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 4, 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 S 21.86 3.9M 5 Apr '24 1 21.50 C 0.15 3 -0.96 0.702 -0.97%
2 S 21.86 3.9M 5 Apr '24 1 22.50 C 0.05 98 0.23 0.702 3.16%
3 S 21.86 3.9M 5 Apr '24 1 22.00 C 0.25 228 1.14 0.702 1.80%
4 S 21.86 3.9M 5 Apr '24 1 21.00 C 0.85 0 -0.05 0.702 -0.05%
5 S 21.86 3.9M 20 Sep '24 169 21.00 C 3.70 0 12.99 0.560 15.64%
6 S 21.86 3.9M 20 Sep '24 169 22.00 C 3.20 0 14.64 0.560 17.90%
7 S 21.86 3.9M 21 Jun '24 78 21.00 C 2.60 2 7.96 0.552 9.03%
8 S 21.86 3.9M 21 Jun '24 78 22.00 C 2.10 1 9.61 0.551 11.34%
9 S 21.86 3.9M 15 Nov '24 225 21.00 C 4.20 0 15.28 0.550 18.91%
10 S 21.86 3.9M 15 Nov '24 225 22.00 C 3.70 0 16.93 0.548 21.15%
11 S 21.86 3.9M 19 Jul '24 106 21.00 C 2.90 0 9.33 0.545 10.76%
12 S 21.86 3.9M 16 Aug '24 134 21.00 C 3.20 0 10.70 0.538 12.54%
13 S 21.86 3.9M 19 Jul '24 106 22.00 C 2.40 2 10.98 0.532 13.05%
14 S 21.86 3.9M 16 Aug '24 134 22.00 C 2.75 1 12.58 0.531 15.12%
15 S 21.86 3.9M 17 May '24 43 21.00 C 1.90 1 4.76 0.502 5.21%
16 S 21.86 3.9M 12 Apr '24 8 22.50 C 0.35 32 1.60 0.497 4.60%
17 S 21.86 3.9M 12 Apr '24 8 21.00 C 1.10 0 1.10 0.497 1.16%
18 S 21.86 3.9M 19 Apr '24 15 21.00 C 1.30 1 2.01 0.491 2.14%
19 S 21.86 3.9M 19 Apr '24 15 22.00 C 0.75 11 3.43 0.489 4.22%
20 S 21.86 3.9M 19 Apr '24 15 21.50 C 1.00 11 2.93 0.489 3.07%
21 S 21.86 3.9M 10 May '24 36 22.00 C 1.20 0 5.49 0.488 6.49%
22 S 21.86 3.9M 17 May '24 43 22.00 C 1.35 30 6.18 0.487 7.26%
23 S 21.86 3.9M 19 Dec '25 624 22.00 C 6.50 0 29.73 0.484 43.23%
24 S 21.86 3.9M 12 Apr '24 8 22.00 C 0.50 21 2.29 0.477 3.00%
25 S 21.86 3.9M 3 May '24 29 22.00 C 1.05 0 4.80 0.473 5.72%
26 S 21.86 3.9M 26 Apr '24 22 21.00 C 1.40 0 2.47 0.469 2.64%
27 S 21.86 3.9M 19 Apr '24 15 22.50 C 0.50 25 2.29 0.463 5.34%
28 S 21.86 3.9M 26 Apr '24 22 22.00 C 0.85 123 3.89 0.450 4.71%
29 S 21.86 3.9M 16 Jan '26 652 22.00 C 5.10 10 23.33 0.395 31.26%
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.