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 15, 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 SLG 49.68 1.1M 19 Apr '24 4 45.00 C 3.80 1 -1.77 1.116 -1.92%
2 SLG 49.68 1.1M 19 Apr '24 4 47.50 C 3.10 2 1.85 0.972 1.98%
3 SLG 49.68 1.1M 19 Apr '24 4 50.00 C 1.75 30 3.52 0.925 4.32%
4 SLG 49.68 1.1M 19 Apr '24 4 52.50 C 0.80 108 1.61 0.925 7.41%
5 SLG 49.68 1.1M 17 May '24 32 45.00 C 6.10 57 2.86 0.609 3.26%
6 SLG 49.68 1.1M 17 May '24 32 47.50 C 4.50 11 4.67 0.600 5.14%
7 SLG 49.68 1.1M 17 May '24 32 50.00 C 3.20 105 6.44 0.586 7.57%
8 SLG 49.68 1.1M 17 May '24 32 52.50 C 2.20 32 4.43 0.581 10.57%
9 SLG 49.68 1.1M 16 Aug '24 123 47.50 C 5.30 5 6.28 0.576 7.03%
10 SLG 49.68 1.1M 21 Jun '24 67 47.50 C 5.70 0 7.09 0.559 8.00%
11 SLG 49.68 1.1M 21 Jun '24 67 45.00 C 7.00 0 4.67 0.555 5.44%
12 SLG 49.68 1.1M 21 Jun '24 67 50.00 C 4.40 2 8.86 0.549 10.42%
13 SLG 49.68 1.1M 21 Jun '24 67 52.50 C 3.40 3 6.84 0.545 13.44%
14 SLG 49.68 1.1M 19 Jul '24 95 45.00 C 7.70 0 6.08 0.540 7.19%
15 SLG 49.68 1.1M 19 Jul '24 95 50.00 C 5.00 4 10.06 0.527 11.91%
16 SLG 49.68 1.1M 19 Jul '24 95 47.50 C 6.20 0 8.09 0.522 9.25%
17 SLG 49.68 1.1M 19 Jul '24 95 52.50 C 4.00 0 8.05 0.518 14.93%
18 SLG 49.68 1.1M 16 Aug '24 123 45.00 C 8.00 0 6.68 0.493 7.97%
19 SLG 49.68 1.1M 16 Aug '24 123 50.00 C 5.50 0 11.07 0.489 13.17%
20 SLG 49.68 1.1M 16 Aug '24 123 52.50 C 4.40 0 8.86 0.486 15.95%
21 SLG 49.68 1.1M 15 Nov '24 214 52.50 C 5.90 0 11.88 0.451 19.92%
22 SLG 49.68 1.1M 15 Nov '24 214 50.00 C 6.90 0 13.89 0.450 16.88%
23 SLG 49.68 1.1M 15 Nov '24 214 45.00 C 9.30 0 9.30 0.448 11.44%
24 SLG 49.68 1.1M 17 Jan '25 277 47.50 C 7.50 20 10.71 0.439 12.61%
25 SLG 49.68 1.1M 17 Jan '25 277 52.50 C 6.80 0 13.69 0.435 22.43%
26 SLG 49.68 1.1M 17 Jan '25 277 50.00 C 7.80 0 15.70 0.433 19.39%
27 SLG 49.68 1.1M 17 Jan '25 277 45.00 C 8.60 1 7.89 0.406 9.54%
28 SLG 49.68 1.1M 15 Nov '24 214 47.50 C 6.50 0 8.70 0.396 10.00%
29 SLG 49.68 1.1M 16 Jan '26 641 52.50 C 10.00 0 20.13 0.304 32.31%
30 SLG 49.68 1.1M 16 Jan '26 641 50.00 C 9.00 1 18.12 0.298 22.91%
31 SLG 49.68 1.1M 16 Jan '26 641 47.50 C 12.10 0 19.97 0.284 26.40%
32 SLG 49.68 1.1M 16 Jan '26 641 45.00 C 12.90 0 16.55 0.257 22.35%
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.