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 July 14, 2020. You must subscribe 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 RGNX 38.65 398K 17 Jul '20 3 45.00 C 0.05 5 0.13 1.131 16.58%
2 RGNX 38.65 398K 17 Jul '20 3 40.00 C 0.35 43 0.91 0.964 4.44%
3 RGNX 38.65 398K 21 Aug '20 38 35.00 C 5.30 0 4.27 0.804 4.95%
4 RGNX 38.65 398K 17 Jul '20 3 30.00 C 6.10 4 -6.60 0.799 -7.83%
5 RGNX 38.65 398K 15 Jan '21 185 30.00 C 11.30 0 6.86 0.770 9.69%
6 RGNX 38.65 398K 16 Oct '20 94 35.00 C 6.90 0 8.41 0.761 10.24%
7 RGNX 38.65 398K 16 Oct '20 94 40.00 C 4.20 0 10.87 0.739 16.11%
8 RGNX 38.65 398K 15 Jan '21 185 40.00 C 6.20 0 16.04 0.697 23.27%
9 RGNX 38.65 398K 15 Jan '21 185 35.00 C 8.70 0 13.07 0.688 16.86%
10 RGNX 38.65 398K 21 Aug '20 38 40.00 C 2.55 1 6.60 0.685 10.80%
11 RGNX 38.65 398K 15 Jan '21 185 45.00 C 4.40 0 11.38 0.661 31.39%
12 RGNX 38.65 398K 21 Aug '20 38 45.00 C 1.05 5 2.72 0.646 19.68%
13 RGNX 38.65 398K 16 Oct '20 94 30.00 C 9.90 0 3.23 0.636 4.35%
14 RGNX 38.65 398K 16 Oct '20 94 45.00 C 2.50 5 6.47 0.634 24.48%
15 RGNX 38.65 398K 17 Jul '20 3 35.00 C 2.75 0 -2.33 0.592 -2.51%
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.