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 July 29, 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 NIO 3.46 25.7M 2 Aug '19 4 2.50 P  0 10 0.00 1.817 27.75%
2 NIO 3.46 25.7M 2 Aug '19 4 4.00 P 0.56 39 0.58 1.216 0.69%
3 NIO 3.46 25.7M 9 Aug '19 11 2.50 P  0 0 0.00 1.191 27.75%
4 NIO 3.46 25.7M 15 Jan '21 536 2.50 P 0.85 0 24.57 1.064 69.35%
5 NIO 3.46 25.7M 23 Aug '19 25 4.00 P 0.70 0 4.62 1.058 5.80%
6 NIO 3.46 25.7M 16 Aug '19 18 2.50 P 0.02 51 0.58 1.046 28.49%
7 NIO 3.46 25.7M 15 Jan '21 536 4.00 P 1.84 17 37.57 1.037 80.25%
8 NIO 3.46 25.7M 15 Jan '21 536 3.00 P 1.15 7,516 33.24 1.035 69.70%
9 NIO 3.46 25.7M 15 Jan '21 536 3.50 P 1.49 26 41.91 1.032 73.60%
10 NIO 3.46 25.7M 2 Aug '19 4 3.00 P 0.01 368 0.29 1.029 13.62%
11 NIO 3.46 25.7M 16 Aug '19 18 4.00 P 0.66 233 3.47 1.011 4.29%
12 NIO 3.46 25.7M 21 Feb '20 207 4.00 P 1.31 0 22.25 1.003 35.81%
13 NIO 3.46 25.7M 20 Sep '19 53 4.00 P 0.84 717 8.67 0.996 11.45%
14 NIO 3.46 25.7M 2 Aug '19 4 3.50 P 0.16 1,831 3.47 0.992 3.64%
15 NIO 3.46 25.7M 21 Feb '20 207 3.50 P 0.96 0 26.59 0.986 36.80%
16 NIO 3.46 25.7M 9 Aug '19 11 4.00 P 0.55 6 0.29 0.985 0.34%
17 NIO 3.46 25.7M 17 Jan '20 172 4.00 P 1.20 0 19.08 0.975 29.20%
18 NIO 3.46 25.7M 30 Aug '19 32 4.00 P 0.73 50 5.49 0.975 6.96%
19 NIO 3.46 25.7M 17 Jan '20 172 2.50 P 0.32 2 9.25 0.973 40.76%
20 NIO 3.46 25.7M 21 Feb '20 207 2.50 P 0.41 0 11.85 0.972 44.92%
21 NIO 3.46 25.7M 23 Aug '19 25 2.50 P 0.03 5 0.87 0.968 28.86%
22 NIO 3.46 25.7M 21 Feb '20 207 3.00 P 0.67 1 19.36 0.965 40.50%
23 NIO 3.46 25.7M 17 Jan '20 172 3.00 P 0.57 41 16.47 0.955 35.64%
24 NIO 3.46 25.7M 6 Sep '19 39 4.00 P 0.77 50 6.65 0.954 8.55%
25 NIO 3.46 25.7M 17 Jan '20 172 3.50 P 0.85 8 23.41 0.952 31.03%
26 NIO 3.46 25.7M 30 Aug '19 32 2.50 P 0.03 22 0.87 0.948 28.86%
27 NIO 3.46 25.7M 23 Aug '19 25 3.50 P 0.34 213 8.67 0.938 9.62%
28 NIO 3.46 25.7M 15 Nov '19 109 4.00 P 1.03 0 14.16 0.928 20.16%
29 NIO 3.46 25.7M 30 Aug '19 32 3.50 P 0.38 64 9.83 0.927 11.04%
30 NIO 3.46 25.7M 30 Aug '19 32 3.00 P 0.15 85 4.34 0.916 18.43%
31 NIO 3.46 25.7M 15 Nov '19 109 3.00 P 0.40 31 11.56 0.915 28.10%
32 NIO 3.46 25.7M 20 Sep '19 53 3.50 P 0.49 63 13.01 0.913 15.15%
33 NIO 3.46 25.7M 16 Aug '19 18 3.50 P 0.29 395 7.23 0.909 7.89%
34 NIO 3.46 25.7M 6 Sep '19 39 3.50 P 0.41 13 10.69 0.907 12.13%
35 NIO 3.46 25.7M 15 Nov '19 109 3.50 P 0.68 0 18.50 0.898 23.02%
36 NIO 3.46 25.7M 23 Aug '19 25 3.00 P 0.11 218 3.18 0.896 17.01%
37 NIO 3.46 25.7M 20 Sep '19 53 2.50 P 0.08 80 2.31 0.894 30.77%
38 NIO 3.46 25.7M 15 Nov '19 109 2.50 P 0.19 13 5.49 0.889 35.17%
39 NIO 3.46 25.7M 20 Sep '19 53 3.00 P 0.23 320 6.65 0.886 21.36%
40 NIO 3.46 25.7M 6 Sep '19 39 3.00 P 0.17 171 4.91 0.885 19.15%
41 NIO 3.46 25.7M 16 Aug '19 18 3.00 P 0.08 121 2.31 0.879 15.98%
42 NIO 3.46 25.7M 6 Sep '19 39 2.50 P 0.04 50 1.16 0.859 29.24%
43 NIO 3.46 25.7M 9 Aug '19 11 3.00 P 0.03 392 0.87 0.835 14.29%
44 NIO 3.46 25.7M 9 Aug '19 11 3.50 P 0.20 210 4.62 0.828 4.91%
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.