Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Iron Condor Screener For CREE Report Date:

SCREENER   
Select Stock
 Symbol   
Selection Filters
LEG VOLUME
STRIKE RANGE
EXPIRATION
Additional Filters
There are no additional filters for this screener
Screener Options
Subscribers can save settings 
Sort By     
Data is delayed from August 26, 2019. You must subscribe to get the latest data.
# Stock Stock
Price
Expiry Days Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike P/C IVol Volume Price Leg Price Strike P/C IVol Volume Price Leg Price
1 CREE 43.18 18 Oct '19 53 42.50
57.50
P
C
0.452
0.521
15
5
2.45
0.06
2.51 40.00
60.00
P
C
0.481
0.440
136
26
1.78
0.16
1.94 0.57 -0.57 1.93 -0.30 0.052
2 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
60.00
P
C
0.482
0.407
2
3
2.30
0.53
2.83 4.77 -4.77 10.23 -0.47 0.031
3 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 3.34 -3.34 11.66 -0.29 0.021
4 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 37.50
60.00
P
C
0.482
0.407
2
3
2.30
0.53
2.83 3.80 -3.80 8.70 -0.44 0.021
5 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
57.50
P
C
0.482
0.420
2
3
2.30
0.75
3.05 4.55 -4.55 7.95 -0.57 0.018
6 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 3.28 -3.28 11.72 -0.28 0.015
7 CREE 43.18 20 Dec '19 116 35.00
47.50
P
C
0.521
0.452
117
22
1.46
2.68
4.14 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 2.37 -2.37 10.13 -0.23 0.011
8 CREE 43.18 20 Dec '19 116 42.50
50.00
P
C
0.458
0.440
615
15
3.95
1.88
5.83 37.50
60.00
P
C
0.482
0.407
2
3
2.30
0.53
2.83 3.00 -3.00 7.00 -0.43 0.009
9 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
57.50
P
C
0.554
0.420
2
3
1.24
0.75
1.99 3.12 -3.12 9.38 -0.33 0.008
10 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 37.50
57.50
P
C
0.482
0.420
2
3
2.30
0.75
3.05 3.58 -3.58 6.42 -0.56 0.008
11 CREE 43.18 20 Dec '19 116 42.50
55.00
P
C
0.458
0.438
615
623
3.95
0.86
4.81 37.50
60.00
P
C
0.482
0.407
2
3
2.30
0.53
2.83 1.98 -1.98 3.02 -0.66 0.007
12 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 2.31 -2.31 10.19 -0.23 0.005
13 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
52.50
P
C
0.482
0.434
2
5
2.30
1.53
3.83 3.77 -3.77 3.73 -1.01 0.005
14 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
62.50
P
C
0.482
0.435
2
1
2.30
0.39
2.69 4.91 -4.91 12.59 -0.39 0.004
15 CREE 43.18 20 Dec '19 116 42.50
52.50
P
C
0.458
0.434
615
5
3.95
1.30
5.25 37.50
60.00
P
C
0.482
0.407
2
3
2.30
0.53
2.83 2.42 -2.42 5.08 -0.48 0.003
16 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 3.06 -3.06 9.44 -0.32 0.002
17 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
55.00
P
C
0.482
0.438
2
623
2.30
1.06
3.36 4.24 -4.24 5.76 -0.74 0.001
18 CREE 43.18 20 Dec '19 116 35.00
50.00
P
C
0.521
0.440
117
15
1.46
1.88
3.34 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 1.57 -1.57 8.43 -0.19 -0.000
19 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
50.00
P
C
0.482
0.440
2
15
2.30
2.10
4.40 3.20 -3.20 1.80 -1.78 -0.002
20 CREE 43.18 20 Dec '19 116 35.00
47.50
P
C
0.521
0.452
117
22
1.46
2.68
4.14 32.50
57.50
P
C
0.554
0.420
2
3
1.24
0.75
1.99 2.15 -2.15 7.85 -0.27 -0.002
21 CREE 43.18 20 Dec '19 116 35.00
55.00
P
C
0.521
0.438
117
623
1.46
0.86
2.32 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 0.55 -0.55 4.45 -0.12 -0.003
22 CREE 43.18 4 Oct '19 39 43.00
43.50
P
C
0.449
0.457
50
2
2.35
2.36
4.71 40.00
47.00
P
C
0.470
0.439
52
43
1.40
1.18
2.58 2.13 -2.13 1.37 -1.55 -0.003
23 CREE 43.18 20 Dec '19 116 42.50
50.00
P
C
0.458
0.440
615
15
3.95
1.88
5.83 37.50
57.50
P
C
0.482
0.420
2
3
2.30
0.75
3.05 2.78 -2.78 4.72 -0.59 -0.004
24 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
52.50
P
C
0.554
0.434
2
5
1.24
1.53
2.77 2.34 -2.34 5.16 -0.45 -0.005
25 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 37.50
52.50
P
C
0.482
0.434
2
5
2.30
1.53
3.83 2.80 -2.80 2.20 -1.27 -0.006
26 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
62.50
P
C
0.554
0.435
2
1
1.24
0.39
1.63 3.48 -3.48 14.02 -0.25 -0.006
27 CREE 43.18 4 Oct '19 39 43.00
43.50
P
C
0.449
0.457
50
2
2.35
2.36
4.71 40.00
46.50
P
C
0.470
0.443
52
10
1.40
1.32
2.72 1.99 -1.99 1.01 -1.97 -0.006
28 CREE 43.18 20 Dec '19 116 42.50
55.00
P
C
0.458
0.438
615
623
3.95
0.86
4.81 37.50
57.50
P
C
0.482
0.420
2
3
2.30
0.75
3.05 1.76 -1.76 3.24 -0.54 -0.006
29 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 37.50
62.50
P
C
0.482
0.435
2
1
2.30
0.39
2.69 3.94 -3.94 11.06 -0.36 -0.006
30 CREE 43.18 20 Dec '19 116 35.00
52.50
P
C
0.521
0.434
117
5
1.46
1.30
2.76 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 0.99 -0.99 6.51 -0.15 -0.007
31 CREE 43.18 20 Dec '19 116 37.50
50.00
P
C
0.482
0.440
2
15
1.82
1.88
3.70 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 1.51 -1.51 8.49 -0.18 -0.007
32 CREE 43.18 18 Oct '19 53 42.50
45.00
P
C
0.452
0.443
15
1
2.45
2.03
4.48 40.00
50.00
P
C
0.481
0.421
136
37
1.78
0.84
2.62 1.86 -1.86 3.14 -0.59 -0.007
33 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 2.09 -2.09 7.91 -0.26 -0.008
34 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 5.41 -5.41 9.59 -0.56 -0.008
35 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
55.00
P
C
0.554
0.438
2
623
1.24
1.06
2.30 2.81 -2.81 7.19 -0.39 -0.009
36 CREE 43.18 20 Dec '19 116 37.50
55.00
P
C
0.482
0.438
2
623
1.82
0.86
2.68 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 0.49 -0.49 4.51 -0.11 -0.009
37 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 37.50
55.00
P
C
0.482
0.438
2
623
2.30
1.06
3.36 3.27 -3.27 4.23 -0.77 -0.009
38 CREE 43.18 20 Dec '19 116 42.50
52.50
P
C
0.458
0.434
615
5
3.95
1.30
5.25 37.50
57.50
P
C
0.482
0.420
2
3
2.30
0.75
3.05 2.20 -2.20 2.80 -0.79 -0.010
39 CREE 43.18 20 Dec '19 116 42.50
57.50
P
C
0.458
0.420
615
3
3.95
0.57
4.52 37.50
60.00
P
C
0.482
0.407
2
3
2.30
0.53
2.83 1.69 -1.69 3.31 -0.51 -0.010
40 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
50.00
P
C
0.554
0.440
2
15
1.24
2.10
3.34 1.77 -1.77 3.23 -0.55 -0.011
41 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
52.50
P
C
0.521
0.434
117
5
1.66
1.53
3.19 2.28 -2.28 5.22 -0.44 -0.011
42 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 37.50
50.00
P
C
0.482
0.440
2
15
2.30
2.10
4.40 2.23 -2.23 2.77 -0.81 -0.012
43 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
62.50
P
C
0.521
0.435
117
1
1.66
0.39
2.05 3.42 -3.42 14.08 -0.24 -0.012
44 CREE 43.18 20 Dec '19 116 37.50
52.50
P
C
0.482
0.434
2
5
1.82
1.30
3.12 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 0.93 -0.93 6.57 -0.14 -0.013
45 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 37.50
47.50
P
C
0.482
0.452
2
22
2.30
2.88
5.18 2.42 -2.42 2.58 -0.94 -0.013
46 CREE 43.18 20 Dec '19 116 35.00
50.00
P
C
0.521
0.440
117
15
1.46
1.88
3.34 32.50
57.50
P
C
0.554
0.420
2
3
1.24
0.75
1.99 1.35 -1.35 6.15 -0.22 -0.013
47 CREE 43.18 18 Oct '19 53 42.50
45.00
P
C
0.452
0.443
15
1
2.45
2.03
4.48 40.00
47.50
P
C
0.481
0.428
136
2
1.78
1.34
3.12 1.36 -1.36 1.14 -1.19 -0.015
48 CREE 43.18 20 Dec '19 116 35.00
47.50
P
C
0.521
0.452
117
22
1.46
2.68
4.14 32.50
52.50
P
C
0.554
0.434
2
5
1.24
1.53
2.77 1.37 -1.37 3.63 -0.38 -0.015
49 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
55.00
P
C
0.521
0.438
117
623
1.66
1.06
2.72 2.75 -2.75 7.25 -0.38 -0.015
50 CREE 43.18 20 Dec '19 116 35.00
55.00
P
C
0.521
0.438
117
623
1.46
0.86
2.32 32.50
57.50
P
C
0.554
0.420
2
3
1.24
0.75
1.99 0.33 -0.33 2.17 -0.15 -0.016
51 CREE 43.18 20 Dec '19 116 35.00
47.50
P
C
0.521
0.452
117
22
1.46
2.68
4.14 32.50
62.50
P
C
0.554
0.435
2
1
1.24
0.39
1.63 2.51 -2.51 12.49 -0.20 -0.016
52 CREE 43.18 20 Dec '19 116 42.50
50.00
P
C
0.458
0.440
615
15
3.95
1.88
5.83 37.50
52.50
P
C
0.482
0.434
2
5
2.30
1.53
3.83 2.00 -2.00 3.00 -0.67 -0.017
53 CREE 43.18 4 Oct '19 39 43.00
46.50
P
C
0.449
0.443
50
10
2.35
1.18
3.53 40.00
47.00
P
C
0.470
0.439
52
43
1.40
1.18
2.58 0.95 -0.95 2.05 -0.46 -0.018
54 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
50.00
P
C
0.521
0.440
117
15
1.66
2.10
3.76 1.71 -1.71 3.29 -0.52 -0.018
55 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 3.70 -3.70 11.30 -0.33 -0.018
56 CREE 43.18 20 Dec '19 116 42.50
50.00
P
C
0.458
0.440
615
15
3.95
1.88
5.83 37.50
62.50
P
C
0.482
0.435
2
1
2.30
0.39
2.69 3.14 -3.14 9.36 -0.34 -0.018
57 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 4.44 -4.44 8.06 -0.55 -0.019
58 CREE 43.18 20 Dec '19 116 35.00
47.50
P
C
0.521
0.452
117
22
1.46
2.68
4.14 32.50
55.00
P
C
0.554
0.438
2
623
1.24
1.06
2.30 1.84 -1.84 5.66 -0.33 -0.019
59 CREE 43.18 20 Dec '19 116 35.00
52.50
P
C
0.521
0.434
117
5
1.46
1.30
2.76 32.50
57.50
P
C
0.554
0.420
2
3
1.24
0.75
1.99 0.77 -0.77 4.23 -0.18 -0.020
60 CREE 43.18 20 Dec '19 116 37.50
50.00
P
C
0.482
0.440
2
15
1.82
1.88
3.70 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 1.29 -1.29 6.21 -0.21 -0.020
61 CREE 43.18 20 Dec '19 116 35.00
57.50
P
C
0.521
0.420
117
3
1.46
0.57
2.03 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 0.26 -0.26 2.24 -0.12 -0.020
62 CREE 43.18 20 Dec '19 116 42.50
55.00
P
C
0.458
0.438
615
623
3.95
0.86
4.81 37.50
62.50
P
C
0.482
0.435
2
1
2.30
0.39
2.69 2.12 -2.12 5.38 -0.39 -0.020
63 CREE 43.18 20 Dec '19 116 42.50
50.00
P
C
0.458
0.440
615
15
3.95
1.88
5.83 37.50
55.00
P
C
0.482
0.438
2
623
2.30
1.06
3.36 2.47 -2.47 2.53 -0.98 -0.021
64 CREE 43.18 20 Dec '19 116 35.00
47.50
P
C
0.521
0.452
117
22
1.46
2.68
4.14 32.50
50.00
P
C
0.554
0.440
2
15
1.24
2.10
3.34 0.80 -0.80 1.70 -0.47 -0.021
65 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 35.00
52.50
P
C
0.521
0.434
117
5
1.66
1.53
3.19 1.31 -1.31 3.69 -0.36 -0.021
66 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 5.19 -5.19 7.31 -0.71 -0.021
67 CREE 43.18 20 Dec '19 116 37.50
55.00
P
C
0.482
0.438
2
623
1.82
0.86
2.68 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 0.27 -0.27 2.23 -0.12 -0.022
68 CREE 43.18 18 Oct '19 53 42.50
47.50
P
C
0.452
0.428
15
2
2.45
1.22
3.67 40.00
50.00
P
C
0.481
0.421
136
37
1.78
0.84
2.62 1.05 -1.05 1.45 -0.72 -0.022
69 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 35.00
62.50
P
C
0.521
0.435
117
1
1.66
0.39
2.05 2.45 -2.45 12.55 -0.20 -0.022
70 CREE 43.18 20 Dec '19 116 35.00
45.00
P
C
0.521
0.462
117
75
1.46
3.65
5.11 32.50
47.50
P
C
0.554
0.452
2
22
1.24
2.88
4.12 0.99 -0.99 1.51 -0.66 -0.023
71 CREE 43.18 18 Oct '19 53 42.50
52.50
P
C
0.452
0.445
15
53
2.45
0.25
2.70 40.00
60.00
P
C
0.481
0.440
136
26
1.78
0.16
1.94 0.76 -0.76 6.74 -0.11 -0.024
72 CREE 43.18 20 Dec '19 116 42.50
52.50
P
C
0.458
0.434
615
5
3.95
1.30
5.25 37.50
62.50
P
C
0.482
0.435
2
1
2.30
0.39
2.69 2.56 -2.56 7.44 -0.34 -0.024
73 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 35.00
55.00
P
C
0.521
0.438
117
623
1.66
1.06
2.72 1.78 -1.78 5.72 -0.31 -0.025
74 CREE 43.18 20 Dec '19 116 37.50
52.50
P
C
0.482
0.434
2
5
1.82
1.30
3.12 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 0.71 -0.71 4.29 -0.17 -0.026
75 CREE 43.18 20 Dec '19 116 37.50
57.50
P
C
0.482
0.420
2
3
1.82
0.57
2.39 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 0.20 -0.20 2.30 -0.09 -0.026
76 CREE 43.18 18 Oct '19 53 42.50
45.00
P
C
0.452
0.443
15
1
2.45
2.03
4.48 40.00
60.00
P
C
0.481
0.440
136
26
1.78
0.16
1.94 2.54 -2.54 12.46 -0.20 -0.026
77 CREE 43.18 20 Dec '19 116 35.00
50.00
P
C
0.521
0.440
117
15
1.46
1.88
3.34 32.50
52.50
P
C
0.554
0.434
2
5
1.24
1.53
2.77 0.57 -0.57 1.93 -0.30 -0.027
78 CREE 43.18 20 Dec '19 116 42.50
52.50
P
C
0.458
0.434
615
5
3.95
1.30
5.25 37.50
55.00
P
C
0.482
0.438
2
623
2.30
1.06
3.36 1.89 -1.89 3.11 -0.61 -0.027
79 CREE 43.18 20 Dec '19 116 35.00
50.00
P
C
0.521
0.440
117
15
1.46
1.88
3.34 32.50
62.50
P
C
0.554
0.435
2
1
1.24
0.39
1.63 1.71 -1.71 10.79 -0.16 -0.027
80 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 35.00
50.00
P
C
0.521
0.440
117
15
1.66
2.10
3.76 0.74 -0.74 1.76 -0.42 -0.028
81 CREE 43.18 20 Dec '19 116 37.50
47.50
P
C
0.482
0.452
2
22
1.82
2.68
4.50 32.50
60.00
P
C
0.554
0.407
2
3
1.24
0.53
1.77 2.73 -2.73 9.77 -0.28 -0.028
82 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 35.00
47.50
P
C
0.521
0.452
117
22
1.66
2.88
4.54 0.93 -0.93 1.57 -0.59 -0.029
83 CREE 43.18 20 Dec '19 116 35.00
55.00
P
C
0.521
0.438
117
623
1.46
0.86
2.32 32.50
62.50
P
C
0.554
0.435
2
1
1.24
0.39
1.63 0.69 -0.69 6.81 -0.10 -0.030
84 CREE 43.18 20 Dec '19 116 42.50
50.00
P
C
0.458
0.440
615
15
3.95
1.88
5.83 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 3.64 -3.64 6.36 -0.57 -0.030
85 CREE 43.18 20 Dec '19 116 35.00
50.00
P
C
0.521
0.440
117
15
1.46
1.88
3.34 32.50
55.00
P
C
0.554
0.438
2
623
1.24
1.06
2.30 1.04 -1.04 3.96 -0.26 -0.030
86 CREE 43.18 20 Dec '19 116 37.50
45.00
P
C
0.482
0.462
2
75
1.82
3.65
5.47 32.50
57.50
P
C
0.554
0.420
2
3
1.24
0.75
1.99 3.48 -3.48 9.02 -0.39 -0.031
87 CREE 43.18 18 Oct '19 53 42.50
45.00
P
C
0.452
0.443
15
1
2.45
2.03
4.48 40.00
52.50
P
C
0.481
0.445
136
53
1.78
0.79
2.57 1.91 -1.91 5.59 -0.34 -0.032
88 CREE 43.18 20 Dec '19 116 42.50
47.50
P
C
0.458
0.452
615
22
3.95
2.68
6.63 35.00
57.50
P
C
0.521
0.420
117
3
1.66
0.75
2.41 4.22 -4.22 5.78 -0.73 -0.032
89 CREE 43.18 20 Dec '19 116 42.50
55.00
P
C
0.458
0.438
615
623
3.95
0.86
4.81 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 2.62 -2.62 4.88 -0.54 -0.032
90 CREE 43.18 20 Dec '19 116 37.50
50.00
P
C
0.482
0.440
2
15
1.82
1.88
3.70 35.00
52.50
P
C
0.521
0.434
117
5
1.66
1.53
3.19 0.51 -0.51 1.99 -0.26 -0.033
91 CREE 43.18 20 Dec '19 116 35.00
52.50
P
C
0.521
0.434
117
5
1.46
1.30
2.76 32.50
62.50
P
C
0.554
0.435
2
1
1.24
0.39
1.63 1.13 -1.13 8.87 -0.13 -0.034
92 CREE 43.18 20 Dec '19 116 37.50
50.00
P
C
0.482
0.440
2
15
1.82
1.88
3.70 35.00
62.50
P
C
0.521
0.435
117
1
1.66
0.39
2.05 1.65 -1.65 10.85 -0.15 -0.034
93 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 35.00
52.50
P
C
0.521
0.434
117
5
1.66
1.53
3.19 4.41 -4.41 3.09 -1.43 -0.035
94 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 35.00
62.50
P
C
0.521
0.435
117
1
1.66
0.39
2.05 5.55 -5.55 11.95 -0.46 -0.036
95 CREE 43.18 20 Dec '19 116 37.50
55.00
P
C
0.482
0.438
2
623
1.82
0.86
2.68 35.00
62.50
P
C
0.521
0.435
117
1
1.66
0.39
2.05 0.63 -0.63 6.87 -0.09 -0.036
96 CREE 43.18 20 Dec '19 116 42.50
52.50
P
C
0.458
0.434
615
5
3.95
1.30
5.25 35.00
60.00
P
C
0.521
0.407
117
3
1.66
0.53
2.19 3.06 -3.06 4.44 -0.69 -0.036
97 CREE 43.18 20 Dec '19 116 35.00
52.50
P
C
0.521
0.434
117
5
1.46
1.30
2.76 32.50
55.00
P
C
0.554
0.438
2
623
1.24
1.06
2.30 0.46 -0.46 2.04 -0.23 -0.037
98 CREE 43.18 20 Dec '19 116 37.50
50.00
P
C
0.482
0.440
2
15
1.82
1.88
3.70 35.00
55.00
P
C
0.521
0.438
117
623
1.66
1.06
2.72 0.98 -0.98 4.02 -0.24 -0.037
99 CREE 43.18 20 Dec '19 116 42.50
57.50
P
C
0.458
0.420
615
3
3.95
0.57
4.52 37.50
62.50
P
C
0.482
0.435
2
1
2.30
0.39
2.69 1.83 -1.83 3.17 -0.58 -0.038
100 CREE 43.18 20 Dec '19 116 42.50
45.00
P
C
0.458
0.462
615
75
3.95
3.65
7.60 35.00
55.00
P
C
0.521
0.438
117
623
1.66
1.06
2.72 4.88 -4.88 5.12 -0.95 -0.039
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.