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 August 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 BIG 22.01 2.6M 20 Sep '19 22 20.00 C 2.70 445 3.13 0.806 3.57%
2 BIG 22.01 2.6M 20 Sep '19 22 17.50 C 4.10 15 -1.86 0.755 -2.29%
3 BIG 22.01 2.6M 20 Sep '19 22 22.50 C 1.35 2,956 6.13 0.750 8.91%
4 BIG 22.01 2.6M 20 Sep '19 22 25.00 C 0.55 1,611 2.50 0.722 16.50%
5 BIG 22.01 2.6M 18 Oct '19 50 17.50 C 4.50 37 -0.05 0.680 -0.06%
6 BIG 22.01 2.6M 18 Oct '19 50 22.50 C 1.65 249 7.50 0.589 10.51%
7 BIG 22.01 2.6M 18 Oct '19 50 25.00 C 0.75 139 3.41 0.560 17.59%
8 BIG 22.01 2.6M 18 Oct '19 50 20.00 C 2.60 12 2.68 0.533 3.04%
9 BIG 22.01 2.6M 15 Jan '21 505 25.00 C 2.90 0 13.18 0.497 30.82%
10 BIG 22.01 2.6M 17 Jan '20 141 25.00 C 1.55 79 7.04 0.497 22.19%
11 BIG 22.01 2.6M 17 Jan '20 141 22.50 C 2.05 39 9.31 0.474 12.73%
12 BIG 22.01 2.6M 17 Jan '20 141 20.00 C 3.40 9 6.32 0.468 7.47%
13 BIG 22.01 2.6M 17 Apr '20 232 25.00 C 1.80 0 8.18 0.465 23.70%
14 BIG 22.01 2.6M 17 Jan '20 141 17.50 C 4.60 1 0.41 0.449 0.52%
15 BIG 22.01 2.6M 15 Jan '21 505 17.50 C 4.70 0 0.86 0.443 1.10%
16 BIG 22.01 2.6M 15 Jan '21 505 20.00 C 4.50 0 11.31 0.440 14.22%
17 BIG 22.01 2.6M 15 Jan '21 505 22.50 C 2.25 0 10.22 0.334 13.87%
18 BIG 22.01 2.6M 17 Apr '20 232 17.50 C 4.70 0 0.86 0.221 1.10%
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.