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

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from May 3, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 CME 207.65 2.1M 17 May '24 14 195.00 C 11.40 0 -0.60 0.447 -0.64%
2 CME 207.65 2.1M 20 Sep '24 140 195.00 C 18.80 0 2.96 0.222 3.26%
3 CME 207.65 2.1M 15 Nov '24 196 200.00 C 18.10 0 5.03 0.221 5.51%
4 CME 207.65 2.1M 21 Jun '24 49 195.00 C 13.30 0 0.31 0.219 0.33%
5 CME 207.65 2.1M 20 Sep '24 140 200.00 C 15.20 2 3.64 0.210 3.92%
6 CME 207.65 2.1M 20 Dec '24 231 195.00 C 22.50 1 4.74 0.207 5.32%
7 CME 207.65 2.1M 18 Oct '24 168 200.00 C 16.50 0 4.26 0.206 4.63%
8 CME 207.65 2.1M 15 Nov '24 196 195.00 C 20.10 0 3.59 0.204 3.97%
9 CME 207.65 2.1M 15 Nov '24 196 210.00 C 12.10 0 5.83 0.201 7.39%
10 CME 207.65 2.1M 20 Sep '24 140 210.00 C 9.40 0 4.53 0.198 5.93%
11 CME 207.65 2.1M 18 Oct '24 168 220.00 C 5.00 0 2.41 0.190 8.56%
12 CME 207.65 2.1M 20 Dec '24 231 220.00 C 8.90 4 4.29 0.190 10.69%
13 CME 207.65 2.1M 15 Nov '24 196 220.00 C 7.50 1 3.61 0.190 9.92%
14 CME 207.65 2.1M 21 Jun '24 49 200.00 C 9.00 8 0.65 0.189 0.68%
15 CME 207.65 2.1M 18 Oct '24 168 210.00 C 9.40 1 4.53 0.189 5.93%
16 CME 207.65 2.1M 17 May '24 14 220.00 C 0.15 54 0.07 0.188 6.02%
17 CME 207.65 2.1M 17 Jan '25 259 200.00 C 19.80 31 5.85 0.188 6.47%
18 CME 207.65 2.1M 20 Dec '24 231 210.00 C 12.30 0 5.92 0.187 7.50%
19 CME 207.65 2.1M 17 Jan '25 259 195.00 C 22.80 0 4.89 0.187 5.49%
20 CME 207.65 2.1M 17 May '24 14 210.00 C 1.95 40 0.94 0.187 2.09%
21 CME 207.65 2.1M 20 Sep '24 140 220.00 C 5.10 5 2.46 0.186 8.62%
22 CME 207.65 2.1M 17 Jan '25 259 210.00 C 13.90 1 6.69 0.182 8.39%
23 CME 207.65 2.1M 17 Jan '25 259 220.00 C 9.50 0 4.58 0.181 11.03%
24 CME 207.65 2.1M 20 Dec '24 231 200.00 C 17.50 2 4.74 0.178 5.18%
25 CME 207.65 2.1M 21 Jun '24 49 210.00 C 4.20 28 2.02 0.177 3.22%
26 CME 207.65 2.1M 16 Jan '26 623 220.00 C 17.10 0 8.24 0.169 15.46%
27 CME 207.65 2.1M 16 Jan '26 623 200.00 C 27.20 0 9.41 0.169 10.83%
28 CME 207.65 2.1M 16 Jan '26 623 210.00 C 21.70 0 10.45 0.169 12.93%
29 CME 207.65 2.1M 16 Jan '26 623 195.00 C 29.60 0 8.16 0.169 9.52%
30 CME 207.65 2.1M 21 Jun '24 49 220.00 C 1.15 108 0.55 0.165 6.54%
31 CME 207.65 2.1M 17 May '24 14 200.00 C 7.00 0 -0.31 0.157 -0.32%
32 CME 207.65 2.1M 20 Jun '25 413 220.00 C 12.80 0 6.16 0.146 12.91%
33 CME 207.65 2.1M 20 Jun '25 413 200.00 C 22.80 0 7.30 0.121 8.20%
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.