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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 TCS 4.29 166K 18 Oct '19 24 2.50 C 1.40 0 -9.09 1.287 -13.49%
2 TCS 4.29 166K 18 Oct '19 24 7.50 C  0 0 0.00 1.164 74.83%
3 TCS 4.29 166K 15 Nov '19 52 5.00 C 0.15 40 3.50 0.763 20.77%
4 TCS 4.29 166K 17 Jan '20 115 7.50 C 0.05 75 1.17 0.746 76.89%
5 TCS 4.29 166K 17 Jan '20 115 2.50 C 1.60 10 -4.43 0.720 -7.06%
6 TCS 4.29 166K 17 Jan '20 115 5.00 C 0.30 0 6.99 0.620 25.31%
7 TCS 4.29 166K 17 Apr '20 206 5.00 C 0.40 0 9.32 0.576 28.53%
8 TCS 4.29 166K 18 Oct '19 24 5.00 C  0 0 0.00 0.565 16.55%
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Data Provided by HistoricalOptionData.com
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