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 March 28, 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 LITE 47.35 1.2M 17 May '24 50 45.00 C 5.10 0 5.81 0.587 6.51%
2 LITE 47.35 1.2M 17 May '24 50 47.50 C 3.80 0 8.03 0.566 9.07%
3 LITE 47.35 1.2M 20 Dec '24 267 42.50 C 10.80 0 12.57 0.564 16.28%
4 LITE 47.35 1.2M 17 May '24 50 50.00 C 2.80 0 5.91 0.564 12.23%
5 LITE 47.35 1.2M 21 Jun '24 85 42.50 C 7.40 0 5.39 0.546 6.38%
6 LITE 47.35 1.2M 21 Jun '24 85 45.00 C 5.80 4 7.29 0.535 8.30%
7 LITE 47.35 1.2M 21 Jun '24 85 47.50 C 4.70 0 9.93 0.529 11.37%
8 LITE 47.35 1.2M 20 Dec '24 267 50.00 C 7.30 0 15.42 0.521 24.84%
9 LITE 47.35 1.2M 21 Jun '24 85 50.00 C 3.60 0 7.60 0.520 14.29%
10 LITE 47.35 1.2M 17 Jan '25 295 42.50 C 11.20 0 13.41 0.517 17.57%
11 LITE 47.35 1.2M 20 Sep '24 176 42.50 C 9.10 0 8.98 0.513 11.11%
12 LITE 47.35 1.2M 19 Jul '24 113 42.50 C 7.70 0 6.02 0.506 7.19%
13 LITE 47.35 1.2M 19 Jul '24 113 45.00 C 6.40 0 8.55 0.506 9.89%
14 LITE 47.35 1.2M 20 Sep '24 176 45.00 C 7.80 0 11.51 0.506 13.78%
15 LITE 47.35 1.2M 20 Dec '24 267 45.00 C 9.50 0 15.10 0.503 18.89%
16 LITE 47.35 1.2M 20 Sep '24 176 47.50 C 6.60 0 13.94 0.503 16.56%
17 LITE 47.35 1.2M 19 Apr '24 22 42.50 C 5.10 0 0.53 0.500 0.59%
18 LITE 47.35 1.2M 19 Jul '24 113 47.50 C 5.10 0 10.77 0.497 12.43%
19 LITE 47.35 1.2M 20 Sep '24 176 50.00 C 5.50 0 11.62 0.496 19.47%
20 LITE 47.35 1.2M 19 Jul '24 113 50.00 C 4.10 0 8.66 0.495 15.61%
21 LITE 47.35 1.2M 17 Jan '25 295 45.00 C 9.90 0 15.95 0.493 20.16%
22 LITE 47.35 1.2M 17 Jan '25 295 47.50 C 8.70 0 18.37 0.488 22.90%
23 LITE 47.35 1.2M 17 Jan '25 295 50.00 C 7.60 0 16.05 0.483 25.79%
24 LITE 47.35 1.2M 20 Dec '24 267 47.50 C 7.20 0 15.21 0.463 18.31%
25 LITE 47.35 1.2M 19 Apr '24 22 45.00 C 3.30 0 2.01 0.443 2.16%
26 LITE 47.35 1.2M 16 Jan '26 659 47.50 C 12.90 0 27.24 0.438 37.88%
27 LITE 47.35 1.2M 19 Apr '24 22 50.00 C 0.90 30 1.90 0.426 7.64%
28 LITE 47.35 1.2M 19 Apr '24 22 47.50 C 1.85 12 3.91 0.424 4.40%
29 LITE 47.35 1.2M 16 Jan '26 659 42.50 C 15.30 0 22.07 0.421 32.61%
30 LITE 47.35 1.2M 19 Dec '25 631 42.50 C 15.20 0 21.86 0.417 32.19%
31 LITE 47.35 1.2M 19 Dec '25 631 47.50 C 12.80 0 27.03 0.413 37.48%
32 LITE 47.35 1.2M 16 Jan '26 659 45.00 C 14.00 0 24.60 0.413 34.93%
33 LITE 47.35 1.2M 16 Jan '26 659 50.00 C 11.70 0 24.71 0.400 40.25%
34 LITE 47.35 1.2M 19 Dec '25 631 50.00 C 10.70 0 22.60 0.390 36.43%
35 LITE 47.35 1.2M 19 Dec '25 631 45.00 C 12.60 0 21.65 0.384 29.50%
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.