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 4, 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 NVAX 4.46 4.3M 19 Apr '24 15 3.50 C 0.72 0 -5.27 1.626 -6.29%
2 NVAX 4.46 4.3M 19 Jul '24 106 3.50 C 0.38 0 -12.91 1.560 -14.11%
3 NVAX 4.46 4.3M 19 Apr '24 15 4.00 C 0.47 103 0.34 1.405 0.38%
4 NVAX 4.46 4.3M 12 Apr '24 8 4.00 C 0.45 0 -0.11 1.152 -0.12%
5 NVAX 4.46 4.3M 18 Oct '24 197 4.00 C 0.45 0 -0.11 1.082 -0.12%
6 NVAX 4.46 4.3M 3 May '24 29 4.00 C 0.55 2 2.13 1.077 2.43%
7 NVAX 4.46 4.3M 10 May '24 36 4.00 C 0.17 4 -6.40 1.027 -6.65%
8 NVAX 4.46 4.3M 10 May '24 36 5.00 C 0.27 300 6.06 0.950 19.47%
9 NVAX 4.46 4.3M 17 May '24 43 5.00 C 0.31 305 6.96 0.894 20.63%
10 NVAX 4.46 4.3M 17 Jan '25 288 4.50 C 1.24 53 27.83 0.880 39.97%
11 NVAX 4.46 4.3M 10 May '24 36 4.50 C 0.44 1 9.88 0.878 12.08%
12 NVAX 4.46 4.3M 5 Apr '24 1 5.00 C  0 620 0.00 0.865 12.23%
13 NVAX 4.46 4.3M 5 Apr '24 1 4.50 C 0.05 1,373 1.12 0.865 2.16%
14 NVAX 4.46 4.3M 5 Apr '24 1 4.00 C 0.01 1 -9.99 0.865 -10.01%
15 NVAX 4.46 4.3M 17 May '24 43 4.00 C 0.57 3 2.58 0.846 2.96%
16 NVAX 4.46 4.3M 3 May '24 29 3.50 C 0.89 0 -1.46 0.837 -1.82%
17 NVAX 4.46 4.3M 17 Jan '25 288 5.00 C 1.11 10 24.92 0.821 49.48%
18 NVAX 4.46 4.3M 18 Oct '24 197 4.50 C 0.93 7 20.88 0.817 27.66%
19 NVAX 4.46 4.3M 20 Sep '24 169 4.00 C 1.06 0 13.58 0.816 17.82%
20 NVAX 4.46 4.3M 20 Sep '24 169 5.00 C 0.62 2 13.92 0.815 30.38%
21 NVAX 4.46 4.3M 18 Oct '24 197 5.00 C 0.81 0 18.18 0.812 37.17%
22 NVAX 4.46 4.3M 17 May '24 43 4.50 C 0.38 1 8.53 0.803 10.43%
23 NVAX 4.46 4.3M 17 Jan '25 288 4.00 C 0.57 1 2.58 0.793 2.96%
24 NVAX 4.46 4.3M 18 Oct '24 197 3.50 C 0.62 0 -7.52 0.790 -8.74%
25 NVAX 4.46 4.3M 19 Jul '24 106 4.00 C 0.89 2 9.76 0.788 12.20%
26 NVAX 4.46 4.3M 19 Jul '24 106 5.00 C 0.51 0 11.45 0.779 26.74%
27 NVAX 4.46 4.3M 20 Sep '24 169 4.50 C 0.84 0 18.86 0.776 24.48%
28 NVAX 4.46 4.3M 20 Sep '24 169 3.50 C 0.56 0 -8.87 0.775 -10.14%
29 NVAX 4.46 4.3M 17 May '24 43 3.50 C 0.91 0 -1.01 0.773 -1.27%
30 NVAX 4.46 4.3M 19 Jul '24 106 4.50 C 0.68 0 15.26 0.773 19.21%
31 NVAX 4.46 4.3M 16 Jan '26 652 5.00 C 1.62 30 36.36 0.757 76.37%
32 NVAX 4.46 4.3M 16 Jan '26 652 4.50 C 1.62 0 36.36 0.749 58.73%
33 NVAX 4.46 4.3M 12 Apr '24 8 5.00 C 0.03 312 0.67 0.747 12.99%
34 NVAX 4.46 4.3M 19 Apr '24 15 5.00 C 0.06 262 1.35 0.741 13.77%
35 NVAX 4.46 4.3M 3 May '24 29 4.50 C 0.31 5 6.96 0.739 8.56%
36 NVAX 4.46 4.3M 26 Apr '24 22 5.00 C 0.13 17 2.92 0.736 15.61%
37 NVAX 4.46 4.3M 3 May '24 29 5.00 C 0.15 106 3.37 0.698 16.14%
38 NVAX 4.46 4.3M 16 Jan '26 652 4.00 C 1.85 0 31.31 0.696 53.55%
39 NVAX 4.46 4.3M 26 Apr '24 22 4.50 C 0.24 13 5.39 0.689 6.76%
40 NVAX 4.46 4.3M 19 Apr '24 15 4.50 C 0.21 1,063 4.71 0.668 6.01%
41 NVAX 4.46 4.3M 12 Apr '24 8 4.50 C 0.15 1,236 3.37 0.668 4.53%
42 NVAX 4.46 4.3M 16 Jan '26 652 3.50 C  0 0 -21.44 0.649 -21.44%
43 NVAX 4.46 4.3M 26 Apr '24 22 4.00 C 0.45 0 -0.11 0.617 -0.12%
44 NVAX 4.46 4.3M 17 Jan '25 288 3.50 C 0.91 0 -1.01 0.520 -1.27%
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.