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 March 28, 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 LITE 47.35 1.2M 16 Jan '26 659 50.00 P 11.20 0 18.06 0.650 23.65%
2 LITE 47.35 1.2M 19 Dec '25 631 50.00 P 11.00 0 17.63 0.632 22.97%
3 LITE 47.35 1.2M 16 Jan '26 659 42.50 P 7.50 0 15.84 0.604 30.99%
4 LITE 47.35 1.2M 19 Dec '25 631 47.50 P 9.70 0 20.17 0.590 25.37%
5 LITE 47.35 1.2M 19 Dec '25 631 42.50 P 7.40 0 15.63 0.587 30.66%
6 LITE 47.35 1.2M 19 Dec '25 631 45.00 P 8.50 0 17.95 0.583 27.93%
7 LITE 47.35 1.2M 17 May '24 50 42.50 P 1.65 1 3.48 0.550 14.22%
8 LITE 47.35 1.2M 17 May '24 50 45.00 P 2.55 2 5.39 0.539 10.94%
9 LITE 47.35 1.2M 17 May '24 50 47.50 P 3.60 0 7.29 0.529 7.89%
10 LITE 47.35 1.2M 17 May '24 50 50.00 P 5.10 0 5.17 0.524 5.80%
11 LITE 47.35 1.2M 17 Jan '25 295 50.00 P 8.40 0 12.14 0.513 14.76%
12 LITE 47.35 1.2M 21 Jun '24 85 42.50 P 2.15 0 4.54 0.498 15.49%
13 LITE 47.35 1.2M 20 Dec '24 267 47.50 P 6.80 0 14.04 0.491 16.40%
14 LITE 47.35 1.2M 21 Jun '24 85 45.00 P 3.10 5 6.55 0.489 12.32%
15 LITE 47.35 1.2M 20 Dec '24 267 45.00 P 5.60 0 11.83 0.484 19.04%
16 LITE 47.35 1.2M 17 Jan '25 295 42.50 P 4.70 0 9.93 0.483 22.39%
17 LITE 47.35 1.2M 21 Jun '24 85 47.50 P 4.30 0 8.76 0.483 9.64%
18 LITE 47.35 1.2M 17 Jan '25 295 45.00 P 5.90 0 12.46 0.482 19.90%
19 LITE 47.35 1.2M 20 Dec '24 267 42.50 P 4.50 0 9.50 0.482 21.82%
20 LITE 47.35 1.2M 17 Jan '25 295 47.50 P 7.10 0 14.68 0.480 17.27%
21 LITE 47.35 1.2M 20 Dec '24 267 50.00 P 8.20 0 11.72 0.478 14.18%
22 LITE 47.35 1.2M 20 Sep '24 176 42.50 P 3.40 0 7.18 0.471 18.77%
23 LITE 47.35 1.2M 19 Jul '24 113 42.50 P 2.45 0 5.17 0.469 16.26%
24 LITE 47.35 1.2M 21 Jun '24 85 50.00 P 5.70 5 6.44 0.466 7.32%
25 LITE 47.35 1.2M 20 Sep '24 176 45.00 P 4.40 0 9.29 0.465 15.72%
26 LITE 47.35 1.2M 19 Jul '24 113 45.00 P 3.40 0 7.18 0.459 13.08%
27 LITE 47.35 1.2M 20 Sep '24 176 47.50 P 5.60 0 11.51 0.459 13.05%
28 LITE 47.35 1.2M 19 Jul '24 113 47.50 P 4.60 0 9.40 0.458 10.41%
29 LITE 47.35 1.2M 20 Sep '24 176 50.00 P 7.00 0 9.19 0.456 10.78%
30 LITE 47.35 1.2M 19 Jul '24 113 50.00 P 6.00 0 7.07 0.452 8.10%
31 LITE 47.35 1.2M 19 Apr '24 22 42.50 P 0.35 1 0.74 0.439 11.06%
32 LITE 47.35 1.2M 19 Apr '24 22 45.00 P 0.85 71 1.80 0.414 6.88%
33 LITE 47.35 1.2M 19 Apr '24 22 47.50 P 1.85 1 3.59 0.399 3.74%
34 LITE 47.35 1.2M 19 Apr '24 22 50.00 P 3.40 1 1.58 0.398 1.71%
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.