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 April 26, 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 ESS 246.92 422K 17 May '24 21 230.00 C 17.30 0 0.15 0.349 0.17%
2 ESS 246.92 422K 21 Jun '24 56 230.00 C 20.00 0 1.25 0.286 1.36%
3 ESS 246.92 422K 17 May '24 21 250.00 C 3.90 4 1.58 0.278 2.87%
4 ESS 246.92 422K 17 May '24 21 260.00 C 0.95 1 0.38 0.276 5.70%
5 ESS 246.92 422K 17 May '24 21 240.00 C 8.90 0 0.80 0.274 0.83%
6 ESS 246.92 422K 19 Jul '24 84 230.00 C 21.50 0 1.85 0.264 2.03%
7 ESS 246.92 422K 21 Jun '24 56 240.00 C 13.20 0 2.54 0.257 2.69%
8 ESS 246.92 422K 19 Jul '24 84 240.00 C 14.10 4 2.91 0.247 3.08%
9 ESS 246.92 422K 18 Oct '24 175 230.00 C 26.10 0 3.72 0.247 4.16%
10 ESS 246.92 422K 15 Nov '24 203 230.00 C 27.00 0 4.08 0.241 4.58%
11 ESS 246.92 422K 15 Nov '24 203 240.00 C 20.50 0 5.50 0.234 6.00%
12 ESS 246.92 422K 21 Jun '24 56 250.00 C 7.10 1 2.88 0.234 4.24%
13 ESS 246.92 422K 19 Jul '24 84 250.00 C 8.40 0 3.40 0.232 4.81%
14 ESS 246.92 422K 15 Nov '24 203 250.00 C 15.20 4 6.16 0.222 7.89%
15 ESS 246.92 422K 18 Oct '24 175 240.00 C 18.60 0 4.73 0.218 5.12%
16 ESS 246.92 422K 19 Jul '24 84 260.00 C 4.20 0 1.70 0.218 7.12%
17 ESS 246.92 422K 21 Jun '24 56 260.00 C 2.95 1 1.19 0.214 6.57%
18 ESS 246.92 422K 18 Oct '24 175 260.00 C 8.30 1 3.36 0.209 8.96%
19 ESS 246.92 422K 15 Nov '24 203 260.00 C 10.70 0 4.33 0.198 10.07%
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.