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 February 26, 2019. You must subscribe 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 NVAX 2.04 4.7M 15 Mar '19 17 1.50 C 0.85 186 15.20 3.839 26.05%
2 NVAX 2.04 4.7M 15 Mar '19 17 2.00 C 0.60 1,443 27.45 3.563 38.89%
3 NVAX 2.04 4.7M 15 Mar '19 17 2.50 C 0.45 718 22.06 3.437 57.23%
4 NVAX 2.04 4.7M 15 Mar '19 17 3.00 C 0.25 246 12.25 3.208 67.60%
5 NVAX 2.04 4.7M 18 Apr '19 51 1.50 C 1.05 2 25.00 3.152 51.52%
6 NVAX 2.04 4.7M 18 Apr '19 51 2.00 C 0.85 88 39.71 2.985 68.07%
7 NVAX 2.04 4.7M 18 Apr '19 51 2.50 C 0.60 174 29.41 2.828 73.61%
8 NVAX 2.04 4.7M 18 Apr '19 51 3.00 C 0.50 46 24.51 2.677 94.81%
9 NVAX 2.04 4.7M 17 May '19 80 2.00 C 0.80 0 37.25 2.460 61.29%
10 NVAX 2.04 4.7M 17 May '19 80 1.50 C 0.75 2 10.29 2.403 16.28%
11 NVAX 2.04 4.7M 17 May '19 80 2.50 C 0.55 3 26.96 2.397 67.79%
12 NVAX 2.04 4.7M 17 May '19 80 3.00 C 0.60 7 29.41 2.336 108.33%
13 NVAX 2.04 4.7M 19 Jul '19 143 1.50 C 1.10 0 27.45 2.151 59.57%
14 NVAX 2.04 4.7M 19 Jul '19 143 2.00 C 0.90 0 42.16 2.027 75.44%
15 NVAX 2.04 4.7M 19 Jul '19 143 2.50 C 0.75 1 36.76 1.896 93.80%
16 NVAX 2.04 4.7M 19 Jul '19 143 3.00 C 0.60 0 29.41 1.794 108.33%
17 NVAX 2.04 4.7M 18 Oct '19 234 2.00 C 0.95 4 44.61 1.714 83.49%
18 NVAX 2.04 4.7M 17 Jan '20 325 1.50 C 1.20 0 32.35 1.668 78.57%
19 NVAX 2.04 4.7M 17 Jan '20 325 2.00 C 1.05 57 49.51 1.532 102.02%
20 NVAX 2.04 4.7M 17 Jan '20 325 2.50 C 0.95 5 46.57 1.505 129.36%
21 NVAX 2.04 4.7M 17 Jan '20 325 3.00 C 0.65 1 31.86 1.384 115.83%
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.