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 DIA 263.78 3.6M 13 Sep '19 15 262.50 C 4.10 16 1.07 0.170 1.09%
2 DIA 263.78 3.6M 15 Nov '19 78 263.00 C 8.40 70 2.89 0.168 2.98%
3 DIA 263.78 3.6M 20 Sep '19 22 262.50 C 4.85 34 1.35 0.168 1.38%
4 DIA 263.78 3.6M 4 Oct '19 36 263.00 C 5.55 2 1.81 0.166 1.85%
5 DIA 263.78 3.6M 6 Sep '19 8 263.00 C 2.92 376 0.81 0.166 0.82%
6 DIA 263.78 3.6M 13 Sep '19 15 263.00 C 3.80 221 1.14 0.165 1.16%
7 DIA 263.78 3.6M 15 Nov '19 78 264.00 C 7.80 16 2.96 0.164 3.13%
8 DIA 263.78 3.6M 20 Sep '19 22 263.00 C 4.55 193 1.43 0.164 1.45%
9 DIA 263.78 3.6M 6 Sep '19 8 262.50 C 3.15 119 0.71 0.164 0.72%
10 DIA 263.78 3.6M 27 Sep '19 29 262.50 C 5.35 0 1.54 0.163 1.57%
11 DIA 263.78 3.6M 20 Dec '19 113 265.00 C 8.75 18 3.32 0.161 3.91%
12 DIA 263.78 3.6M 15 Nov '19 78 265.00 C 7.20 106 2.73 0.161 3.28%
13 DIA 263.78 3.6M 27 Sep '19 29 263.00 C 5.05 69 1.62 0.160 1.65%
14 DIA 263.78 3.6M 31 Dec '19 124 263.00 C 10.25 3 3.59 0.159 3.74%
15 DIA 263.78 3.6M 6 Sep '19 8 264.00 C 2.30 1,146 0.87 0.159 0.96%
16 DIA 263.78 3.6M 31 Dec '19 124 264.00 C 9.65 0 3.66 0.158 3.88%
17 DIA 263.78 3.6M 18 Oct '19 50 265.00 C 5.45 402 2.07 0.157 2.58%
18 DIA 263.78 3.6M 27 Sep '19 29 264.00 C 4.45 14 1.69 0.157 1.80%
19 DIA 263.78 3.6M 20 Sep '19 22 264.00 C 3.90 174 1.48 0.157 1.59%
20 DIA 263.78 3.6M 31 Dec '19 124 265.00 C 9.05 3 3.43 0.156 4.03%
21 DIA 263.78 3.6M 4 Oct '19 36 264.00 C 5.00 3 1.90 0.155 2.02%
22 DIA 263.78 3.6M 30 Sep '19 32 263.00 C 5.05 3 1.62 0.155 1.65%
23 DIA 263.78 3.6M 4 Oct '19 36 265.00 C 4.45 4 1.69 0.154 2.19%
24 DIA 263.78 3.6M 17 Jan '20 141 265.00 C 9.75 63 3.70 0.154 4.32%
25 DIA 263.78 3.6M 13 Sep '19 15 264.00 C 3.15 105 1.19 0.154 1.29%
26 DIA 263.78 3.6M 20 Mar '20 204 265.00 C 12.00 9 4.55 0.154 5.25%
27 DIA 263.78 3.6M 6 Sep '19 8 265.00 C 1.81 2,727 0.69 0.154 1.16%
28 DIA 263.78 3.6M 13 Sep '19 15 265.00 C 2.64 390 1.00 0.154 1.48%
29 DIA 263.78 3.6M 31 Mar '20 215 263.00 C 13.45 0 4.80 0.153 5.06%
30 DIA 263.78 3.6M 20 Sep '19 22 265.00 C 3.35 641 1.27 0.153 1.75%
31 DIA 263.78 3.6M 31 Mar '20 215 265.00 C 12.25 2 4.64 0.153 5.36%
32 DIA 263.78 3.6M 31 Mar '20 215 264.00 C 12.85 0 4.87 0.152 5.21%
33 DIA 263.78 3.6M 27 Sep '19 29 265.00 C 3.80 14 1.44 0.152 1.93%
34 DIA 263.78 3.6M 30 Sep '19 32 264.00 C 4.55 30 1.72 0.151 1.84%
35 DIA 263.78 3.6M 30 Sep '19 32 265.00 C 4.00 26 1.52 0.148 2.01%
36 DIA 263.78 3.6M 30 Jun '20 306 265.00 C 14.60 2 5.53 0.143 6.35%
37 DIA 263.78 3.6M 15 Jan '21 505 265.00 C 18.45 3 6.99 0.116 8.02%
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.