAI 3.76 Mar '24 BBAI 2.58 3.50 0.69 BBAI 3.53 5.00 1.65 62.23 6.11 2.34
15 BBAI 3.76 Mar '24 BBAI 2.57 3.00 0.97 BBAI 3.53 5.00 1.65 69.81 6.10 2.62
16 BBAI 3.76 Mar '24 BBAI 2.89 4.50 0.39 BBAI 2.96 2.50 0.12 13.70 5.85 0.51
17 BBAI 3.76 Mar '24 BBAI 2.89 4.50 0.39 BBAI 2.74 4.00 0.75 30.32 5.63 1.14
18 BBAI 3.76 Mar '24 BBAI 2.65 4.00 0.49 BBAI 2.96 2.50 0.12 16.36 5.60 0.62
19 BBAI 3.76 Mar '24 BBAI 2.58 3.50 0.69 BBAI 2.96 2.50 0.12 21.68 5.54 0.81
20 BBAI 3.76 Mar '24 BBAI 2.57 3.00 0.97 BBAI 2.96 2.50 0.12 29.26 5.52 1.10
21 BBAI 3.76 Mar '24 BBAI 2.89 4.50 0.39 BBAI 2.56 3.50 0.42 21.68 5.45 0.81
22 BBAI 3.76 Mar '24 BBAI 2.65 4.00 0.49 BBAI 2.76 4.50 1.10 42.29 5.40 1.59
23 RGTI 2.08 Mar '24 RGTI 2.99 2.50 0.23 RGTI 2.41 2.00 0.25 22.84 5.40 0.47
24 BBAI 3.76 Mar '24 BBAI 2.89 4.50 0.39 BBAI 2.47 3.00 0.20 15.69 5.37 0.59
25 BBAI 3.76 Mar '24 BBAI 2.58 3.50 0.69 BBAI 2.76 4.50 1.10 47.61 5.34 1.79
26 BBAI 3.76 Mar '24 BBAI 2.57 3.00 0.97 BBAI 2.76 4.50 1.10 55.19 5.32 2.08
27 BBAI 3.76 Mar '24 BBAI 2.58 3.50 0.69 BBAI 2.74 4.00 0.75 38.30 5.32 1.44
28 BBAI 3.76 Mar '24 BBAI 2.57 3.00 0.97 BBAI 2.74 4.00 0.75 45.88 5.30 1.73
29 BBAI 3.76 Mar '24 BBAI 2.65 4.00 0.49 BBAI 2.56 3.50 0.42 24.34 5.21 0.92
30 BBAI 3.76 Mar '24 BBAI 2.57 3.00 0.97 BBAI 2.56 3.50 0.42 37.23 5.12 1.40
31 BBAI 3.76 Mar '24 BBAI 2.65 4.00 0.49 BBAI 2.47 3.00 0.20 18.35 5.12 0.69
32 BBAI 3.76 Mar '24 BBAI 2.58 3.50 0.69 BBAI 2.47 3.00 0.20 23.67 5.06 0.89
33 MSOX 4.00 May '24 MSOX 2.41 4.00 1.62 MSOX 2.39 3.00 0.95 64.37 4.81 2.57
34 RGTI 2.08 Mar '24 RGTI 2.24 1.50 0.63 RGTI 2.41 2.00 0.25 42.31 4.65 0.88
35 EBS 2.77 Mar '24 EBS 2.39 2.00 0.85 EBS 2.25 2.50 0.23 38.99 4.64 1.08
36 BTAI 3.04 Mar '24 BTAI 1.29 3.00 0.25 BTAI 3.35 4.00 1.27 50.00 4.64 1.52
37 MSOX 4.00 Apr '24 MSOX 2.24 4.00 1.20 MSOX 2.37 5.00 1.97 79.25 4.62 3.17
38 RILY 22.51 Mar '24 RILY 2.00 24.00 2.05 RILY 2.51 23.00 3.60 25.10 4.50 5.65
39 MSOX 4.00 Apr '24 MSOX 2.24 4.00 1.20 MSOX 2.20 3.00 0.60 45.00 4.45 1.80
40 GRFS 5.61 Mar '24 GRFS 2.13 6.00 0.55 GRFS 2.29 5.00 0.45 17.83 4.43 1.00
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