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 12, 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 VIPS 16.25 2.8M 19 Apr '24 7 15.00 C 1.20 0 -0.31 0.702 -0.33%
2 VIPS 16.25 2.8M 16 Aug '24 126 16.00 C 1.85 0 9.85 0.579 11.11%
3 VIPS 16.25 2.8M 17 Jan '25 280 15.00 C 2.20 0 5.85 0.577 6.76%
4 VIPS 16.25 2.8M 16 Aug '24 126 18.00 C 1.05 11 6.46 0.495 18.42%
5 VIPS 16.25 2.8M 16 Jan '26 644 15.00 C 4.50 0 20.00 0.488 27.66%
6 VIPS 16.25 2.8M 15 Nov '24 217 15.00 C 3.00 4 10.77 0.476 13.21%
7 VIPS 16.25 2.8M 15 Nov '24 217 16.00 C 2.45 0 13.54 0.463 15.94%
8 VIPS 16.25 2.8M 19 Apr '24 7 18.00 C  0 73 0.00 0.460 10.77%
9 VIPS 16.25 2.8M 15 Nov '24 217 17.00 C 2.05 0 12.62 0.458 19.72%
10 VIPS 16.25 2.8M 17 May '24 35 15.00 C 1.55 13 1.85 0.458 2.04%
11 VIPS 16.25 2.8M 17 Jan '25 280 17.00 C 2.40 40 14.77 0.455 22.74%
12 VIPS 16.25 2.8M 16 Aug '24 126 17.00 C 1.40 0 8.62 0.453 14.48%
13 VIPS 16.25 2.8M 15 Nov '24 217 18.00 C 1.55 0 9.54 0.446 22.45%
14 VIPS 16.25 2.8M 21 Jun '24 70 15.00 C 0.90 8 -2.15 0.442 -2.28%
15 VIPS 16.25 2.8M 17 May '24 35 16.00 C 0.95 1 4.31 0.435 4.58%
16 VIPS 16.25 2.8M 21 Jun '24 70 16.00 C 1.30 23 6.46 0.428 7.02%
17 VIPS 16.25 2.8M 19 Apr '24 7 17.00 C 0.10 120 0.62 0.425 5.26%
18 VIPS 16.25 2.8M 17 May '24 35 17.00 C 0.50 14 3.08 0.425 7.94%
19 VIPS 16.25 2.8M 21 Jun '24 70 17.00 C 0.85 52 5.23 0.423 10.39%
20 VIPS 16.25 2.8M 21 Jun '24 70 18.00 C 0.50 2 3.08 0.419 14.29%
21 VIPS 16.25 2.8M 17 May '24 35 18.00 C 0.25 16 1.54 0.417 12.50%
22 VIPS 16.25 2.8M 19 Apr '24 7 16.00 C 0.45 0 1.23 0.405 1.27%
23 VIPS 16.25 2.8M 16 Jan '26 644 17.00 C 3.70 0 22.77 0.372 35.46%
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.