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 5, 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 MCK 538.75 312K 10 May '24 35 540.00 C 15.90 0 2.95 0.274 3.28%
2 MCK 538.75 312K 17 May '24 42 540.00 C 18.50 87 3.43 0.265 3.80%
3 MCK 538.75 312K 16 Aug '24 133 540.00 C 33.80 0 6.27 0.252 6.94%
4 MCK 538.75 312K 17 Jan '25 287 540.00 C 52.70 2 9.78 0.247 11.10%
5 MCK 538.75 312K 26 Apr '24 21 535.00 C 12.20 2 1.57 0.215 1.60%
6 MCK 538.75 312K 3 May '24 28 540.00 C 10.40 21 1.93 0.214 2.20%
7 MCK 538.75 312K 3 May '24 28 535.00 C 13.70 4 1.85 0.213 1.90%
8 MCK 538.75 312K 19 Apr '24 14 537.50 C 8.80 22 1.40 0.213 1.42%
9 MCK 538.75 312K 19 Apr '24 14 535.00 C 10.40 14 1.23 0.208 1.26%
10 MCK 538.75 312K 26 Apr '24 21 540.00 C 9.40 0 1.74 0.205 2.01%
11 MCK 538.75 312K 19 Apr '24 14 540.00 C 7.50 34 1.39 0.200 1.65%
12 MCK 538.75 312K 19 Apr '24 14 542.50 C 6.30 29 1.17 0.198 1.89%
13 MCK 538.75 312K 12 Apr '24 7 535.00 C 7.50 4 0.70 0.196 0.71%
14 MCK 538.75 312K 5 Apr '24 0 542.50 C  0 21 0.00 0.191 0.70%
15 MCK 538.75 312K 5 Apr '24 0 540.00 C  0 6 0.00 0.191 0.23%
16 MCK 538.75 312K 5 Apr '24 0 537.50 C 0.10 25 -0.21 0.191 -0.21%
17 MCK 538.75 312K 5 Apr '24 0 535.00 C 2.20 30 -0.29 0.191 -0.29%
18 MCK 538.75 312K 12 Apr '24 7 542.50 C 3.60 20 0.67 0.188 1.37%
19 MCK 538.75 312K 12 Apr '24 7 540.00 C 4.70 13 0.87 0.186 1.11%
20 MCK 538.75 312K 12 Apr '24 7 537.50 C 6.00 8 0.88 0.183 0.89%
21 MCK 538.75 312K 16 Jan '26 651 540.00 C 85.70 0 15.91 0.106 19.19%
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.