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 November 19, 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 CVM 7.80 355K 17 Jan '20 59 5.00 P 1.50 77 19.23 2.815 68.25%
2 CVM 7.80 355K 21 Feb '20 94 5.00 P 1.85 0 23.72 2.641 78.15%
3 CVM 7.80 355K 17 Jan '20 59 12.50 P 4.00 0 -8.97 2.588 -18.42%
4 CVM 7.80 355K 17 Apr '20 150 5.00 P 2.15 0 27.56 2.586 87.61%
5 CVM 7.80 355K 17 Jan '20 59 7.50 P 2.30 0 29.49 2.553 47.27%
6 CVM 7.80 355K 21 Feb '20 94 7.50 P 3.20 0 41.03 2.365 76.09%
7 CVM 7.80 355K 17 Apr '20 150 7.50 P 3.40 0 43.59 2.260 84.09%
8 CVM 7.80 355K 20 Dec '19 31 5.00 P 0.55 51 7.05 2.225 46.21%
9 CVM 7.80 355K 21 Feb '20 94 10.00 P 4.60 0 30.77 2.205 75.00%
10 CVM 7.80 355K 17 Jan '20 59 10.00 P 3.80 0 20.51 2.201 40.00%
11 CVM 7.80 355K 19 Jun '20 213 5.00 P 2.00 0 25.64 2.147 82.76%
12 CVM 7.80 355K 20 Dec '19 31 10.00 P 3.20 151 12.82 1.982 21.74%
13 CVM 7.80 355K 15 Jan '21 423 5.00 P 0.45 0 5.77 1.881 44.22%
14 CVM 7.80 355K 20 Dec '19 31 12.50 P 4.80 0 1.28 1.855 3.33%
15 CVM 7.80 355K 18 Dec '20 395 10.00 P 4.20 0 25.64 1.664 55.56%
16 CVM 7.80 355K 20 Dec '19 31 7.50 P 1.00 13 12.82 1.641 19.12%
17 CVM 7.80 355K 18 Dec '20 395 5.00 P 2.00 0 25.64 1.631 82.76%
18 CVM 7.80 355K 15 Jan '21 423 12.50 P 6.10 0 17.95 1.296 82.35%
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.