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 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 SLG 51.16 1.2M 19 Apr '24 15 47.50 C 4.60 0 1.84 0.628 2.02%
2 SLG 51.16 1.2M 19 Apr '24 15 50.00 C 3.00 4 3.60 0.620 3.82%
3 SLG 51.16 1.2M 19 Apr '24 15 52.50 C 1.65 99 3.23 0.600 6.04%
4 SLG 51.16 1.2M 19 Apr '24 15 55.00 C 0.85 40 1.66 0.587 9.32%
5 SLG 51.16 1.2M 17 May '24 43 47.50 C 5.70 16 3.99 0.559 4.49%
6 SLG 51.16 1.2M 17 May '24 43 52.50 C 2.05 4 4.01 0.539 6.90%
7 SLG 51.16 1.2M 17 May '24 43 50.00 C 4.20 2 5.94 0.538 6.47%
8 SLG 51.16 1.2M 17 May '24 43 55.00 C 2.15 5 4.20 0.532 12.22%
9 SLG 51.16 1.2M 21 Jun '24 78 47.50 C 6.70 0 5.94 0.527 6.84%
10 SLG 51.16 1.2M 21 Jun '24 78 52.50 C 4.20 0 8.21 0.518 11.80%
11 SLG 51.16 1.2M 21 Jun '24 78 55.00 C 3.30 0 6.45 0.517 14.92%
12 SLG 51.16 1.2M 19 Jul '24 106 50.00 C 6.00 2 9.46 0.502 10.72%
13 SLG 51.16 1.2M 19 Jul '24 106 47.50 C 7.30 0 7.11 0.502 8.30%
14 SLG 51.16 1.2M 19 Jul '24 106 52.50 C 4.90 0 9.58 0.499 13.49%
15 SLG 51.16 1.2M 19 Jul '24 106 55.00 C 3.90 0 7.62 0.495 16.38%
16 SLG 51.16 1.2M 16 Aug '24 134 52.50 C 5.30 0 10.36 0.486 14.48%
17 SLG 51.16 1.2M 16 Aug '24 134 47.50 C 7.70 0 7.90 0.480 9.30%
18 SLG 51.16 1.2M 16 Aug '24 134 50.00 C 6.40 1 10.24 0.479 11.71%
19 SLG 51.16 1.2M 16 Aug '24 134 55.00 C 4.30 0 8.41 0.477 17.37%
20 SLG 51.16 1.2M 15 Nov '24 225 52.50 C 7.00 0 13.68 0.456 18.89%
21 SLG 51.16 1.2M 15 Nov '24 225 50.00 C 8.10 0 13.57 0.456 16.12%
22 SLG 51.16 1.2M 15 Nov '24 225 55.00 C 6.00 0 11.73 0.455 21.79%
23 SLG 51.16 1.2M 15 Nov '24 225 47.50 C 9.30 0 11.02 0.454 13.47%
24 SLG 51.16 1.2M 17 Jan '25 288 55.00 C 6.90 0 13.49 0.437 24.27%
25 SLG 51.16 1.2M 17 Jan '25 288 50.00 C 8.90 1 15.13 0.432 18.32%
26 SLG 51.16 1.2M 17 Jan '25 288 47.50 C 10.10 1 12.59 0.430 15.68%
27 SLG 51.16 1.2M 17 Jan '25 288 52.50 C 7.60 0 14.86 0.430 20.52%
28 SLG 51.16 1.2M 16 Jan '26 652 55.00 C 10.50 0 20.52 0.314 35.27%
29 SLG 51.16 1.2M 16 Jan '26 652 52.50 C 11.30 0 22.09 0.307 31.71%
30 SLG 51.16 1.2M 16 Jan '26 652 50.00 C 12.30 0 21.77 0.296 28.67%
31 SLG 51.16 1.2M 16 Jan '26 652 47.50 C 13.30 0 18.84 0.278 25.46%
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.