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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 NGG 52.30 498K 20 Sep '19 24 45.00 C 7.00 0 -0.57 0.422 -0.66%
2 NGG 52.30 498K 20 Sep '19 24 60.00 C  0 0 0.00 0.305 14.72%
3 NGG 52.30 498K 20 Dec '19 115 45.00 C 7.50 0 0.38 0.244 0.45%
4 NGG 52.30 498K 20 Mar '20 206 45.00 C 8.10 0 1.53 0.232 1.81%
5 NGG 52.30 498K 20 Sep '19 24 50.00 C 2.55 1 0.48 0.226 0.50%
6 NGG 52.30 498K 18 Oct '19 52 50.00 C 3.00 10 1.34 0.220 1.42%
7 NGG 52.30 498K 20 Dec '19 115 50.00 C 3.70 0 2.68 0.215 2.88%
8 NGG 52.30 498K 20 Dec '19 115 60.00 C 0.25 4 0.48 0.196 15.27%
9 NGG 52.30 498K 20 Dec '19 115 55.00 C 1.15 8 2.20 0.195 7.53%
10 NGG 52.30 498K 20 Mar '20 206 50.00 C 4.30 0 3.82 0.193 4.17%
11 NGG 52.30 498K 20 Mar '20 206 55.00 C 1.85 200 3.54 0.192 9.02%
12 NGG 52.30 498K 20 Sep '19 24 55.00 C 0.15 0 0.29 0.188 5.47%
13 NGG 52.30 498K 20 Mar '20 206 60.00 C 0.70 1 1.34 0.187 16.28%
14 NGG 52.30 498K 18 Oct '19 52 55.00 C 0.45 0 0.86 0.186 6.08%
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