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Option Spread Screener Report Date:

SCREENER   
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 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
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# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 MOD 9.10 857K 21 Feb '20 16 5.00 C 3.50 4 -6.59 2.439 -10.71%
2 MOD 9.10 857K 21 Aug '20 198 5.00 C 2.30 0 -19.78 1.884 -26.47%
3 MOD 9.10 857K 21 Feb '20 16 12.50 C  0 0 0.00 1.197 37.36%
4 MOD 9.10 857K 15 May '20 100 5.00 C 3.40 3 -7.69 0.799 -12.28%
5 MOD 9.10 857K 21 Feb '20 16 7.50 C 1.05 51 -6.04 0.755 -6.83%
6 MOD 9.10 857K 21 Feb '20 16 10.00 C 0.10 276 1.10 0.670 11.11%
7 MOD 9.10 857K 20 Mar '20 44 7.50 C 1.60 5 -0.00 0.580 0.00%
8 MOD 9.10 857K 21 Aug '20 198 7.50 C 2.15 0 6.04 0.562 7.91%
9 MOD 9.10 857K 15 May '20 100 10.00 C 0.50 17 5.49 0.548 16.28%
10 MOD 9.10 857K 15 May '20 100 7.50 C 1.80 0 2.20 0.542 2.74%
11 MOD 9.10 857K 15 May '20 100 12.50 C 0.05 8 0.55 0.542 38.12%
12 MOD 9.10 857K 20 Mar '20 44 10.00 C 0.25 10 2.75 0.538 12.99%
13 MOD 9.10 857K 21 Aug '20 198 12.50 C 0.35 0 3.85 0.522 42.86%
14 MOD 9.10 857K 21 Aug '20 198 10.00 C 0.95 8 10.44 0.517 22.70%
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