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 24, 2020. 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 AMAG 10.00 935K 15 Jan '21 175 9.00 C 2.50 0 15.00 1.227 20.00%
2 AMAG 10.00 935K 21 Aug '20 28 9.00 C 1.25 62 2.50 1.133 2.86%
3 AMAG 10.00 935K 18 Sep '20 56 8.00 C 0.95 5 -10.50 1.131 -11.60%
4 AMAG 10.00 935K 18 Sep '20 56 10.00 C 0.50 3 5.00 1.044 5.26%
5 AMAG 10.00 935K 18 Sep '20 56 12.00 C 0.05 0 0.50 1.002 20.60%
6 AMAG 10.00 935K 20 Nov '20 119 12.00 C 0.90 0 9.00 0.992 31.87%
7 AMAG 10.00 935K 18 Sep '20 56 9.00 C 1.65 0 6.50 0.980 7.78%
8 AMAG 10.00 935K 20 Nov '20 119 8.00 C 2.45 0 4.50 0.975 5.96%
9 AMAG 10.00 935K 20 Nov '20 119 11.00 C 1.40 0 14.00 0.948 27.91%
10 AMAG 10.00 935K 15 Jan '21 175 10.00 C 2.10 0 21.00 0.930 26.58%
11 AMAG 10.00 935K 20 Nov '20 119 9.00 C 2.05 0 10.50 0.904 13.21%
12 AMAG 10.00 935K 19 Feb '21 210 12.00 C 1.35 0 13.50 0.887 38.73%
13 AMAG 10.00 935K 18 Sep '20 56 11.00 C 0.70 6 7.00 0.886 18.28%
14 AMAG 10.00 935K 21 Aug '20 28 8.00 C 1.45 0 -5.50 0.829 -6.43%
15 AMAG 10.00 935K 15 Jan '21 175 8.00 C 2.65 0 6.50 0.826 8.84%
16 AMAG 10.00 935K 21 Aug '20 28 12.00 C 0.25 4 2.50 0.824 23.08%
17 AMAG 10.00 935K 21 Aug '20 28 11.00 C 0.35 1,050 3.50 0.800 13.99%
18 AMAG 10.00 935K 21 Aug '20 28 10.00 C 0.65 122 6.50 0.771 6.95%
19 AMAG 10.00 935K 20 Nov '20 119 10.00 C 0.35 0 3.50 0.685 3.63%
20 AMAG 10.00 935K 21 Jan '22 546 12.00 C 0.45 5 4.50 0.652 25.65%
21 AMAG 10.00 935K 15 Jan '21 175 11.00 C 0.90 0 9.00 0.646 20.88%
22 AMAG 10.00 935K 15 Jan '21 175 12.00 C 0.50 0 5.00 0.626 26.32%
23 AMAG 10.00 935K 21 Jan '22 546 10.00 C 1.30 0 13.00 0.498 14.94%
24 AMAG 10.00 935K 21 Jan '22 546 8.00 C 2.35 0 3.50 0.454 4.58%
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.