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 29, 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 PYX 17.76 274K 21 Jun '19 23 22.50 C 0.55 43 3.10 1.110 30.74%
2 PYX 17.76 274K 21 Jun '19 23 20.00 C 1.10 271 6.19 1.105 20.05%
3 PYX 17.76 274K 21 Jun '19 23 15.00 C 3.20 20 2.48 1.060 3.02%
4 PYX 17.76 274K 21 Jun '19 23 17.50 C 1.90 59 9.23 1.043 10.34%
5 PYX 17.76 274K 16 Aug '19 79 22.50 C 1.70 0 9.57 1.001 40.10%
6 PYX 17.76 274K 19 Jul '19 51 22.50 C 1.10 0 6.19 0.996 35.05%
7 PYX 17.76 274K 16 Aug '19 79 20.00 C 2.30 7 12.95 0.994 29.37%
8 PYX 17.76 274K 19 Jul '19 51 20.00 C 1.65 9 9.29 0.973 24.15%
9 PYX 17.76 274K 19 Jul '19 51 17.50 C 2.55 0 12.89 0.971 15.06%
10 PYX 17.76 274K 16 Aug '19 79 17.50 C 3.10 0 15.99 0.958 19.37%
11 PYX 17.76 274K 16 Aug '19 79 15.00 C 4.30 10 8.67 0.947 11.44%
12 PYX 17.76 274K 15 Nov '19 170 22.50 C 2.85 0 16.05 0.924 50.91%
13 PYX 17.76 274K 15 Nov '19 170 20.00 C 3.50 1 19.71 0.921 40.25%
14 PYX 17.76 274K 15 Nov '19 170 17.50 C 4.30 0 22.75 0.918 30.01%
15 PYX 17.76 274K 15 Nov '19 170 15.00 C 5.40 0 14.86 0.909 21.36%
16 PYX 17.76 274K 17 Jan '20 233 22.50 C 3.30 12 18.58 0.896 55.60%
17 PYX 17.76 274K 17 Jan '20 233 17.50 C 4.70 1 25.00 0.863 34.00%
18 PYX 17.76 274K 17 Jan '20 233 20.00 C 3.90 10 21.96 0.862 44.30%
19 PYX 17.76 274K 17 Jan '20 233 15.00 C 5.70 0 16.55 0.854 24.38%
20 PYX 17.76 274K 15 Jan '21 597 15.00 C 7.40 0 26.13 0.836 44.79%
21 PYX 17.76 274K 15 Jan '21 597 20.00 C 6.00 0 33.78 0.788 70.07%
22 PYX 17.76 274K 15 Jan '21 597 22.50 C 5.20 0 29.28 0.780 79.14%
23 PYX 17.76 274K 15 Jan '21 597 17.50 C 6.60 0 35.70 0.777 56.81%
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.