Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 3, 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 SABR 2.63 8.8M 18 Oct '24 198 2.00 C 0.85 0 8.37 1.166 12.36%
2 SABR 2.63 8.8M 18 Dec '26 989 3.50 C 0.10 0 3.80 1.128 38.34%
3 SABR 2.63 8.8M 19 Apr '24 16 2.00 C 0.47 10 -6.08 1.014 -7.41%
4 SABR 2.63 8.8M 17 May '24 44 2.00 C 0.72 6 3.42 1.009 4.71%
5 SABR 2.63 8.8M 17 May '24 44 3.50 C 0.11 166 4.18 0.997 38.89%
6 SABR 2.63 8.8M 17 Jan '25 289 2.00 C 0.92 0 11.03 0.949 16.96%
7 SABR 2.63 8.8M 19 Apr '24 16 3.50 C  0 0 0.00 0.946 33.08%
8 SABR 2.63 8.8M 17 Jan '25 289 2.50 C 0.82 0 26.24 0.942 38.12%
9 SABR 2.63 8.8M 17 May '24 44 3.00 C 0.20 24 7.60 0.941 23.46%
10 SABR 2.63 8.8M 17 May '24 44 2.50 C 0.37 49 9.13 0.933 10.62%
11 SABR 2.63 8.8M 17 Apr '25 379 3.00 C 0.69 0 26.24 0.913 54.64%
12 SABR 2.63 8.8M 20 Jun '25 443 3.00 C 0.72 0 27.38 0.908 57.07%
13 SABR 2.63 8.8M 19 Jul '24 107 2.00 C 0.72 9 3.42 0.893 4.71%
14 SABR 2.63 8.8M 18 Oct '24 198 3.00 C 0.48 0 18.25 0.843 39.53%
15 SABR 2.63 8.8M 20 Jun '25 443 3.50 C 0.46 0 17.49 0.834 61.29%
16 SABR 2.63 8.8M 19 Jul '24 107 2.50 C 0.47 15 12.93 0.832 15.74%
17 SABR 2.63 8.8M 18 Oct '24 198 2.50 C 0.48 6 13.31 0.831 16.28%
18 SABR 2.63 8.8M 17 Jan '25 289 3.00 C 0.62 0 23.57 0.810 49.25%
19 SABR 2.63 8.8M 18 Oct '24 198 3.50 C 0.34 0 12.93 0.805 52.84%
20 SABR 2.63 8.8M 19 Jul '24 107 3.00 C 0.31 28 11.79 0.794 29.31%
21 SABR 2.63 8.8M 17 Jan '25 289 3.50 C 0.47 0 17.87 0.791 62.04%
22 SABR 2.63 8.8M 19 Dec '25 625 2.50 C 1.07 1 35.74 0.786 60.26%
23 SABR 2.63 8.8M 19 Jul '24 107 3.50 C 0.18 211 6.84 0.778 42.86%
24 SABR 2.63 8.8M 16 Jan '26 653 3.50 C 0.34 0 12.93 0.775 52.84%
25 SABR 2.63 8.8M 17 Apr '25 379 3.50 C 0.40 10 15.21 0.766 56.95%
26 SABR 2.63 8.8M 18 Jun '26 806 2.00 C  0 0 -23.95 0.766 -23.95%
27 SABR 2.63 8.8M 19 Apr '24 16 2.50 C 0.22 266 3.42 0.755 3.73%
28 SABR 2.63 8.8M 19 Dec '25 625 3.50 C 0.47 0 17.87 0.754 62.04%
29 SABR 2.63 8.8M 16 Jan '26 653 3.00 C 0.92 0 34.98 0.720 75.44%
30 SABR 2.63 8.8M 19 Apr '24 16 3.00 C 0.03 285 1.14 0.691 15.38%
31 SABR 2.63 8.8M 18 Dec '26 989 3.00 C 0.30 1 11.41 0.678 28.76%
32 SABR 2.63 8.8M 17 Apr '25 379 2.50 C 0.42 0 11.03 0.660 13.12%
33 SABR 2.63 8.8M 16 Jan '26 653 2.50 C 0.63 0 19.01 0.613 25.00%
34 SABR 2.63 8.8M 18 Dec '26 989 2.50 C 0.50 0 14.07 0.519 17.37%
35 SABR 2.63 8.8M 16 Jan '26 653 2.00 C 1.07 0 16.73 0.511 28.21%
36 SABR 2.63 8.8M 17 Apr '25 379 2.00 C 0.44 0 -7.22 0.464 -8.68%
37 SABR 2.63 8.8M 19 Dec '25 625 3.00 C 0.31 0 11.79 0.424 29.31%
38 SABR 2.63 8.8M 18 Dec '26 989 2.00 C 1.35 0 27.38 0.406 56.25%
39 SABR 2.63 8.8M 19 Dec '25 625 2.00 C 0.53 0 -3.80 0.132 -4.76%
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.