Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOME 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 5, 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 NRG 72.77 3.2M 19 Apr '24 14 65.00 C 7.90 22 0.18 0.445 0.20%
2 NRG 72.77 3.2M 17 May '24 42 65.00 C 8.50 3 1.00 0.432 1.14%
3 NRG 72.77 3.2M 19 Apr '24 14 80.00 C 0.20 144 0.27 0.407 10.24%
4 NRG 72.77 3.2M 21 Jun '24 77 70.00 C 6.40 17 4.99 0.391 5.47%
5 NRG 72.77 3.2M 17 May '24 42 80.00 C 1.35 110 1.86 0.388 12.01%
6 NRG 72.77 3.2M 21 Jun '24 77 80.00 C 2.45 178 3.37 0.386 13.77%
7 NRG 72.77 3.2M 17 May '24 42 70.00 C 5.10 74 3.20 0.386 3.44%
8 NRG 72.77 3.2M 17 May '24 42 75.00 C 2.70 215 3.71 0.385 7.04%
9 NRG 72.77 3.2M 21 Jun '24 77 75.00 C 4.00 123 5.50 0.380 9.06%
10 NRG 72.77 3.2M 19 Jul '24 105 75.00 C 4.70 23 6.46 0.377 10.18%
11 NRG 72.77 3.2M 19 Jul '24 105 80.00 C 3.10 165 4.26 0.370 14.83%
12 NRG 72.77 3.2M 20 Sep '24 168 80.00 C 4.50 71 6.18 0.370 17.18%
13 NRG 72.77 3.2M 19 Jul '24 105 70.00 C 7.10 11 5.95 0.370 6.59%
14 NRG 72.77 3.2M 20 Sep '24 168 65.00 C 11.70 3 5.40 0.369 6.44%
15 NRG 72.77 3.2M 19 Apr '24 14 75.00 C 1.15 417 1.58 0.369 4.72%
16 NRG 72.77 3.2M 20 Sep '24 168 70.00 C 8.70 0 8.15 0.367 9.26%
17 NRG 72.77 3.2M 20 Sep '24 168 75.00 C 6.30 7 8.66 0.361 12.83%
18 NRG 72.77 3.2M 19 Apr '24 14 70.00 C 3.50 691 1.00 0.351 1.05%
19 NRG 72.77 3.2M 17 Jan '25 287 65.00 C 13.60 0 8.01 0.348 9.85%
20 NRG 72.77 3.2M 17 Jan '25 287 75.00 C 8.80 12 12.09 0.348 17.24%
21 NRG 72.77 3.2M 17 Jan '25 287 70.00 C 11.10 0 11.45 0.347 13.51%
22 NRG 72.77 3.2M 17 Jan '25 287 80.00 C 6.80 5 9.34 0.343 21.27%
23 NRG 72.77 3.2M 19 Jul '24 105 65.00 C 9.40 0 2.24 0.336 2.57%
24 NRG 72.77 3.2M 21 Jun '24 77 65.00 C 8.00 0 0.32 0.278 0.36%
25 NRG 72.77 3.2M 18 Dec '26 987 65.00 C 15.50 1 10.62 0.249 13.50%
26 NRG 72.77 3.2M 18 Dec '26 987 75.00 C 12.60 0 17.31 0.249 24.65%
27 NRG 72.77 3.2M 18 Dec '26 987 80.00 C 9.80 0 13.47 0.249 27.04%
28 NRG 72.77 3.2M 19 Dec '25 623 70.00 C 14.70 0 16.39 0.245 20.54%
29 NRG 72.77 3.2M 19 Dec '25 623 80.00 C 10.60 8 14.57 0.240 28.68%
30 NRG 72.77 3.2M 19 Dec '25 623 75.00 C 12.40 0 17.04 0.225 24.23%
31 NRG 72.77 3.2M 16 Jan '26 651 75.00 C 13.10 0 18.00 0.217 25.69%
32 NRG 72.77 3.2M 19 Dec '25 623 65.00 C 15.00 0 9.94 0.164 12.52%
33 NRG 72.77 3.2M 16 Jan '26 651 70.00 C 12.90 1 13.92 0.144 16.92%
34 NRG 72.77 3.2M 16 Jan '26 651 65.00 C 15.50 0 10.62 0.136 13.50%
Go to the old report

Data Provided by HistoricalOptionData.com
Copyright @ Optionistics.com, 2005-2022 Site Map Contact About Us Privacy Disclaimer
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.