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 April 19, 2024. You can get started for free 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 EXEL 22.52 2.3M 21 Jun '24 63 21.00 C 2.60 4 4.80 0.521 5.42%
2 EXEL 22.52 2.3M 16 Aug '24 119 21.00 C 3.20 0 7.46 0.496 8.70%
3 EXEL 22.52 2.3M 17 May '24 28 22.00 C 1.40 15 3.91 0.496 4.17%
4 EXEL 22.52 2.3M 17 May '24 28 21.00 C 2.05 2 2.35 0.493 2.59%
5 EXEL 22.52 2.3M 17 May '24 28 24.00 C 0.60 57 2.66 0.487 9.49%
6 EXEL 22.52 2.3M 17 May '24 28 23.00 C 0.90 4 4.00 0.486 6.38%
7 EXEL 22.52 2.3M 16 Aug '24 119 22.00 C 2.55 0 9.01 0.469 10.17%
8 EXEL 22.52 2.3M 21 Jun '24 63 22.00 C 1.95 1 6.35 0.464 6.95%
9 EXEL 22.52 2.3M 21 Jun '24 63 23.00 C 1.45 1 6.44 0.462 9.16%
10 EXEL 22.52 2.3M 16 Aug '24 119 23.00 C 2.10 0 9.33 0.460 12.63%
11 EXEL 22.52 2.3M 16 Aug '24 119 24.00 C 1.70 3 7.55 0.458 15.27%
12 EXEL 22.52 2.3M 21 Jun '24 63 24.00 C 0.95 1,046 4.22 0.435 11.27%
13 EXEL 22.52 2.3M 15 Nov '24 210 23.00 C 2.65 0 11.77 0.410 15.75%
14 EXEL 22.52 2.3M 15 Nov '24 210 24.00 C 2.20 0 9.77 0.403 18.11%
15 EXEL 22.52 2.3M 17 Jan '25 273 22.00 C 3.50 1 13.23 0.384 15.67%
16 EXEL 22.52 2.3M 16 Jan '26 637 22.00 C 4.90 0 19.45 0.296 24.86%
17 EXEL 22.52 2.3M 19 Apr '24 0 24.00 C  0 7 0.00 0.261 6.57%
18 EXEL 22.52 2.3M 19 Apr '24 0 23.00 C  0 0 0.00 0.261 2.13%
19 EXEL 22.52 2.3M 19 Apr '24 0 22.00 C 0.30 1 -0.98 0.261 -0.99%
20 EXEL 22.52 2.3M 19 Apr '24 0 21.00 C 0.65 1 -3.86 0.261 -3.98%
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.